Stochastic Processes with Applications
Latest Publications

TOTAL DOCUMENTS

10

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By Society For Industrial And Applied Mathematics

9780898716894, 9780898718997

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

0. A Probability and Measure Theory Overview

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.ch0 ◽

2009 ◽

pp. 625-664

Keyword(s):

Measure Theory

Download Full-text

5. Brownian Motion and Diffusions

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.ch5 ◽

2009 ◽

pp. 367-518

Keyword(s):

Brownian Motion

Download Full-text

7. An Introduction to Stochastic Differential Equations

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.ch7 ◽

2009 ◽

pp. 563-623

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

Download Full-text

6. Dynamic Programming and Stochastic Optimization

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.ch6 ◽

2009 ◽

pp. 519-562

Keyword(s):

Dynamic Programming ◽

Stochastic Optimization

Download Full-text

4. Continuous-Parameter Markov Chains

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.ch4 ◽

2009 ◽

pp. 261-366

Keyword(s):

Markov Chains ◽

Continuous Parameter

Download Full-text

2. Discrete-Parameter Markov Chains

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.ch2 ◽

2009 ◽

pp. 109-231

Keyword(s):

Markov Chains ◽

Discrete Parameter

Download Full-text

Back Matter

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.bm ◽

2009 ◽

pp. 665-676

Download Full-text

1. Random Walk and Brownian Motion

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.ch1 ◽

2009 ◽

pp. 1-107 ◽

Cited By ~ 1

Keyword(s):

Brownian Motion ◽

Random Walk ◽

And Brownian Motion

Download Full-text

Front Matter

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.fm ◽

2009 ◽

pp. i-xvii

Download Full-text

3. Birth—Death Markov Chains

Stochastic Processes with Applications ◽

10.1137/1.9780898718997.ch3 ◽

2009 ◽

pp. 233-259

Keyword(s):

Markov Chains ◽

Birth Death

Download Full-text