Basic stochastic processes / Pierre Devolder, Jacques Janssen, Raimondo Manca.
Material type: TextSeries: Oregon State monographs. Mathematics and statistics series.Publisher: London : ISTE, 2015Copyright date: ©2015Description: 1 online resourceContent type:- text
- computer
- online resource
- 9781119184584
- 1119184584
- 9781119184577
- 1119184576
- 1848218826
- 9781848218826
- 519.2/3 23
- QA274.D48
Online resource; title from PDF title page (EBSCO, viewed August 12, 2015).
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.