结果：找到“Stochastic Process”相关内容430个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
随机过程ELEC5300 stochastic process：香港科技大学学习资料整理1 个回复 - 2070 次查看 随机过程ELEC5300 stochastic process：香港科技大学学习资料整理 5300 lecture 5300-mid HW Solution Matlab code 5300 samples.zip bayesian estimation and tracking techniques applicable to nonli ...2022-2-28 10:47 - lotus_sss - 现金交易版
Stochastic Process (by Sheldon Ross), 2nd Edition（中英文对照）
20 个回复 - 19908 次查看 Sheldon Ross 的随机过程中文版及英文版第二版，是很不错的随机过程教材，内容主要有： Probability; Possion Process; Renewed Theory; Markov Chains; Continuous-time Markov Chains; Martingales; Random ...2010-9-3 09:10 - 数学诗人 - 计量经济学与统计软件
20 个回复 - 19908 次查看 Sheldon Ross 的随机过程中文版及英文版第二版，是很不错的随机过程教材，内容主要有： Probability; Possion Process; Renewed Theory; Markov Chains; Continuous-time Markov Chains; Martingales; Random ...2010-9-3 09:10 - 数学诗人 - 计量经济学与统计软件
Limit Theorems For Stochastic Processes (2003) pdf
2 个回复 - 1024 次查看 Limit Theorems For Stochastic Processes (2003)2020-6-7 06:30 - 匿名 - 经济金融数学专区
2 个回复 - 1024 次查看 Limit Theorems For Stochastic Processes (2003)2020-6-7 06:30 - 匿名 - 经济金融数学专区
Limit Theorems for Randomly Stopped Stochastic Processes
3 个回复 - 1227 次查看 【作者(必填)】Dmitrii S. Silvestrov 【文题(必填)】Limit Theorems for Randomly Stopped Stochastic Processes 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.10 ...2016-7-5 02:59 - violinangel - 求助成功区
3 个回复 - 1227 次查看 【作者(必填)】Dmitrii S. Silvestrov 【文题(必填)】Limit Theorems for Randomly Stopped Stochastic Processes 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.10 ...2016-7-5 02:59 - violinangel - 求助成功区
Fundamentals of Probability with Stochastic Processes 4th edition
7 个回复 - 2715 次查看 【作者(必填)】Ghahramani, Saeed 【文题(必填)】Fundamentals of Probability with Stochastic Processes4th edition 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://public.ebookcentral.pro ...2018-10-19 12:43 - nivastuli - 求助成功区
7 个回复 - 2715 次查看 【作者(必填)】Ghahramani, Saeed 【文题(必填)】Fundamentals of Probability with Stochastic Processes4th edition 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://public.ebookcentral.pro ...2018-10-19 12:43 - nivastuli - 求助成功区
【MIT大牛2014巨献】Stochastic Processes: Theory for Applications_Gallager
195 个回复 - 33752 次查看 【2014新书】随机过程及其应用超级爆，MIT随机过程大牛2014年巨献，值得拥有 Stochastic Processes: Theory for Applications by Robert G. Gallager English | 2014 | ISBN: 1107039754 | 553 pages | PDF | 6 MB ...2014-1-2 08:48 - saintsophia - 微观经济学
195 个回复 - 33752 次查看 【2014新书】随机过程及其应用超级爆，MIT随机过程大牛2014年巨献，值得拥有 Stochastic Processes: Theory for Applications by Robert G. Gallager English | 2014 | ISBN: 1107039754 | 553 pages | PDF | 6 MB ...2014-1-2 08:48 - saintsophia - 微观经济学
Markov Decision Processes 副标题: Discrete Stochastic Dynamic Progra
6 个回复 - 2635 次查看 RT2011-10-17 11:14 - 子飞鱼 - 悬赏大厅
6 个回复 - 2635 次查看 RT2011-10-17 11:14 - 子飞鱼 - 悬赏大厅
Introduction to Stochastic Processes with R
7 个回复 - 4187 次查看 An introduction to stochastic processes through the use of RIntroduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an e ...2017-1-15 17:33 - jasonwu24 - 数据分析与数据挖掘
7 个回复 - 4187 次查看 An introduction to stochastic processes through the use of RIntroduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an e ...2017-1-15 17:33 - jasonwu24 - 数据分析与数据挖掘
Sheldon M. Ross-Stochastic Processes, 2nd Edition (1995) 不是掃描版
5 个回复 - 3749 次查看 Sheldon M. Ross-Stochastic Processes, 2nd Edition (1995) 這網站很多都是一個垃圾的掃描版， 浪費我好多時間。 找到這個，其他不解釋2016-12-7 12:00 - 黑眼睛118 - 计量经济学与统计软件
5 个回复 - 3749 次查看 Sheldon M. Ross-Stochastic Processes, 2nd Edition (1995) 這網站很多都是一個垃圾的掃描版， 浪費我好多時間。 找到這個，其他不解釋2016-12-7 12:00 - 黑眼睛118 - 计量经济学与统计软件
【分享】convergence of stochastic processes（by Pollard）
58 个回复 - 15532 次查看 免费，但是希望下载的同志顶下帖2009-6-8 18:28 - axltang - 经济金融数学专区
58 个回复 - 15532 次查看 免费，但是希望下载的同志顶下帖2009-6-8 18:28 - axltang - 经济金融数学专区
Applied Probability From Random Sequences to Stochastic Processes
4 个回复 - 3140 次查看 This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous int ...2018-9-13 10:44 - nivastuli - 博弈论
4 个回复 - 3140 次查看 This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous int ...2018-9-13 10:44 - nivastuli - 博弈论
【蒙特卡洛方法与随机过程】 Monte-Carlo Methods and Stochastic Processes (2016)
48 个回复 - 7958 次查看 Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear Emmanuel Gobet Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Proc ...2016-12-8 19:36 - cmwei333 - 金融学（理论版）
48 个回复 - 7958 次查看 Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear Emmanuel Gobet Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Proc ...2016-12-8 19:36 - cmwei333 - 金融学（理论版）
Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and
6 个回复 - 2038 次查看 Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and Langevin Equations by Grigorios A. Pavliotis [*]One of the first textbooks addressing modern stochastic ...2015-3-1 04:42 - SleepyTom - 金融工程（数量金融）与金融衍生品
6 个回复 - 2038 次查看 Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and Langevin Equations by Grigorios A. Pavliotis [*]One of the first textbooks addressing modern stochastic ...2015-3-1 04:42 - SleepyTom - 金融工程（数量金融）与金融衍生品
Stochastic Processes: Theory for Applications by Robert G. Gallager
2 个回复 - 18776 次查看 Stochastic Processes Theory for Applications Robert G. Gallager MIT University Printing House, Cambridge CB2 8BS, United Kingdom Published in the United States of America by Cambridge University ...2021-1-19 19:12 - ghgh1 - Forum
2 个回复 - 18776 次查看 Stochastic Processes Theory for Applications Robert G. Gallager MIT University Printing House, Cambridge CB2 8BS, United Kingdom Published in the United States of America by Cambridge University ...2021-1-19 19:12 - ghgh1 - Forum
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
11 个回复 - 2949 次查看 没人理我的帖子。。。给第一个回帖的人！2010-7-6 04:22 - 111222xy - 金融学（理论版）
11 个回复 - 2949 次查看 没人理我的帖子。。。给第一个回帖的人！2010-7-6 04:22 - 111222xy - 金融学（理论版）
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
46 个回复 - 10859 次查看 Scattering on rough surfaces with alpha-stable non-Gaussian height distributions 。pdf 格式2010-7-7 09:51 - yuanhu - 经管书评
46 个回复 - 10859 次查看 Scattering on rough surfaces with alpha-stable non-Gaussian height distributions 。pdf 格式2010-7-7 09:51 - yuanhu - 经管书评
Stochastic Processes---- Richard F. Bass
27 个回复 - 7246 次查看 Stochastic Processes (Richard F. Bass) 这本书是一本很新的书，2011年11月8日出版的。 作者是康大的教授。原来是将上课的讲义放在这里 http://homepages.uconn.edu/~rib02005/lecture.html 当时我们上Stochas ...2012-3-28 16:00 - yiweidon - 金融工程（数量金融）与金融衍生品
27 个回复 - 7246 次查看 Stochastic Processes (Richard F. Bass) 这本书是一本很新的书，2011年11月8日出版的。 作者是康大的教授。原来是将上课的讲义放在这里 http://homepages.uconn.edu/~rib02005/lecture.html 当时我们上Stochas ...2012-3-28 16:00 - yiweidon - 金融工程（数量金融）与金融衍生品
stochastic processes
6 个回复 - 1704 次查看 如何系统的学习stochastic processes？如何发展到多维时空领域？有何现实的推广和应用？2015-12-9 19:51 - Yuri-me - 中国人民大学统计学院
6 个回复 - 1704 次查看 如何系统的学习stochastic processes？如何发展到多维时空领域？有何现实的推广和应用？2015-12-9 19:51 - Yuri-me - 中国人民大学统计学院
Markov Process for Stochastic Modeling 2nd (高清可印刷版）
5 个回复 - 1905 次查看 Markov Process for Stochastic Modeling, 随机过程基础书籍，涵盖 hiddden markov process, point markov process, Markovian arrival Process, Markovian control process etc. 刚开始学习随机过程的人，看这本书容 ...2014-10-10 11:40 - danhan1991 - MATLAB等数学软件专版
5 个回复 - 1905 次查看 Markov Process for Stochastic Modeling, 随机过程基础书籍，涵盖 hiddden markov process, point markov process, Markovian arrival Process, Markovian control process etc. 刚开始学习随机过程的人，看这本书容 ...2014-10-10 11:40 - danhan1991 - MATLAB等数学软件专版
An Introduction to Sparse Stochastic Processes
6 个回复 - 1144 次查看 Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that are ruled by linear stochastic differential equations, and that admit a parsimonious re ...2017-6-14 09:11 - nivastuli - 金融学（理论版）
6 个回复 - 1144 次查看 Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that are ruled by linear stochastic differential equations, and that admit a parsimonious re ...2017-6-14 09:11 - nivastuli - 金融学（理论版）
Birkhäuser - Stochastic Processes (2017)
6 个回复 - 1308 次查看 This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it al ...2017-11-1 06:43 - nivastuli - 博弈论
6 个回复 - 1308 次查看 This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it al ...2017-11-1 06:43 - nivastuli - 博弈论
Theory and Applications of Stochastic Processes
6 个回复 - 2593 次查看 这书有人要不？？？2010-5-6 14:29 - aimms - 金融工程（数量金融）与金融衍生品
6 个回复 - 2593 次查看 这书有人要不？？？2010-5-6 14:29 - aimms - 金融工程（数量金融）与金融衍生品
【随机过程，金融工程】 Stochastic Processes and Long Range Dependence (2016)
15 个回复 - 2513 次查看 Stochastic Processes and Long Range Dependence Authors: Gennady Samorodnitsky First book of its kind to offer a self-contained modern introduction to long-range dependence Written by a le ...2016-11-25 21:23 - cmwei333 - 金融学（理论版）
15 个回复 - 2513 次查看 Stochastic Processes and Long Range Dependence Authors: Gennady Samorodnitsky First book of its kind to offer a self-contained modern introduction to long-range dependence Written by a le ...2016-11-25 21:23 - cmwei333 - 金融学（理论版）
[下载]Nonparametric Statistics for Stochastic Processes
29 个回复 - 11073 次查看 Nonparametric Statistics for Stochastic Processes: Estimation and PredictionThis book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides ...2008-10-29 07:24 - cdnewbee - R语言论坛
29 个回复 - 11073 次查看 Nonparametric Statistics for Stochastic Processes: Estimation and PredictionThis book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides ...2008-10-29 07:24 - cdnewbee - R语言论坛
教材Nonparametric statistics for stochastic processes
3 个回复 - 1611 次查看 原版教材Nonparametric statistics for stochastic processes，非影印版，高清正版2016-3-30 15:07 - unparalleled - 计量经济学与统计软件
3 个回复 - 1611 次查看 原版教材Nonparametric statistics for stochastic processes，非影印版，高清正版2016-3-30 15:07 - unparalleled - 计量经济学与统计软件
[Maple]Informal Introduction to Stochastic Processes with Maple(Universitext系列
8 个回复 - 1957 次查看 The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the un ...2015-5-16 23:34 - lasgpope - 量化投资
8 个回复 - 1957 次查看 The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the un ...2015-5-16 23:34 - lasgpope - 量化投资
Applied Stochastic Processes (Universitext系列)
4 个回复 - 1743 次查看 This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motio ...2015-5-16 23:38 - lasgpope - 量化投资
4 个回复 - 1743 次查看 This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motio ...2015-5-16 23:38 - lasgpope - 量化投资
Stochastic Calculus for Discontinuous Processes
3 个回复 - 1319 次查看 Stochastic Calculus for Discontinuous Processes Richard F. Bass （讲义）20页2015-4-15 16:04 - liuyuchun-cumt - 经济金融数学专区
3 个回复 - 1319 次查看 Stochastic Calculus for Discontinuous Processes Richard F. Bass （讲义）20页2015-4-15 16:04 - liuyuchun-cumt - 经济金融数学专区
专业化资料Limit Theorems for Randomly Stopped Stochastic Processes
6 个回复 - 2302 次查看 http://www.amazon.com/Theorems-Stochastic-Processes-Probability-Applications/dp/185233777X/ref=sr_1_1?ie=UTF8&s=books&qid=1303319029&sr=1-1 Limit theorems for stochastic processes are an important ...2011-4-21 01:09 - jerryren - 经济金融数学专区
6 个回复 - 2302 次查看 http://www.amazon.com/Theorems-Stochastic-Processes-Probability-Applications/dp/185233777X/ref=sr_1_1?ie=UTF8&s=books&qid=1303319029&sr=1-1 Limit theorems for stochastic processes are an important ...2011-4-21 01:09 - jerryren - 经济金融数学专区
[分享]Stochastic Calculus for Fractional Brownian motion and related process(1)
16 个回复 - 7761 次查看 Content1 Wiener Integration with Respect to Fractional BrownianMotion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 The Elements of Fractional Calculus . . . . . . . . . ...2008-9-25 10:41 - xfoooym - 经济金融数学专区
