Modeling and Stochastic Learning for Forecasting in High Dimensions, Anestis Antoniadis; Jean-Michel Poggi; Xavier Bros
Автор: Da Prato Название: Stochastic Equations in Infinite Dimensions ISBN: 1107055849 ISBN-13(EAN): 9781107055841 Издательство: Cambridge Academ Рейтинг: Цена: 21384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. Thoroughly updated, it also includes two brand new chapters surveying recent developments in the area.
Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Автор: Mark Pinsky Название: An Introduction to Stochastic Modeling, ISBN: 0123814162 ISBN-13(EAN): 9780123814166 Издательство: Elsevier Science Рейтинг: Цена: 13304.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduces students to the standard concepts and methods of stochastic modeling, to illustrate the diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.
Автор: Gawarecki, Leszek Mandrekar, Vidyadhar Название: Stochastic differential equations in infinite dimensions ISBN: 3642266347 ISBN-13(EAN): 9783642266348 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups.
Описание: The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory.
Автор: Kevin Berk Название: Modeling and Forecasting Electricity Demand ISBN: 3658086688 ISBN-13(EAN): 9783658086688 Издательство: Springer Рейтинг: Цена: 11753.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The master thesis of Kevin Berk develops a stochastic model for the electricity demand of small and medium-sized companies that is flexible enough so that it can be used for various business sectors. As a consequence, forecasting electricity load and its risk is now an integral component of the risk management for all market participants.
Автор: David D. Yao; Hanqin Zhang; Xun Yu Zhou Название: Stochastic Modeling and Optimization ISBN: 1441930655 ISBN-13(EAN): 9781441930651 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.
Автор: V. G. Kulkarni Название: Introduction to Modeling and Analysis of Stochastic Systems ISBN: 1461427355 ISBN-13(EAN): 9781461427353 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.
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