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The Resource Markov processes and applications : algorithms, networks, genome and finance, Etienne Pardoux

Markov processes and applications : algorithms, networks, genome and finance, Etienne Pardoux

Label
Markov processes and applications : algorithms, networks, genome and finance
Title
Markov processes and applications
Title remainder
algorithms, networks, genome and finance
Statement of responsibility
Etienne Pardoux
Creator
Subject
Language
eng
Summary
Presenting a modern approach to Markov chains and its processes, developing the four major fundamental applications, this title features detailed and varied applications and links them with the theory by providing a strong interplay between the two
Cataloging source
DLC
http://library.link/vocab/creatorDate
1947-
http://library.link/vocab/creatorName
Pardoux, E.
Illustrations
illustrations
Index
index present
Literary form
non fiction
Series statement
  • Wiley series in probability and statistics
  • Wiley-Dunod series
http://library.link/vocab/subjectName
Markov processes
Label
Markov processes and applications : algorithms, networks, genome and finance, Etienne Pardoux
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [295]-296) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 1.
  • Simulations and the Monte Carlo method.
  • p. 1
  • 2.
  • Markov chains.
  • p. 17
  • 3.
  • Stochastic algorithms.
  • p. 57
  • 4.
  • Markov chains and the genome.
  • p. 77
  • 5.
  • Control and filtering of Markov chains.
  • p. 109
  • 6.
  • Poisson process.
  • p. 123
  • 7.
  • Jump Markov processes.
  • p. 135
  • 8.
  • Queues and networks.
  • p. 179
  • 9.
  • Introduction to mathematical finance.
  • p. 205
  • 10.
  • Solutions to selected exercises.
  • p. 257
  • Reference.
  • p. 295
  • Index.
  • p. 297
Control code
ocn248980638
Dimensions
24 cm.
Extent
xii, 296 p.
Isbn
9780470772713
Lccn
2008043729
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.
Label
Markov processes and applications : algorithms, networks, genome and finance, Etienne Pardoux
Publication
Bibliography note
Includes bibliographical references (p. [295]-296) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 1.
  • Simulations and the Monte Carlo method.
  • p. 1
  • 2.
  • Markov chains.
  • p. 17
  • 3.
  • Stochastic algorithms.
  • p. 57
  • 4.
  • Markov chains and the genome.
  • p. 77
  • 5.
  • Control and filtering of Markov chains.
  • p. 109
  • 6.
  • Poisson process.
  • p. 123
  • 7.
  • Jump Markov processes.
  • p. 135
  • 8.
  • Queues and networks.
  • p. 179
  • 9.
  • Introduction to mathematical finance.
  • p. 205
  • 10.
  • Solutions to selected exercises.
  • p. 257
  • Reference.
  • p. 295
  • Index.
  • p. 297
Control code
ocn248980638
Dimensions
24 cm.
Extent
xii, 296 p.
Isbn
9780470772713
Lccn
2008043729
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.

Library Locations

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      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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