Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: Platen Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance ISBN: 3642120571 ISBN-13(EAN): 9783642120572 Издательство: Springer Рейтинг: Цена: 12717.00 р. 18167.00-30% Наличие на складе: Есть (1 шт.) Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.
Автор: Kisielewicz Michal Название: Stochastic Differential Inclusions and Applications ISBN: 1461467551 ISBN-13(EAN): 9781461467557 Издательство: Springer Рейтинг: Цена: 9782.00 р. 13974.00-30% Наличие на складе: Есть (1 шт.) Описание: This book develops the theory of stochastic functional inclusions and applications for describing solutions of initial and boundary value problems for partial differential inclusions. Uses new, original methods to characterize stochastic functional inclusions.
Автор: Weintraub, Steven Название: Differential forms ISBN: 0123944031 ISBN-13(EAN): 9780123944030 Издательство: Elsevier Science Рейтинг: Цена: 14820.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers many examples of computations and research applications across the fields of applied mathematics, engineering, and physics. This title provides a solid theoretical basis of how to develop and apply differential forms to real research problems. It includes computational methods for graphical results essential for math modeling.
Описание: Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation.
Описание: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.
Автор: Kabanov Yuri, Pergamenshchikov Sergei Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control ISBN: 3540653325 ISBN-13(EAN): 9783540653325 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.
Автор: Stefano M. Iacus Название: Simulation and Inference for Stochastic Differential Equations ISBN: 1441926070 ISBN-13(EAN): 9781441926074 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book covers a highly relevant topic that is of wide interest, especially in finance, engineering and computational biology. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners with minimal mathematical background.
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: Belopolskaya, Y. I. Dalecky, Yu. L. Название: Stochastic equations and differential geometry ISBN: 9401074933 ISBN-13(EAN): 9789401074933 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: M. Kohlmann; N. Christopeit Название: Stochastic Differential Systems ISBN: 3540120610 ISBN-13(EAN): 9783540120612 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: M. Metivier; E. Pardoux Название: Stochastic Differential Systems ISBN: 3540151761 ISBN-13(EAN): 9783540151760 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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