Markov Processes and Applications

DOI10.1002/9780470721872zbMath1187.60001OpenAlexW4242659128MaRDI QIDQ3611750

Etienne Pardoux

Publication date: 3 March 2009

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470721872

zbMATH Keywords

Markov chainsstochastic algorithmsmathematical financeMonte-Carlo methodjump Markov processescontrol and filtering of Markov chainsMarkov chain and the genomequeues and networks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (17)

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Uses Software

• Matlab

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