Markov Processes for Stochastic Modeling (Revised), Ibe Oliver
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
Автор: Doob J.l. Название: Stochastic processes ISBN: 0471523690 ISBN-13(EAN): 9780471523697 Издательство: Wiley Рейтинг: Цена: 19398.00 р. 27712.00-30% Наличие на складе: Есть (1 шт.) Описание: A systematic account of the development of stochastic processes over the last 20 years. A supplement contained within the text includes a treatment of the various aspects of measure theory. There is also a chapter on the specialized problem of prediction theory.
Описание: This concise and elementary introduction to stochastic control and mathematical modelling is designed for researchers in stochastic control theory studying its application in mathematical economics, and for interested economics researchers. Also suitable for graduate students in applied mathematics, mathematical economics, and non-linear PDE theory.
Автор: Jacod Jean, Shiryaev Albert N. Название: Limit Theorems for Stochastic Processes ISBN: 3540439323 ISBN-13(EAN): 9783540439325 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.
Автор: Masaaki Kijima Название: Markov Processes for Stochastic Modeling ISBN: 0412606607 ISBN-13(EAN): 9780412606601 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents an algebraic development of the theory of countable state space Markov chains with discrete- and continuous-time parameters. A Markov chain is a stochastic process characterized by the Markov prop erty that the distribution of future depends only on the current state, not on the whole history.
Описание: Part I: Stochastic Chemical Reactions.- Test Models for Statistical Inference: Two-Dimensional Reaction Systems Displaying Limit Cycle Bifurcations and Bistability.- Importance Sampling for Metastable and Multiscale Dynamical Systems.- Multiscale Simulation of Stochastic Reaction-diffusion Networks.- Part II: Stochastic Numerical Approaches, Algorithms and Coarse-Grained Simulations.- Numerical Methods for Ergodic SDEs: When Stochastic Integration Meets Geometric Integration.-Stability and Strong Convergence for Spatial Stochastic Kinetics.- The T cells in an Ageing Virtual Mouse.- Part III: Analysis of Stochastic Dynamical Systems for Modeling Cell Biology.- Model reduction for Stochastic Reaction Systems.- ZI-closure Scheme: A Method to Solve and Study Stochastic Reaction Networks.- Deterministic and Stochastic Becker-Dцring Equations: Past and Recent Mathematical Developments.- Coagulation-Fragmentation with a Finite Number of Particles: Models, Stochastic Analysis and Applications to Telomere Clustering and Viral Capsid Assembly.- A Review of Stochastic and Delay Simulation Approaches in both Time and Space in Computational Cell Biology.- Part IV: Diffusion Processes and Stochastic Modeling.- Recent Mathematical Models of Axonal Transport.- Stochastic Models for Evolving Cellular Populations of Mitochondria: Disease, Development, and Ageing.- Modeling and Stochastic Analysis of the Single Photon Response.- A Phenomenological Spatial Model for Macro-ecological Patterns in Species-rich Ecosystems.
Описание: Provides an introduction to probability theory and its applications.
Автор: Wolfgang Paul; J?rg Baschnagel Название: Stochastic Processes; From Physics to Finance ISBN: 3319003267 ISBN-13(EAN): 9783319003269 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
