Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  10:00-20:00 пн-пт 11-18 сб
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Специальные предложения | Бестселлеры
 

Stochastic Control and Mathematical Modeling Applications in Economics, Hiroaki Morimoto



Варианты приобретения
Цена: 12079р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 286 шт.  Склад Америка: 134 шт.  
При оформлении заказа до: 18 дек 2020
Ориентировочная дата поставки: середина-конец Января

Добавить в корзину
в Мои желания

Автор: Hiroaki Morimoto
Название:  Stochastic Control and Mathematical Modeling Applications in Economics   (Моримото: Стохастический контроль и математическое моделирование)
Издательство: Cambridge Academ
Классификация:
Эконометрика
Прикладная математика

ISBN: 0521195039
ISBN-13(EAN): 9780521195034
ISBN: 0-521-19503-9
ISBN-13(EAN): 978-0-521-19503-4
Обложка/Формат: Hardback
Страницы: 340
Вес: 0.614 кг.
Дата издания: 22.04.2010
Серия: Encyclopedia of Mathematics and its Applications, 131
Язык: English
Размер: 243 x 164 x 26
Читательская аудитория: stochastic processes, optimization, mathematical economics
Основная тема: Statistics and probability
Подзаголовок: Applications in Economics
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.



Stochastic Calculus of Variations in Mathematical Finance

Автор: Malliavin
Название: Stochastic Calculus of Variations in Mathematical Finance
ISBN: 3540434313 ISBN-13(EAN): 9783540434313
Издательство: Springer
Рейтинг:
Цена: 9404 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options. Finite-dimensional projections of infinite-dimensional Sobolev spaces lead to Monte Carlo computations of conditional expectations useful for computing American options. The discretization error of the Euler scheme for a stochastic differential equation is expressed as a generalized Watanabe distribution on the Wiener space. Insider information is expressed as an infinite-dimensional drift. The last chapter gives an introduction to the same objects in the context of jump processes where incomplete markets appear.

Stochastic Processes

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
Рейтинг:
Цена: 4831 р. 6901.00 -30%
Наличие на складе: Есть (1 шт.)
Описание: This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.

Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance

Автор: Chung K. L., AitSahlia Farid
Название: Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance
ISBN: 038795578X ISBN-13(EAN): 9780387955780
Издательство: Springer
Рейтинг:
Цена: 7836 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Provides an introduction to probability theory and its applications.

Optimal Control and Optimization of Stochastic Supply Chain Systems

Автор: Song
Название: Optimal Control and Optimization of Stochastic Supply Chain Systems
ISBN: 1447147235 ISBN-13(EAN): 9781447147237
Издательство: Springer
Рейтинг:
Цена: 15625 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.

Two-Scale Stochastic Systems / Asymptotic Analysis and Control

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
Рейтинг:
Цена: 10449 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Stochastic Numerics for Mathematical Physics

Автор: Milstein G.N., Tretyakov M.V.
Название: Stochastic Numerics for Mathematical Physics
ISBN: 3540211101 ISBN-13(EAN): 9783540211105
Издательство: Springer
Рейтинг:
Цена: 14649 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. The authors propose many new special schemes, some published here for the first time. In the second part of the book they construct numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.

From Stochastic Calculus to Mathematical Finance / The Shiryaev Festschrift

Автор: Kabanov Yu., Lipster R., Stoyanov J.
Название: From Stochastic Calculus to Mathematical Finance / The Shiryaev Festschrift
ISBN: 3540307826 ISBN-13(EAN): 9783540307822
Издательство: Springer
Цена: 8355 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev’s works is included.The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.

Stochastic processes and applications to mathematical finance - proceedings of the ritsumeikan international symposium

Название: Stochastic processes and applications to mathematical finance - proceedings of the ritsumeikan international symposium
ISBN: 9812387781 ISBN-13(EAN): 9789812387783
Издательство: World Scientific Publishing
Рейтинг:
Цена: 15415 р.
Наличие на складе: Поставка под заказ.

Описание: This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.

Stochastic analysis and mathematical physics (samp/anestoc 2002)

Название: Stochastic analysis and mathematical physics (samp/anestoc 2002)
ISBN: 9812560645 ISBN-13(EAN): 9789812560643
Издательство: World Scientific Publishing
Рейтинг:
Цена: 6787 р.
Наличие на складе: Поставка под заказ.

Описание: The book collects a series of papers centered on two main streams: Feynman path integral approach to Quantum Mechanics and statistical mechanics of quantum open systems. Key authors discuss the state-of-the-art within their fields of expertise. In addition, the volume includes a number of contributed papers with new results, which have been thoroughly refereed.

The contributions in this volume highlight emergent research in the area of stochastic analysis and mathematical physics, focusing, in particular on Feynman functional integral approach and, on the other hand, in quantum probability. The book is addressed to an audience of mathematical physicists, as well as specialists in probability theory, stochastic analysis and operator algebras.

Stochastic processes and applications to mathematical finance - proceedings of the 5th ritsumeikan international symposium

Название: Stochastic processes and applications to mathematical finance - proceedings of the 5th ritsumeikan international symposium
ISBN: 9812565191 ISBN-13(EAN): 9789812565198
Издательство: World Scientific Publishing
Рейтинг:
Цена: 17141 р.
Наличие на складе: Поставка под заказ.

Stochastic analysis in mathematical physics - proceedings of a satellite conference of icm 2006

Название: Stochastic analysis in mathematical physics - proceedings of a satellite conference of icm 2006
ISBN: 981279154X ISBN-13(EAN): 9789812791542
Издательство: World Scientific Publishing
Рейтинг:
Цена: 11964 р.
Наличие на складе: Поставка под заказ.

Описание: The ideas and principles of stochastic analysis have managed to penetrate into various fields of pure and applied mathematics in the last 15 years; it is particularly true for mathematical physics. This volume provides a wide range of applications of stochastic analysis in fields as varied as statistical mechanics, hydrodynamics, Yang-Mills theory and spin-glass theory. The proper concept of stochastic dynamics relevant to each type of application is described in detail here.

Altogether, these approaches illustrate the reasons why their dissemination in other fields is likely to accelerate in the years to come.

Stochastic processes and applications to mathematical finance - proceedings of the 6th ritsumeikan international conference

Название: Stochastic processes and applications to mathematical finance - proceedings of the 6th ritsumeikan international conference
ISBN: 9812704132 ISBN-13(EAN): 9789812704139
Издательство: World Scientific Publishing
Рейтинг:
Цена: 17141 р.
Наличие на складе: Поставка под заказ.

Описание: This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия