Introduction to Hidden Semi-Markov Models: 445 (London Mathematical Society Lecture Note Series, Series Number 445) - Softcover

Book 6 of 387: London Mathematical Society Lecture Notes

Van Der Hoek, John

 
9781108441988: Introduction to Hidden Semi-Markov Models: 445 (London Mathematical Society Lecture Note Series, Series Number 445)
Softcover
ISBN 10: 110844198X ISBN 13: 9781108441988
Publisher: Cambridge University Press, 2018

Synopsis

Develops the theory of Markov and semi-Markov processes in an elementary setting suitable for senior undergraduate and graduate students.

"synopsis" may belong to another edition of this title.

About the Authors

John van der Hoek is an Associate Professor at the University of South Australia. He has authored papers in partial differential equations, free boundary value problems, numerical analysis, stochastic analysis, actuarial science and mathematical finance. With Robert Elliott he co-authored Binomial Methods in Finance.

Robert J. Elliott is a Research Professor at the University of South Australia. Previously he held positions at universities around the world, including Yale, Oxford, Alberta, Calgary and Adelaide. He has authored nine books, including Mathematics of Financial Markets (2004, with P. E. Kopp) and Stochastic Calculus and Application (1982).

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2018
Language
English
ISBN 10 
110844198X
ISBN 13 
9781108441988
Binding
Paperback
Number of pages
184

Other Popular Editions of the Same Title

9781108421607: Introduction to Hidden Semi-Markov Models (London Mathematical Society Lecture Note Series, Series Number 445)

Featured Edition

ISBN 10:  1108421601 ISBN 13:  9781108421607
Publisher: Cambridge University Press
Hardcover