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Devolder, Pierre,

Basic stochastic processes / Pierre Devolder, Jacques Janssen, Raimondo Manca. - 1 online resource. - Mathematics and statistics series . - Oregon State monographs. Mathematics and statistics series. .

Includes bibliographical references and index.

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.

ISBN: 9781119184584 1119184584 9781119184577 1119184576 1848218826 9781848218826

Subjects--Topical Terms:
Stochastic processes.
MATHEMATICS / Applied
MATHEMATICS / Probability & Statistics / General
Stochastic processes.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: QA274.D48

Dewey Class. No.: 519.2/3