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検索キーワード:(標準分類: QA274.7)
該当件数:14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
Foundations / L.C.G. Rogers and David Williams
: pbk. - 2nd ed.. - Cambridge : Cambridge University Press , c2000. - (Cambridge mathematical library ; . Diffusions, Markov processes, and martingales ; v. 1)
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)
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 models / Ronald A. Howard
New York : Wiley , c1971. - (Series in decision and control ; . Dynamic probabilistic systems ; v. 1)
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)
Semi-Markov and decision processes / Ronald A. Howard
New York : Wiley , c1971. - (Series in decision and control ; . Dynamic probabilistic systems ; v. 2)