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Stochastic processes : from applications to theory /

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Bibliographic Details
Main Authors:	Del Moral, Pierre (Author), Penev, Spiridon, 1955- (Author)
Corporate Authors:	Taylor & Francis, CRC Press
Format:	eBook
Language:	English
Published:	Boca Raton, FL : CRC Press, an imprint of Chapman and Hall/CRC, [2017].
Edition:	First edition.
Subjects:	Stochastic models. Stochastic processes. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

part I An illustrated guide
chapter 1 Motivating examples
chapter 2 Selected topics
chapter 3 Computational and theoretical aspects
part II Stochastic simulation
chapter 4 Simulation toolbox
chapter 5 Monte Carlo integration
chapter 6 Some illustrations
part III Discrete time processes
chapter 7 Markov chains
chapter 8 Analysis toolbox
chapter 9 Computational toolbox
part IV Continuous time processes
chapter 10 Poisson processes
chapter 11 Markov chain embeddings
chapter 12 Jump processes
chapter 13 Piecewise deterministic processes
chapter 14 Diffusion processes
chapter 15 Jump diffusion processes
chapter 16 Nonlinear jump diffusion processes
chapter 17 Stochastic analysis toolbox
chapter 18 Path space measures
part V Processes on manifolds
chapter 19 A review of differential geometry
chapter 20 Stochastic differential calculus on manifolds
chapter 21 Parametrizations and charts
chapter 22 Stochastic calculus in chart spaces
chapter 23 Some analytical aspects
chapter 24 Some illustrations
part VI Some application areas
chapter 25 Simple random walks
chapter 26 Iterated random functions
chapter 27 Computational and statistical physics
chapter 28 Dynamic population models
chapter 29 Gambling, ranking and control
chapter 30 Mathematical finance.