Relevant bibliographies by topics / Continuous Time Processes / Books

Books on the topic 'Continuous Time Processes'

To see the other types of publications on this topic, follow the link: Continuous Time Processes.
Author: Grafiati
Published: 10 March 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 books for your research on the topic 'Continuous Time Processes.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse books on a wide variety of disciplines and organise your bibliography correctly.

1

Hainaut, Donatien. Continuous Time Processes for Finance. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-06361-9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Guo, Xianping, and Onésimo Hernández-Lerma. Continuous-Time Markov Decision Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02547-1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Piunovskiy, Alexey, and Yi Zhang. Continuous-Time Markov Decision Processes. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-54987-9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Continuous time Markov processes: An introduction. Providence, R.I: American Mathematical Society, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Liggett, Thomas M. Continuous time Markov processes: An introduction. Providence, R.I: American Mathematical Society, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Fragoso, Marcelo D. Continuous-time Markov jump linear systems. Heidelberg: Springer, 2013.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Capasso, Vincenzo, and David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69653-5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Capasso, Vincenzo, and David Bakstein. An Introduction to Continuous-Time Stochastic Processes. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2757-9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Capasso, Vincenzo, and David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Boston, MA: Birkhäuser Boston, 2012. http://dx.doi.org/10.1007/978-0-8176-8346-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Hernández-Lerma, O. Lectures on continuous-time Markov control processes. Mexico, D.F. Mexico: Sociedad Matemática Mexicana, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
11

J, Anderson William. Continuous-time Markov chains: An applications-oriented approach. New York: Springer-Verlag, 1991.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
12

Melino, Angelo. Estimation of continuous-time models in finance. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
13

J, Anderson William. Continuous-time Markov chains: An applications-oriented approach. New York: Springer-Verlag, 1991.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
14

Pavan, Shanthi. High frequency continuous time filters in digital CMOS processes. New York: Kluwer Academic Publishers, 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
15

Pavan, Shanthi. High frequency continuous time filters in digital CMOS processes. Boston: Kluwer Academic Publishers, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
16

Yannis, Tsividis, ed. High frequency continuous time filters in digital CMOS processes. Boston: Kluwer Academic Publishers, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
17

Roberts, Gareth O. Quantitative bounds for convergence rates of continuous time Markov processes. [Toronto]: University of Toronto, Dept. of Statistics, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
18

Yin, George. Continuous-time Markov chains and applications: A singular perturbation approach. New York: Springer, 1998.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
19

Mella-Barral, Pierre. New methods for estimating nonlinear continuous time interest rate processes. Cambridge: Department of Applied Economics, University of Cambridge, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
20

Kushner, Harold J. Numerical methods for stochastic control problems in continuous time. New York: Springer-Verlag, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
21

Kushner, Harold J. Numerical methods for stochastic control problems in continuous time. 2nd ed. New York: Springer, 2001.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
22

Jianfeng, Zhang, and SpringerLink (Online service), eds. Contract Theory in Continuous-Time Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
23

Costa, Oswaldo L. V. Continuous-Time Markov Jump Linear Systems. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
24

Yin, George. Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach. 2nd ed. New York, NY: Springer New York, 2013.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
25

Probability and random processes: Using MATLAB with applications to continuous and discrete time systems. Chicago: Irwin, 1997.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
26

Aït-Sahalia, Yacine. Telling from discrete data whether the underlying continuous-time model is a diffusion. Cambridge, MA: National Bureau of Economic Research, 2001.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
27

Optimal portfolios: Stochastic models for optimal investment and risk management in continuous time. Singapore: World Scientific, 1997.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
28

David, Bakstein, and SpringerLink (Online service), eds. An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine. 2nd ed. Boston: Birkhäuser Boston, 2012.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
29

Capasso, V. An introduction to continuous-time stochastic processes: Theory, models, and applications to finance, biology, and medicine. Boston: Birkhäuser, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
30

Continuous-time stochastic control and optimization with financial applications. Berlin: Springer, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
31

Pham, Huyên. Continuous-time stochastic control and optimization with financial applications. Berlin: Springer, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
32

Mathematics of probability. Providence, Rhode Island: American Mathematical Society, 2013.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
33

Patil, Sharvil Pradeep. Energy-Efficient Time-Based Encoders and Digital Signal Processors in Continuous Time. [New York, N.Y.?]: [publisher not identified], 2017.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
34

Vezyrtzis, Christos. Continuous-Time and Companding Digital Signal Processors Using Adaptivity and Asynchronous Techniques. [New York, N.Y.?]: [publisher not identified], 2013.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
35

Vladas, Sidoravicius, and Smirnov S. (Stanislav) 1970-, eds. Probability and statistical physics in St. Petersburg: St. Petersburg School in Probability and Statistical Physics : June 18-29, 2012 : St. Petersburg State University, St. Petersburg, Russia. Providence, Rhode Island: American Mathematical Society, 2015.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
36

Pracko, Gennadiy. THE GENESIS OF THE CONCEPT OF LAW IN THE HISTORY OF POLITICAL AND LEGAL DOCTRINES. ru: Publishing Center RIOR, 2022. http://dx.doi.org/10.29039/02095-1.

Full text
Abstract:
The monograph is devoted to the genesis of the concept of law in the history of political and legal doctrines. The author examines the development of the concept of law in the period from antiquity to the 20th century. The study covers the analysis of both Eastern legal understanding (on the example of the evolution of the concept of law in China) and Western legal theories - from ancient jurists to the main legal schools of our time. Of particular interest is the fact that the author analyzes the genesis of the concept of law as a continuous process, during which representatives of each subsequent legal doctrine tried to answer the questions posed by their eminent predecessors.
APA, Harvard, Vancouver, ISO, and other styles
37

Bekkering, Henco, Adèle Esposito, and Charles Goldblum, eds. Ideas of the City in Asian Settings. NL Amsterdam: Amsterdam University Press, 2019. http://dx.doi.org/10.5117/9789462985612.

