Stochastic Equations for Complex Systems, Stefan Heinz; Hakima Bessaih
Автор: Protter, Philip Название: Stochastic integration and differential equations ISBN: 3642055605 ISBN-13(EAN): 9783642055607 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process).
Автор: Stefan Heinz; Hakima Bessaih Название: Stochastic Equations for Complex Systems ISBN: 3319384503 ISBN-13(EAN): 9783319384504 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems.
Описание: The book is the first book on complex matrix equations including the conjugate of unknown matrices. The study of these conjugate matrix equations is motivated by the investigations on stabilization and model reference tracking control for discrete-time antilinear systems, which are a particular kind of complex system with structure constraints. It proposes useful approaches to obtain iterative solutions or explicit solutions for several types of complex conjugate matrix equation. It observes that there are some significant differences between the real/complex matrix equations and the complex conjugate matrix equations. For example, the solvability of a real Sylvester matrix equation can be characterized by matrix similarity; however, the solvability of the con-Sylvester matrix equation in complex conjugate form is related to the concept of con-similarity. In addition, the new concept of conjugate product for complex polynomial matrices is also proposed in order to establish a unified approach for solving a type of complex matrix equation.
Автор: Xie Название: Differential Equations for Engineers ISBN: 1107632951 ISBN-13(EAN): 9781107632950 Издательство: Cambridge Academ Рейтинг: Цена: 9504.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Xie presents a systematic introduction to differential equations for engineering students. The relevance of differential equations in engineering applications motivates readers, and studies of various types of differential equations are determined by engineering applications. The theory and techniques for solving differential equations are then applied to solve practical engineering problems.
Описание: In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems.
Автор: Theodore V. Hromadka II; Robert J. Whitley Название: Stochastic Integral Equations and Rainfall-Runoff Models ISBN: 3642493114 ISBN-13(EAN): 9783642493119 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The review indicates that there is still no deterministic solution to the rainfall-runoff modeling problem, and that the error in runoff estimates produced from rainfall-runoff models is of such magnitude that they should not be simply ignored.
Описание: This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. This approach offers a possibility of both obtaining exact solutions to stochastic problems for a number of models of fluctuating parameters and constructing various asymptotic buildings.
Описание: This book offers a detailed description of Lyapunov functional construction. It features profuse analytical and numerical examples and demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems.
Описание: This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. This approach offers a possibility of both obtaining exact solutions to stochastic problems for a number of models of fluctuating parameters and constructing various asymptotic buildings.
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