Infinitely Divisible Statistical Experiments, Arnold Janssen; Hartmut Milbrodt; Helmut Strasser
Автор: Giuseppe Da Prato Название: An Introduction to Infinite-Dimensional Analysis ISBN: 3642421687 ISBN-13(EAN): 9783642421686 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way.
Описание: The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory.
Автор: Ram U. Verma Название: Semi-Infinite Fractional Programming ISBN: 9811062552 ISBN-13(EAN): 9789811062551 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Includes the proceedings of the 29th Conference on Quantum Probability and Infinite Dimensional Analysis, which was held in Hammamet, Tunisia.
Автор: Bernido Название: Stochastic and Infinite Dimensional Analysis ISBN: 3319072447 ISBN-13(EAN): 9783319072449 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volumepresents a collection of papers covering applications from a wide range ofsystems with infinitely many degrees of freedom studied using techniques fromstochastic and infinite dimensional analysis, e.g. Feynman path integrals, thestatistical mechanics of polymer chains, complex networks, and quantum fieldtheory. Systems of infinitely many degrees of freedom create their particularmathematical challenges which have been addressed by different mathematicaltheories, namely in the theories of stochastic processes, Malliavin calculus,and especially white noise analysis.Theseproceedings are inspired by a conference held on the occasion of Prof. LudwigStreit’s 75th birthday and celebrate his pioneering and ongoing work in thesefields.
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: Giorgio Fabbri; Fausto Gozzi; Andrzej ?wi?ch; Marc Название: Stochastic Optimal Control in Infinite Dimension ISBN: 3319530666 ISBN-13(EAN): 9783319530666 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: With a Contribution by M. Fuhrman and G. Tessitore
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: High-dimensional and nonparametric statistical models are ubiquitous in modern data science. This book develops a mathematically coherent and objective approach to statistical inference in such models, with a focus on function estimation problems arising from random samples (density estimation) or from Gaussian regression/signal in white noise problems.
Автор: Rembert Reemtsen; Jan-J. R?ckmann Название: Semi-Infinite Programming ISBN: 0792350545 ISBN-13(EAN): 9780792350545 Издательство: Springer Рейтинг: Цена: 27245.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers a collection of tutorial and survey articles on semi-infinite programming. This book includes an analysis of sensitivity and stability properties and a discussion of parameter-dependent problems. It includes a comprehensive survey of methods and a discussion of connections with semi-definite programming.
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