SMS — A Program Package for Simulation and Gaming of Stochastic Market Processes and Learning Behavior, U. Witt; J. Perske

Автор: Kozachenko, Yuriy V.
Название: Simulation of Stochastic Processes with Given Accuracy and Reliab
ISBN: 1785482173 ISBN-13(EAN): 9781785482175
Издательство: Elsevier Science
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Цена: 29139.00 р.
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Описание:

Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered.

Автор: Stefano M. Iacus; Nakahiro Yoshida
Название: Simulation and Inference for Stochastic Processes with YUIMA
ISBN: 3319555677 ISBN-13(EAN): 9783319555676
Издательство: Springer
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Цена: 6986.00 р.
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Описание: The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.