Markov Processes and Applications
Algorithms, Networks, Genome and Finance
By (author) Etienne Pardoux
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Markov Processes and Applications by Etienne Pardoux
Book Description"This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful to anybody teaching a course on Markov processes." Jean-Francois Le Gall, Professor at Universite de Paris-Orsay, France. Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. They constitute important models in many applied fields. After an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance. Features include: * The Monte Carlo method, discrete time Markov chains, the Poisson process and continuous time jump Markov processes.* An introduction to diffusion processes, mathematical finance and stochastic calculus.* Applications of Markov processes to various fields, ranging from mathematical biology, to financial engineering and computer science.* Numerous exercises and problems with solutions to most of them
Buy Markov Processes and Applications book by Etienne Pardoux from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780470772713
(237mm x 162mm x 22mm)
Publisher: John Wiley and Sons Ltd
Publish Date: 27-Nov-2008
Country of Publication: United States
Books By Author Etienne Pardoux
Probabilistic Models of Population Evolution, Paperback (June 2016)
Presenting the mathematical description of evolutionary models of populations subject to interactions (e.g. competition) in the population, this book includes models of finite populations, and limiting models as the size of the population tends to infinity. The material could be used for teaching stochastic processes and their applications.
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations, Paperback (July 2003)» View all books by Etienne Pardoux
This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of real-life scenarios.
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