Stochastic Processes in Science, Engineering and Finance

DOI10.1201/9781420010459zbMATH Open1089.60001OpenAlexW4301096633MaRDI QIDQ3377935FDOQ3377935

Authors Frank Beichelt 

Publication date 29 March 2006

Full work available at URL https://doi.org/10.1201/9781420010459

zbMATH Keywords

probability theoryapplied mathematics

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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Cited In (28)

• Title not available (Why is no real title available?)
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• Stochastic processes. Theory for applications.
• Stochastic models and methods. An introduction with applications
• Random Processes in Physics and Finance
• Structured dependence between stochastic processes
• An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine
• Applied stochastic processes.
• On the general \(\delta \)-shock model
• Title not available (Why is no real title available?)
• The Mittag-Leffler function in the thinning theory for renewal processes
• Statistical signatures of structural organization: the case of long memory in renewal processes
• Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
• Random fuzzy delayed renewal processes
• Homogeneous discrete time alternating compound renewal process: a disability insurance application
• Thinking probabilistically. Stochastic processes, disordered systems, and their applications
• Theory of stochastic processes. With applications to financial mathematics and risk theory
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• Pricing used products for remanufacturing
• On the time-dependent delta-shock model governed by the generalized Pólya process
• On properties of the phase-type mixed Poisson process and its applications to reliability shock modeling
• Continuous time contests with private information
• \(\delta\)-shock model based on Polya process and its optimal replacement policy
• Statistical test for fractional Brownian motion based on detrending moving average algorithm
• Title not available (Why is no real title available?)
• Mean-square exponential stability for a class of discrete-time nonlinear singular Markovian jump systems with time-varying delay

Uses Software

• MCQueue

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