Affine Diffusions and Related Processes: Simulation, Theory and Applications, Aur?lien Alfonsi

Автор: Wei-Ming Ni; L.A. Peletier; J.L. Vazquez
Название: Degenerate Diffusions
ISBN: 0387940685 ISBN-13(EAN): 9780387940687
Издательство: Springer
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Описание: This IMA Volume in Mathematics and its Applications DEGENERATE DIFFUSIONS is based on the proceedings of a workshop which was an integral part of the 1990- 91 IMA program on "Phase Transitions and Free Boundaries".

Автор: Alfonsi, Aurelien
Название: Affine diffusions and related processes: simulation, theory and applications
ISBN: 3319052209 ISBN-13(EAN): 9783319052205
Издательство: Springer
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Описание: This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.

Автор: G. George Yin; Chao Zhu
Название: Hybrid Switching Diffusions
ISBN: 1441911049 ISBN-13(EAN): 9781441911049
Издательство: Springer
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Описание: Focusing on switching diffusion processes that involve both continuous dynamics and discrete events, this comprehensive study moves from basic properties such as Feller and strong Feller to the numerical solutions of switching diffusions and stability.

Автор: G. George Yin; Chao Zhu
Название: Hybrid Switching Diffusions
ISBN: 1461424704 ISBN-13(EAN): 9781461424703
Издательство: Springer
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Описание: Focusing on switching diffusion processes that involve both continuous dynamics and discrete events, this comprehensive study moves from basic properties such as Feller and strong Feller to the numerical solutions of switching diffusions and stability.

Автор: Matteo Bonforte; Gabriele Grillo; Jos? Antonio Car
Название: Nonlocal and Nonlinear Diffusions and Interactions: New Methods and Directions
ISBN: 3319614932 ISBN-13(EAN): 9783319614939
Издательство: Springer
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Описание: Presenting a selection of topics in the area of nonlocal and nonlinear diffusions, this book places a particular emphasis on new emerging subjects such as nonlocal operators in stationary and evolutionary problems and their applications, swarming models and applications to biology and mathematical physics, and nonlocal variational problems.

Автор: Corinne Berzin; Alain Latour; Jos? R. Le?n
Название: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
ISBN: 3319078747 ISBN-13(EAN): 9783319078748
Издательство: Springer
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Описание: The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations.Concerning the proofs of the limit theorems, the "Fourth Moment Theorem" is systematically used, as it produces rapid and helpful proofs that can serve as models for the future.

Автор: Wei-Ming Ni; L.A. Peletier; J.L. Vazquez
Название: Degenerate Diffusions
ISBN: 1461269350 ISBN-13(EAN): 9781461269359
Издательство: Springer
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Цена: 13974.00 р.
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Описание: This IMA Volume in Mathematics and its Applications DEGENERATE DIFFUSIONS is based on the proceedings of a workshop which was an integral part of the 1990- 91 IMA program on "Phase Transitions and Free Boundaries".

Автор: Pinsky
Название: Diffusion Processes and Related Problems in Analysis, Volume I
ISBN: 1468405667 ISBN-13(EAN): 9781468405668
Издательство: Springer
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Описание: The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen- tary sources from Northwestern University.

Автор: V. Wihstutz; M.A. Pinsky
Название: Diffusion Processes and Related Problems in Analysis, Volume II
ISBN: 1461267390 ISBN-13(EAN): 9781461267393
Издательство: Springer
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Описание: During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics.

Автор: P.L. Antonelli; T.J. Zastawniak
Название: Fundamentals of Finslerian Diffusion with Applications
ISBN: 9401060231 ISBN-13(EAN): 9789401060233
Издательство: Springer
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Описание: The erratic motion of pollen grains and other tiny particles suspended in liquid is known as Brownian motion, after its discoverer, Robert Brown, a botanist who worked in 1828, in London.

Автор: Claudia Bucur; Enrico Valdinoci
Название: Nonlocal Diffusion and Applications
ISBN: 3319287389 ISBN-13(EAN): 9783319287386
Издательство: Springer
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Описание: Working in the fractional Laplace framework, this book provides models and theorems related to nonlocal diffusion phenomena. In addition to a simple probabilistic interpretation, some applications to water waves, crystal dislocations, nonlocal phase transitions, nonlocal minimal surfaces and Schrodinger equations are given.