Stochastic Processes: Theory and Applications

The aim of this special issue is to publish original research papers that cover recent advances in the theory and application of stochastic processes. There is especial focus on applications of stochastic processes as models of dynamic phenomena in various research areas, such as queuing theory, phy...

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Detalles Bibliográficos
Otros Autores: Korolev, Victor (auth), Sipin, Alexander, Zeifman, Alexander
Formato: Libro electrónico
Idioma:Inglés
Publicado: MDPI - Multidisciplinary Digital Publishing Institute 2019
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009433809706719
Descripción
Sumario:The aim of this special issue is to publish original research papers that cover recent advances in the theory and application of stochastic processes. There is especial focus on applications of stochastic processes as models of dynamic phenomena in various research areas, such as queuing theory, physics, biology, economics, medicine, reliability theory, and financial mathematics. Potential topics include, but are not limited to: Markov chains and processes; large deviations and limit theorems; random motions; stochastic biological model; reliability, availability, maintenance, inspection; queueing models; queueing network models; computational methods for stochastic models; applications to risk theory, insurance and mathematical finance.
Descripción Física:1 electronic resource (216 p.)
ISBN:9783039219636