Theory of stochastic processes in examples and problems
Markov chainsmartingalesprocesses with independent increments, Kalman--Bucy filterstationary processesstochastic differential equationsstochastic processes
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)
- Theory of stochastic processes. With applications to financial mathematics and risk theory
- scientific article; zbMATH DE number 4017980 (Why is no real title available?)
- scientific article; zbMATH DE number 3842849 (Why is no real title available?)
- scientific article; zbMATH DE number 46732 (Why is no real title available?)
- scientific article; zbMATH DE number 47490 (Why is no real title available?)
- Theory and statistical applications of stochastic processes
- Generalized stochastic processes. Modelling and applications of noise processes. Translated from the German
- scientific article; zbMATH DE number 194337 (Why is no real title available?)
- Correlated Lloyd model: exact solution
- Random Processes by Example
- scientific article; zbMATH DE number 3336399 (Why is no real title available?)
- Stochastics, control and robotics
- Stochastic processes
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