Ruth J. Williams – författare
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3 produkter
Introduction to Stochastic Integration
Av Ruth J. Williams, Kai L. Chung
E-bok, 2012
978 kr
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This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section §9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, …
Introduction to Stochastic Integration
Av Kai L. Chung, Ruth J. Williams
Häftad, 2011
770 kr
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This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section §9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, …
Stochastic Networks
Av Frank P. Kelly, Ruth J. Williams
Häftad, 2013
552 kr
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This IMA Volume in Mathematics and its Applications STOCHASTIC NETWORKS is based on the proceedings of a workshop that was an integral part of the 1993-94 IMA program on "Emerging Applications of Probability." We thank Frank P. Kelly and Ruth J. Williams for organizing the workshop and for editing …