Browsing by Subject "Stochastic processes"
Now showing items 1-5 of 5
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An introduction to stochastic modeling
(Academic Press, 1998) -
An introduction to stochastic modeling
(Elsevier Inc., 2011)The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to ... -
Econometric analysis of stochastic dominance : concepts, methods, tools, and applications
(Cambridge University Press, 2019)This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering probability distributions, stochastic dominance has grown in importance ... -
Stochastic processes and calculus : an elementary introduction with applications
(Springer, 2016)This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades ...