Scaling limits of stochastic processes

Scaling limits of stochastic processes

Bibliographic Details
Main Author:	Turner, Amanda Georgina
Published:	University of Cambridge 2007
Subjects:	510
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612995

Similar Items

Resource pooling in stochastic networks
by: Turner, Stephen Robert Edward
Published: (1997)

Limit theorems and stochastic models for dependence and contagion in financial markets
by: Granelli, Andrea
Published: (2016)

Approximations for stochastic systems with limited interactions
by: Bebbington, Mark Stephen
Published: (1992)

Inequalities for stochastic processes and problems of stochastic control
by: Jacka, S. D.
Published: (1983)

The sharp interface limit of the stochastic Allen-Cahn equation
by: Weber, Simon
Published: (2014)

Non-recurrent stationary stochastic point processes
by: Lawrance, Anthony J.
Published: (1969)

Non-abelian stochastic processes
by: Barnett, C.
Published: (1979)

Spatial stochastic point processes
by: Lotwick, H. W.
Published: (1981)

Some problems in the spectral analysis of bivariate nonstationary stochastic processes
by: Tong, Howell
Published: (1972)

Stochastic risk processes applied to insurance capital recovery methods
by: Ramsden, L.
Published: (2018)

Stochastic control in limit order markets
by: Naujokat, Felix
Published: (2011)

Some results on convergence in the theory of stochastic processes
by: Gerrard, R. J.
Published: (1983)

Parameter estimation and model fitting of stochastic processes
by: Zhang, Fan
Published: (2011)

A study of stochastic processes in Banach spaces
by: Groves, James Stuart
Published: (2000)

An analysis of a stochastic process of the logistic form
by: Norden, R. H.
Published: (1980)

Cooperative models of stochastic growth : on a class of reinforced processes with graph-based interactions
by: Costa, Marcelo Rocha
Published: (2018)

Stochastic differential inclusions
by: Chen, Xiaoli
Published: (2006)

A scaling framework for the many sources limit of queueing systems through large deviations
by: Cruise, Richard James Randon
Published: (2010)

Stochastic dynamical systems and processes with discontinuous sample paths
by: Rogerson, Stephen John
Published: (1981)

Wiener-Hopf factorization of symmetric processes and stochastic networks
by: Marles, David S.
Published: (1999)

Measures and measurements in stochastic geometry
by: Baddeley, Alan D.
Published: (1981)

Stochastic flow and evolution equations
by: Tudor, Jan
Published: (2011)

Deterministic and stochastic population invasions
by: Minors, Kevin
Published: (2018)

Stochastic functional differential equations and applications
by: Rassias, Stamatiki
Published: (2008)

Stochastic Geometry and the Analysis of Spatial Patterns
by: Ripley, B. D.
Published: (1976)

Stochastic modelling of lymphocyte dynamics and interactions
by: Day, Mark Stephen
Published: (2013)

Stochastic control problems in energy markets
by: Safarov, Nemat
Published: (2016)

Oscillations in stochastic multi-species interactions
by: Yang, Qian
Published: (2018)

Statistical and numerical methods for diffusion processes with multiple scales
by: Krumscheid, Sebastian
Published: (2014)

On the numerical solution of Backward Stochastic Differential Equations
by: Manolarakis, Konstantinos E.
Published: (2007)

Sturmian Measures and Stochastic Dominance in Ergodic Optimization
by: Anagnostopoulou, Vasiliki
Published: (2008)

A study of stochastic Landau-Lifschitz equations
by: Li, Liang
Published: (2013)

Asymptotic analysis of new stochastic volatility models
by: Shi, Fangwei
Published: (2017)

Topics in credit derivatives, stochastic volatility and equilibrium pricing
by: Di Graziano, Giuseppe
Published: (2007)

N-dimension numerical solution of stochastic differential equations
by: Li, Qiming
Published: (2007)

On some topics in the theory of rough paths and stochastic analysis
by: Oberhauser, Harald
Published: (2010)

Stochastic SIS epidemic models and corresponding statistical inference
by: Pan, Jiafeng
Published: (2012)

Backward stochastic differential equations with unbounded coefficients and their applications
by: Li, Jiajie
Published: (2014)

Optimal control and asymptotics of stochastic delay evolution equations
by: Zhao, Q.
Published: (2017)

Local properties of Markov families and stochastic processes indexed by a totally disconnected field
by: Evans, S. N.
Published: (1986)