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検索キーワード:(標準分類: 519.2/33)
該当件数:13件
Dynamic Markov bridges and market microstructure : theory and applications / Umut Çetin, Albina Danilova
[New York] : Springer , c2018. - (Probability theory and stochastic modelling ; v. 90)
図書
Markov chains / J.R. Norris
: paperback. - Cambridge ; New York : Cambridge University Press , 1998. - (Cambridge series on statistical and probabilistic mathematics)
Markov processes : characterization and convergence / Stewart N. Ethier and Thomas G. Kurtz
New York : Wiley , c1986. - (Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics)
Lectures from Markov processes to Brownian motion / Kai Lai Chung
: us,: gw. - New York : Springer-Verlag , c1982. - (Grundlehren der mathematischen Wissenschaften ; Bd. 249)
Matrix-geometric solutions in stochastic models : an algorithmic approach / Marcel F. Neuts
Baltimore : Johns Hopkins University Press , c1981. - (Johns Hopkins series in the mathematical sciences ; v. 2)
Markov chain models : rarity and exponentiality / Julian Keilson
: us,: gw. - New York : Springer-Verlag , c1979. - (Applied mathematical sciences ; v. 28)
Additive and cancellative interacting particle systems / David Griffeath
: Berlin,: New York. - Berlin ; New York : Springer-Verlag , 1979. - (Lecture notes in mathematics ; 724)
Multidimensional diffusion processes / Daniel W. Stroock, S. R. Srinivasa Varadhan
: U.S.,: Germany. - Berlin ; New York : Springer Verlag , c1979. - (Grundlehren der mathematischen Wissenschaften ; Bd. 233)
Controlled Markov processes / E. B. Dynkin, A. A. Yushkevich ; [translators, J. M. Danskin, C. Holland]
: us,: gw. - Berlin ; New York : Springer-Verlag , c1979. - (Grundlehren der mathematischen Wissenschaften ; Bd. 235)
Finite Markov chains / John G. Kemeny, J. Laurie Snell
: us,: gw. - New York ; Tokyo : Springer-Verlag , c1976. - (Undergraduate texts in mathematics)
Markov processes : Ray processes and right processes / Ronald K. Getoor
: Germany,: U.S.. - Berlin ; New York : Springer-Verlag , 1975. - (Lecture notes in mathematics ; 440)
Markov processes : structure and asymptotic behavior / Murray Rosenblatt
Berlin; New York : Springer-Verlag , 1971. - (Grundlehren der mathematischen Wissenschaften ; Bd. 184)
Markov chains / David Freedman
San Francisco : Holden-Day , c1971. - (Holden-Day series in probability and statistics)