Basic stochastic processes

Bibliographic Details
Main Author: Devolder, Pierre
Other Authors: Janssen, Jacques, Manca, Raimondo
Format: Book
Language:English
Published: London, UK: Hoboken, NJ: ISTE; Wiley, 2015
Series:Mathematics and Statistics Series
Subjects:
Stochastic Processes
Levy Processes
Table of Contents:
  • Basic Probabilistic Tools for Stochastic Modeling / Pierre Devolder, Jacques Janssen, Raimondo Manca
  • Homogeneous and Non-Homogeneous Renewal Models / Pierre Devolder, Jacques Janssen, Raimondo Manca
  • Markov Chains / Pierre Devolder, Jacques Janssen, Raimondo Manca
  • Homogeneous and Non-Homogeneous Semi-Markov Models / Pierre Devolder, Jacques Janssen, Raimondo Manca
  • Stochastic Calculus / Pierre Devolder, Jacques Janssen, Raimondo Manca
  • Lévy Processes / Pierre Devolder, Jacques Janssen, Raimondo Manca
  • Actuarial Evaluation, VaR and Stochastic Interest Rate Models / Pierre Devolder, Jacques Janssen, Raimondo Manca.

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