16 个回复 - 7761 次查看 Content1 Wiener Integration with Respect to Fractional BrownianMotion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 The Elements of Fractional Calculus . . . . . . . . . ...2008-9-25 10:41 - xfoooym - 经济金融数学专区
Brownian Motion: An Introduction to Stochastic Processes
2 个回复 - 1522 次查看 Brownian Motion: An Introduction to Stochastic Processes by René L. Schilling and Lothar Partzsch Refer to http://www.amazon.com/Brownian-Motion-De-Gruyter-Graduate/dp/31102788982015-7-27 02:06 - yicong.lin1991 - 计量经济学与统计软件
2 个回复 - 1522 次查看 Brownian Motion: An Introduction to Stochastic Processes by René L. Schilling and Lothar Partzsch Refer to http://www.amazon.com/Brownian-Motion-De-Gruyter-Graduate/dp/31102788982015-7-27 02:06 - yicong.lin1991 - 计量经济学与统计软件
Probability, Random Variables and Stochastic Processes 3ed Papoulis
3 个回复 - 2826 次查看 Probability, Random Variables and Stochastic Processes 3rd ed- Papoulis2010-6-29 16:49 - fugacity - 计量经济学与统计软件
3 个回复 - 2826 次查看 Probability, Random Variables and Stochastic Processes 3rd ed- Papoulis2010-6-29 16:49 - fugacity - 计量经济学与统计软件
Up-to-date Stochastic Processes for Finance
2 个回复 - 1143 次查看 2010 Stochastic Processes for Finance It's very easy to study stochastic processes in finance with no other necessary knowledge.2010-12-17 12:21 - 匿名 - 金融学（理论版）
2 个回复 - 1143 次查看 2010 Stochastic Processes for Finance It's very easy to study stochastic processes in finance with no other necessary knowledge.2010-12-17 12:21 - 匿名 - 金融学（理论版）
Probability, Random Variables and Stochastic Processes
2 个回复 - 2731 次查看 Probability, Random Variables and Stochastic Processes This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems. Probabi ...2010-7-9 15:54 - ningshisan - 计量经济学与统计软件
2 个回复 - 2731 次查看 Probability, Random Variables and Stochastic Processes This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems. Probabi ...2010-7-9 15:54 - ningshisan - 计量经济学与统计软件
Levy processes and Stochastic Calculus
10 个回复 - 4427 次查看 Levy processes and Stochastic Calculus,David Applebaum作品，经典！！！2009-10-18 16:45 - aping7132 - 计量经济学与统计软件
10 个回复 - 4427 次查看 Levy processes and Stochastic Calculus,David Applebaum作品，经典！！！2009-10-18 16:45 - aping7132 - 计量经济学与统计软件
Adventures in Stochastic Processes (Sidney Resnick)
2 个回复 - 1954 次查看 Adventures in Stochastic Processes (Sidney Resnick) Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text ...2011-12-11 04:34 - hubanya2 - 经济金融数学专区
2 个回复 - 1954 次查看 Adventures in Stochastic Processes (Sidney Resnick) Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text ...2011-12-11 04:34 - hubanya2 - 经济金融数学专区
Oxford University Press - Stochastic Processes and Models
1 个回复 - 1334 次查看 Oxford University Press - Stirzaker D. - Stochastic Processes and Models Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Includin ...2012-2-1 14:20 - mathmli - 金融工程（数量金融）与金融衍生品
1 个回复 - 1334 次查看 Oxford University Press - Stirzaker D. - Stochastic Processes and Models Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Includin ...2012-2-1 14:20 - mathmli - 金融工程（数量金融）与金融衍生品
Probability and Stochastic Processes with Applications - Oliver Knill
3 个回复 - 1748 次查看 Probability and Stochastic Processes with Applications - Oliver Knill Contents Preface 3 1 Introduction 7 1.1 What is probability theory? . . . . . . . . . . . . . . . . . . 7 1.2 Some pa ...2012-2-23 22:31 - kimyip - 微观经济学
3 个回复 - 1748 次查看 Probability and Stochastic Processes with Applications - Oliver Knill Contents Preface 3 1 Introduction 7 1.1 What is probability theory? . . . . . . . . . . . . . . . . . . 7 1.2 Some pa ...2012-2-23 22:31 - kimyip - 微观经济学
Ito's Tata Institute lecture on stochastic processes
2 个回复 - 1256 次查看 Ito's Tata Institute lecture on stochastic processes2012-3-4 18:15 - lgc_2001 - 经济金融数学专区
2 个回复 - 1256 次查看 Ito's Tata Institute lecture on stochastic processes2012-3-4 18:15 - lgc_2001 - 经济金融数学专区
stochastic process estimation, optimation and analysis
2 个回复 - 1019 次查看 分享一本随机过程的英文教材 edited by Kaddour Najim2012-7-3 11:13 - lily8457 - 计量经济学与统计软件
2 个回复 - 1019 次查看 分享一本随机过程的英文教材 edited by Kaddour Najim2012-7-3 11:13 - lily8457 - 计量经济学与统计软件
[下载] Jim Pitman - Combinatorial Stochastic Processes
4 个回复 - 1878 次查看 Combinatorial Stochastic Processes Springer | 2006-07-06 | ISBN: 354030990X | 538 pages | PDF | 2 MB Thepurpose of this text is to bring graduate students specializing inprobability theory to cur ...2010-12-22 14:18 - lehe - 计量经济学与统计软件
4 个回复 - 1878 次查看 Combinatorial Stochastic Processes Springer | 2006-07-06 | ISBN: 354030990X | 538 pages | PDF | 2 MB Thepurpose of this text is to bring graduate students specializing inprobability theory to cur ...2010-12-22 14:18 - lehe - 计量经济学与统计软件
basic stochastic processes
7 个回复 - 5104 次查看 This book is a final year undergraduate text on stochastic processes，a tool used widely by statisticians and researchers working in the mathematics of finance。 The book will give a detailed treatmen ...2008-12-15 19:07 - ilomuc - 经济金融数学专区
7 个回复 - 5104 次查看 This book is a final year undergraduate text on stochastic processes，a tool used widely by statisticians and researchers working in the mathematics of finance。 The book will give a detailed treatmen ...2008-12-15 19:07 - ilomuc - 经济金融数学专区
免費 Stochastic Processes With Applications
3 个回复 - 1532 次查看 Stochastic Processes With Applications (Classics in Applied Mathematics) Rabi N. Bhattacharya (Author), Edward C. Waymire (Author) Publication Date: August 5, 2009 | ISBN-10: 0898716896 | ISBN ...2012-11-26 13:06 - martinnyj - 金融学（理论版）
3 个回复 - 1532 次查看 Stochastic Processes With Applications (Classics in Applied Mathematics) Rabi N. Bhattacharya (Author), Edward C. Waymire (Author) Publication Date: August 5, 2009 | ISBN-10: 0898716896 | ISBN ...2012-11-26 13:06 - martinnyj - 金融学（理论版）
免費 An Introduction to Continuous-Time Stochastic Processes 2nd ed
8 个回复 - 1364 次查看 An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)Vincenzo ...2012-12-1 13:04 - martinnyj - 金融学（理论版）
8 个回复 - 1364 次查看 An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)Vincenzo ...2012-12-1 13:04 - martinnyj - 金融学（理论版）
Introduction to Stochastic Processes--by G. Lawler
27 个回复 - 6888 次查看 这是 随机过程 教材里最经典的几本书之一， 注： 这是英文版 扫描后的pdf文件2010-1-27 10:04 - quantdog - 经济金融数学专区
27 个回复 - 6888 次查看 这是 随机过程 教材里最经典的几本书之一， 注： 这是英文版 扫描后的pdf文件2010-1-27 10:04 - quantdog - 经济金融数学专区
《Adventures in Stochastic Processes》Sidney I. Resnick
6 个回复 - 3877 次查看 《Adventures in Stochastic Processes》Sidney I. Resnick 最近参考中翻了翻这本书。虽然借到了纸质版的，还是找了一个pdf放在kindle上看。放上来希望对大家有帮助。2012-5-24 09:47 - billisecond - 跨学科讨论区
6 个回复 - 3877 次查看 《Adventures in Stochastic Processes》Sidney I. Resnick 最近参考中翻了翻这本书。虽然借到了纸质版的，还是找了一个pdf放在kindle上看。放上来希望对大家有帮助。2012-5-24 09:47 - billisecond - 跨学科讨论区
哈佛大学Stochastic Processes经典教材
27 个回复 - 7405 次查看 “Probability and Stochastic Processes with Applications“ by Oliver Knill 经典的随机过程与概率入门教课书，举例丰富，可读性强 内容 1 Introduction 5 1.1 What is probability theory? . . . . . . . ...2010-2-1 07:02 - xelloss1989 - 计量经济学与统计软件
27 个回复 - 7405 次查看 “Probability and Stochastic Processes with Applications“ by Oliver Knill 经典的随机过程与概率入门教课书，举例丰富，可读性强 内容 1 Introduction 5 1.1 What is probability theory? . . . . . . . ...2010-2-1 07:02 - xelloss1989 - 计量经济学与统计软件
【独家发布】A first course in stochastic process
3 个回复 - 1542 次查看 一本非常好的随机过程教材！2013-3-11 07:50 - xlxj - 计量经济学与统计软件
3 个回复 - 1542 次查看 一本非常好的随机过程教材！2013-3-11 07:50 - xlxj - 计量经济学与统计软件
Complex stochastic processes: an introduction to theory and application
4 个回复 - 2319 次查看 【成文时间】： 1974 【阅读语言】：英语 【页数】： 238 【作者】： Kenneth S. Miller 【文件格式】： pdf 【资料原名】：COMPLEX STOCHASTIC PROCESSES :An Introduction to Theory and Application 【 ...2012-10-3 14:21 - 352693585 - 风险管理
4 个回复 - 2319 次查看 【成文时间】： 1974 【阅读语言】：英语 【页数】： 238 【作者】： Kenneth S. Miller 【文件格式】： pdf 【资料原名】：COMPLEX STOCHASTIC PROCESSES :An Introduction to Theory and Application 【 ...2012-10-3 14:21 - 352693585 - 风险管理
适合本科三年级的随机过程教科书Basic Stochastic Processes
6 个回复 - 3740 次查看 个人觉得比较适合。 有很多练习 Basic Stochastic Processes a course through exercises2010-9-30 13:33 - 狂笑九州 - 经济金融数学专区
6 个回复 - 3740 次查看 个人觉得比较适合。 有很多练习 Basic Stochastic Processes a course through exercises2010-9-30 13:33 - 狂笑九州 - 经济金融数学专区
A First Course in Stochastic Processes
4 个回复 - 1599 次查看 A First Course in Stochastic Processes2013-11-16 19:46 - myyjwc - 计量经济学与统计软件
4 个回复 - 1599 次查看 A First Course in Stochastic Processes2013-11-16 19:46 - myyjwc - 计量经济学与统计软件
Simulation and Inference for Stochastic Processes with YUIMA
3 个回复 - 5107 次查看 2022-1-31 13:46 - kaifengedu - R语言论坛
3 个回复 - 5107 次查看 2022-1-31 13:46 - kaifengedu - R语言论坛
STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE 2005
5 个回复 - 2013 次查看 [/td][/tr][/table]2009-6-30 17:28 - martinnyj - 金融学（理论版）
5 个回复 - 2013 次查看 [/td][/tr][/table]2009-6-30 17:28 - martinnyj - 金融学（理论版）
Stochastic Processes and Models-Stirzaker
4 个回复 - 2333 次查看 Stochastic Processes and Models David Stirzaker St John’s College, Oxford Contents Preface ix 1 Probability and random variables 1 1.1 Probability 1 1.2 Conditional probability and independen ...2010-7-11 08:13 - ningshisan - 计量经济学与统计软件
4 个回复 - 2333 次查看 Stochastic Processes and Models David Stirzaker St John’s College, Oxford Contents Preface ix 1 Probability and random variables 1 1.1 Probability 1 1.2 Conditional probability and independen ...2010-7-11 08:13 - ningshisan - 计量经济学与统计软件
Limit Theorems for Stochastic Processes 2ed
6 个回复 - 3150 次查看 做连续时间金融证明的时候必看的书，1987年第一版，这个是2003年第二版，共10章，600页。作者是这方面的顶级大牛，在金融，统计领域顶级期刊发帖无数。2014-5-28 00:31 - 星光海浪 - 经济金融数学专区
6 个回复 - 3150 次查看 做连续时间金融证明的时候必看的书，1987年第一版，这个是2003年第二版，共10章，600页。作者是这方面的顶级大牛，在金融，统计领域顶级期刊发帖无数。2014-5-28 00:31 - 星光海浪 - 经济金融数学专区
An introduction to continuous-time stochastic processes (Birkhauser, 2005)
1 个回复 - 1100 次查看 An introduction to continuous-time stochastic processes (Birkhauser, 2005)2014-10-29 08:12 - dongdong1010 - 计量经济学与统计软件
1 个回复 - 1100 次查看 An introduction to continuous-time stochastic processes (Birkhauser, 2005)2014-10-29 08:12 - dongdong1010 - 计量经济学与统计软件
A First and Second Course in Stochastic Processes
80 个回复 - 12674 次查看 Karlin & Taylor 两本关于stochastic processes的经典著作： A First Course in Stochastic Processes A Second Course in Stochastic Processes book1名称：A First Course in Stochastic Processes 大小：55 ...2009-8-2 19:09 - cheng770 - 计量经济学与统计软件
80 个回复 - 12674 次查看 Karlin & Taylor 两本关于stochastic processes的经典著作： A First Course in Stochastic Processes A Second Course in Stochastic Processes book1名称：A First Course in Stochastic Processes 大小：55 ...2009-8-2 19:09 - cheng770 - 计量经济学与统计软件
Real Options Valuation: The Importance of Stochastic Process Choice in Commodity
24 个回复 - 3657 次查看 The Author shows that modelling the uncertain cash flow dynamics of an investment project deserves careful attention in real options valuation. Focusing on the case of commodity price uncertainty, a b ...2014-11-12 17:06 - 大家开心 - 金融学（理论版）
24 个回复 - 3657 次查看 The Author shows that modelling the uncertain cash flow dynamics of an investment project deserves careful attention in real options valuation. Focusing on the case of commodity price uncertainty, a b ...2014-11-12 17:06 - 大家开心 - 金融学（理论版）
Adventures in Stochastic Processes
1 个回复 - 1363 次查看 Author: Sidney I. Resnick [*]Publisher: Birkhäuser; 2002 edition (Sept. 3 1992) [*]Language: English [*]ISBN-10: 0817635912 [*]ISBN-13: 978-0817635916 [*]Stochastic processes are necess ...2014-12-25 04:26 - zou2655503 - 计量经济学与统计软件
1 个回复 - 1363 次查看 Author: Sidney I. Resnick [*]Publisher: Birkhäuser; 2002 edition (Sept. 3 1992) [*]Language: English [*]ISBN-10: 0817635912 [*]ISBN-13: 978-0817635916 [*]Stochastic processes are necess ...2014-12-25 04:26 - zou2655503 - 计量经济学与统计软件
A Second Course in Stochastic Processes（高清）
5 个回复 - 2211 次查看 A Second Course in Stochastic Processes（高清）Second Edition By Samuel Karlin, Howard M. Taylor2012-8-13 14:45 - 海底浮云 - 计量经济学与统计软件
5 个回复 - 2211 次查看 A Second Course in Stochastic Processes（高清）Second Edition By Samuel Karlin, Howard M. Taylor2012-8-13 14:45 - 海底浮云 - 计量经济学与统计软件
[下载] Applied Stochastic Processes
8 个回复 - 3772 次查看 我推荐的这本：应用随机过程， 可以作为金融工程金融数学的粉丝们 学习随机过程的入门书。该书被列为Springer丛书：Universitext 中的一本。 其实在论坛里该书有电子版下载，我觉得收费太贵。我本人也是昂贵收费 ...2010-2-3 09:39 - research - 金融工程（数量金融）与金融衍生品
8 个回复 - 3772 次查看 我推荐的这本：应用随机过程， 可以作为金融工程金融数学的粉丝们 学习随机过程的入门书。该书被列为Springer丛书：Universitext 中的一本。 其实在论坛里该书有电子版下载，我觉得收费太贵。我本人也是昂贵收费 ...2010-2-3 09:39 - research - 金融工程（数量金融）与金融衍生品
Limit Theorems on Large Deviations for Markov Stochastic Processes
4 个回复 - 1300 次查看 Limit Theorems on Large Deviations for Markov Stochastic Processes Wentzell, A.D. 1990, XVI, 176 p. Limit Theorems for Large Deviations Saulis, L., Statulevicius, V.A. 1991, VIII, 232 p. ...2015-3-1 14:26 - SleepyTom - 金融工程（数量金融）与金融衍生品
4 个回复 - 1300 次查看 Limit Theorems on Large Deviations for Markov Stochastic Processes Wentzell, A.D. 1990, XVI, 176 p. Limit Theorems for Large Deviations Saulis, L., Statulevicius, V.A. 1991, VIII, 232 p. ...2015-3-1 14:26 - SleepyTom - 金融工程（数量金融）与金融衍生品
Levy Processes And Stochastic Calculus(A....pdf
4 个回复 - 2161 次查看 The aim of this book is to provide a straightforward and accessible introduction to stochastic integrals and stochastic differential equations driven by L′evy processes. L′evy processes are ess ...2015-4-15 00:32 - jjjlcx - 经济金融数学专区
4 个回复 - 2161 次查看 The aim of this book is to provide a straightforward and accessible introduction to stochastic integrals and stochastic differential equations driven by L′evy processes. L′evy processes are ess ...2015-4-15 00:32 - jjjlcx - 经济金融数学专区
Chung, K.L. - Elementary Probability Theory with Stochastic Processes
6 个回复 - 2720 次查看 钟开莱的Elementary Probability Theory with Stochastic Processes and an Introduction to Mathematical Finance (2008)，全书图文并茂，概率教材的经典之作。不知道坛子里是否已有下载？ 封面 目录 内容 ...2014-12-18 12:55 - ryangryang - 计量经济学与统计软件
6 个回复 - 2720 次查看 钟开莱的Elementary Probability Theory with Stochastic Processes and an Introduction to Mathematical Finance (2008)，全书图文并茂，概率教材的经典之作。不知道坛子里是否已有下载？ 封面 目录 内容 ...2014-12-18 12:55 - ryangryang - 计量经济学与统计软件
Springer系列An Introduction to Probability and Stochastic Processes
87 个回复 - 8973 次查看 Springer Texts in Statistics系列 **** 本内容被作者隐藏 **** This is a textbook which will provide students with a straightforward introduction to the mathematical theory of probability. It is writ ...2015-4-28 22:57 - lasgpope - 量化投资
87 个回复 - 8973 次查看 Springer Texts in Statistics系列 **** 本内容被作者隐藏 **** This is a textbook which will provide students with a straightforward introduction to the mathematical theory of probability. It is writ ...2015-4-28 22:57 - lasgpope - 量化投资
Probability and Stochastic Processes 1st Edition
11 个回复 - 3105 次查看 What Does Winning the Lottery Have To do with Engineering? Whether you're trying to win millions in the lottery or designing a complex computer network, you're applying probability theory. Altho ...2015-5-28 07:51 - 16POP - 经济金融数学专区
11 个回复 - 3105 次查看 What Does Winning the Lottery Have To do with Engineering? Whether you're trying to win millions in the lottery or designing a complex computer network, you're applying probability theory. Altho ...2015-5-28 07:51 - 16POP - 经济金融数学专区
A second course in stochastic processes（随机过程高级教程）
5 个回复 - 3449 次查看 A SECOND COURSE IN STOCHASTIC PROCESSES SAMUEL^KARLIN HOWARD M. TAYLOR STANFORD UNIVERSITY CORNELL UNIVERSITY ACADEMIC PRESS A Subsidiary of Harcourt Brace Jovanovich, Publishers New York L ...2014-12-23 20:43 - li8512420 - 经济金融数学专区
5 个回复 - 3449 次查看 A SECOND COURSE IN STOCHASTIC PROCESSES SAMUEL^KARLIN HOWARD M. TAYLOR STANFORD UNIVERSITY CORNELL UNIVERSITY ACADEMIC PRESS A Subsidiary of Harcourt Brace Jovanovich, Publishers New York L ...2014-12-23 20:43 - li8512420 - 经济金融数学专区
Statistical Analysis of Stochastic Processes in Time
2 个回复 - 946 次查看 Statistical Analysis of Stochastic Processes in Time2012-10-23 23:05 - mobham121 - 计量经济学与统计软件
2 个回复 - 946 次查看 Statistical Analysis of Stochastic Processes in Time2012-10-23 23:05 - mobham121 - 计量经济学与统计软件
Levy processes and Stochastic Calculus(第二版)
8 个回复 - 3466 次查看 Levy processes and Stochastic Calculus,David Applebaum作品，剑桥大学数学系列，经典！！！2010-10-13 17:53 - aping7132 - 计量经济学与统计软件
8 个回复 - 3466 次查看 Levy processes and Stochastic Calculus,David Applebaum作品，剑桥大学数学系列，经典！！！2010-10-13 17:53 - aping7132 - 计量经济学与统计软件
Introduction to Stochastic Processes
25 个回复 - 5236 次查看 **** 本内容被作者隐藏 **** Gregory F. Lawler Introduction to Stochastic Processes is a text for a nonmeasure theory course in stochastic processes. 免费试用2015-4-19 17:32 - 地下爆菊 - 经济金融数学专区
25 个回复 - 5236 次查看 **** 本内容被作者隐藏 **** Gregory F. Lawler Introduction to Stochastic Processes is a text for a nonmeasure theory course in stochastic processes. 免费试用2015-4-19 17:32 - 地下爆菊 - 经济金融数学专区
离散随机过程 英文第二版手稿 Discrete Stochastic Processes by R. G. Gallager
4 个回复 - 2370 次查看 离散随机过程 英文第二版手稿 R. G. Gallager，希望有帮助~2017-3-7 23:26 - Martha_ - 金融学（理论版）
4 个回复 - 2370 次查看 离散随机过程 英文第二版手稿 R. G. Gallager，希望有帮助~2017-3-7 23:26 - Martha_ - 金融学（理论版）
Fundamentals of Probability, with Stochastic Processes (3rd Edition)
20 个回复 - 4401 次查看 Presenting probability in a natural way, this book uses interesting, carefully selected instructive examples that explain the theory, definitions, theorems, and methodology.Fundamentals of Proba ...2015-5-28 07:32 - 16POP - 经济金融数学专区
20 个回复 - 4401 次查看 Presenting probability in a natural way, this book uses interesting, carefully selected instructive examples that explain the theory, definitions, theorems, and methodology.Fundamentals of Proba ...2015-5-28 07:32 - 16POP - 经济金融数学专区
The Theory of Stochastic Processes I by Skorokhod
23 个回复 - 4481 次查看 **** 本内容被作者隐藏 ****From the Back Cover From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." D.W. Stroock i ...2015-7-9 23:56 - lasgpope - 量化投资
23 个回复 - 4481 次查看 **** 本内容被作者隐藏 ****From the Back Cover From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." D.W. Stroock i ...2015-7-9 23:56 - lasgpope - 量化投资
Mathematical Statistics and Stochastic Processes (Applied Stochastic Methods)
5 个回复 - 2150 次查看 Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variabl ...2017-5-20 13:40 - flexlm - 计量经济学与统计软件
5 个回复 - 2150 次查看 Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variabl ...2017-5-20 13:40 - flexlm - 计量经济学与统计软件
Generalized Stochastic Processes: Modelling and Applications of Noise Processes
6 个回复 - 1297 次查看 This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstandi ...2018-6-23 06:43 - nivastuli - 博弈论
6 个回复 - 1297 次查看 This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstandi ...2018-6-23 06:43 - nivastuli - 博弈论
Elementary probability theory with stochastic processes and an introduction to
2 个回复 - 1253 次查看 Elementary probability theory with stochastic processes and an introduction to mathematical finance Kai Lai Chung 金融数学，统计，概率 经典教材 有需要的小伙伴可以参考一下2018-8-10 10:35 - Thinking2015 - 金融学（理论版）
2 个回复 - 1253 次查看 Elementary probability theory with stochastic processes and an introduction to mathematical finance Kai Lai Chung 金融数学，统计，概率 经典教材 有需要的小伙伴可以参考一下2018-8-10 10:35 - Thinking2015 - 金融学（理论版）
Stochastic Processes with Applications to Finance
6 个回复 - 1854 次查看 2018-9-25 21:31 - lanzai - 金融学（理论版）
6 个回复 - 1854 次查看 2018-9-25 21:31 - lanzai - 金融学（理论版）
A First Course and Second Course In Stochastic Processes(Karlin)
13 个回复 - 4779 次查看 2011-9-26 21:52 - linzixi - 计量经济学与统计软件
13 个回复 - 4779 次查看 2011-9-26 21:52 - linzixi - 计量经济学与统计软件
