Renewal theory for perturbed random walks and similar processes, Iksanov, Alexander

Автор: Dmitrii Silvestrov, Sergei Silvestrov
Название: Nonlinearly perturbed semi-Markov processes /
ISBN: 3319609874 ISBN-13(EAN): 9783319609874
Издательство: Springer
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Цена: 6986.00 р.
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Описание: The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space.

Автор: Ciprian Tudor
Название: Analysis of Variations for Self-similar Processes
ISBN: 3319033689 ISBN-13(EAN): 9783319033686
Издательство: Springer
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Цена: 11878.00 р.
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Описание: This book presents basic properties of self-similar processes, focusing on the study of their variation using stochastic analysis, and also surveys recent techniques and findings on limit theorems and Malliavin calculus.

Автор: Vladas Pipiras; Murad S. Taqqu
Название: Stable Non-Gaussian Self-Similar Processes with Stationary Increments
ISBN: 3319623303 ISBN-13(EAN): 9783319623306
Издательство: Springer
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Цена: 6986.00 р.
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Описание: This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The first sections in the book review random variables, stochastic processes, and integrals, moving on to rigidity and flows, and finally ending with mixed moving averages and self-similarity.

Автор: Hans-G?rg Roos; Martin Stynes; Lutz Tobiska
Название: Robust Numerical Methods for Singularly Perturbed Differential Equations
ISBN: 3642070825 ISBN-13(EAN): 9783642070822
Издательство: Springer
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Цена: 20263.00 р.
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Описание: This new edition incorporates new developments in numerical methods for singularly perturbed differential equations, focusing on linear convection-diffusion equations and on nonlinear flow problems that appear in computational fluid dynamics.