Full text
Abstract:
At a time when intense dynamics of urban development of Asian cities puzzle and disorient, Ideas of the City in Asian Settings offers knowledge about the concepts, representations, and ideas that lie beneath the historical and contemporary production of cities in Asia, in order to deepen our understanding of the processes and meanings of urban development in the continent. The book sheds more light on the vast array of rules and innovations and aspirations that make cities into complex objects that are continuously ‘in the making’. Because Asian cities have experienced unprecedented dynamics of urban development during the last fifty years, they are considered as crucial places to question the perspectives that multiple actors project onto changing urban environments, as well as the evolution of the role of cities in globalisation.
APA, Harvard, Vancouver, ISO, and other styles
38

Sil'vestrov, Sergey, Vladimir Starovoytov, Vladimir Bauer, Aleksandr Selivanov, Vladimir Lepskiy, Aleksandr Raykov, Svetlana Lipina, et al. Strategic planning in the public sector of the economy. ru: INFRA-M Academic Publishing LLC., 2021. http://dx.doi.org/10.12737/1081855.

Full text
Abstract:
This collective monograph continues a series of scientific studies and publications on the problems of strategic planning, which have been carried out for several years at the Financial University under the Government of the Russian Federation with the involvement of specialists from other scientific and educational organizations. A series of research papers in 2017-2019 was devoted to the analysis of strategic development risks and the analysis of global strategic planning practice, the general methodology of strategic planning and forecasting (including in the context of ensuring Russia's economic security), the approach to the formation of life cycles of preparation and revision of strategic planning documents and their comparative analysis, the experience of coordinating budget, project and process types of management and financing, monitoring risks and threats, the use of new information tools in the strategic planning complex, including blockchain, and also naturally develops such aspects of previous research as analysis of world practice, coordination of budget, project and process types of management and financing, the use of information technologies. However, at the same time, a special task was set — to approach a comprehensive analysis of the strategic planning process as a whole, especially to study its documentary support as the core of the organization of this process and the implementation of its results in the practice of public administration, as well as to analyze the scientific support of strategic planning as an essential aspect of all strategic planning and strategic management activities in the entirety of its aspects (goal setting, forecast, design, programming, planning, control and audit). It is intended for specialists from the humanities, natural sciences and technical fields of knowledge focused on management and development problems, for undergraduates and postgraduates, as well as for a wide audience of management practitioners, including those related to strategic planning processes in the public sector.
APA, Harvard, Vancouver, ISO, and other styles
39

Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, and Marcos G. Todorov. Continuous-Time Markov Jump Linear Systems. Springer, 2015.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
40

Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, and Marcos G. Todorov. Continuous-Time Markov Jump Linear Systems. Springer, 2012.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
41

An Introduction to Continuous-Time Stochastic Processes. Boston, MA: Birkhäuser Boston, 2005. http://dx.doi.org/10.1007/b138900.

Full text
APA, Harvard, Vancouver, ISO, and other styles
42

J, Anderson William. Continuous-Time Markov Chains: An Applications-Oriented Approach. Springer, 2014.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
43

J, Anderson William. Continuous-Time Markov Chains: An Applications-Oriented Approach. Springer, 2011.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
44

J, Anderson William. Continuous-Time Markov Chains: An Applications-Oriented Approach. Springer London, Limited, 2012.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
45

Hernandez-Lerma, Onesimo, and Xianping Guo. Continuous-Time Markov Decision Processes: Theory and Applications. Springer, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
46

Hernández-Lerma, Onésimo, and Xianping Guo. Continuous-Time Markov Decision Processes: Theory and Applications. Springer, 2012.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
47

Back, Kerry E. Continuous-Time Markets. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0013.

Full text
Abstract:
A continuous‐time model of a securities market is introduced. The intertemporal budget constraint is defined. SDF processes and prices of risks are defined and characterized. Many properties of SDF process are analogous to those in a single‐period model, including the relation to the risk‐free rate, orthogonal projections, the Hansen‐Jagannathan bound, and factor pricing. To value future cash flows using an SDF process, we need to assume a local martingale is a martingale. Sufficient conditions including Novikov’s condition are discussed. Use of the martingale representation theorem in a complete market to derive a portfolio that replicates a payoff is explained. A Markovian model is introduced, in which the investment opportunity set depends on state variables that form a Markov process.
APA, Harvard, Vancouver, ISO, and other styles
48

Zhang, Jianfeng, and Jakša Cvitanic. Contract Theory in Continuous-Time Models. Springer, 2014.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
49

Seierstad, Atle. Stochastic Control in Discrete and Continuous Time. Springer, 2011.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
50

Back, Kerry E. Continuous-Time Topics. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0015.

Full text
Abstract:
The fundamental PDE for valuing cash flows or cash flow streams is explained. In a complete market, an investor’s optimal wealth satisfies the fundamental PDE, and this provides a means of calculating the optimal portfolio. Risk neutral probabilities and Girsanov’s theorem are explained. Jump processes, including Poisson processes, are introduced. The risk premium of an asset with jump risks depends on covariation of its continuous part with the continuous part of an SDF and the covariation of its discontinuous part with the discontinuous part of an SDF. Portfolio choice with internal habits is characterized. The ability of a representative investor model with an internal habit to explain the equity premium puzzle is discussed.
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the bibliographies on the topic 'Continuous Time Processes' for other source types:
Journal articles Dissertations / Theses
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography