Barcelona Seminar on Stochastic Analysis, Nualart; Sanz Sole

Автор: E. Cinlar; K.L. Chung; M. Sharpe
Название: Seminar on Stochastic Processes, 1991
ISBN: 0817636285 ISBN-13(EAN): 9780817636289
Издательство: Springer
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Цена: 19559.00 р.
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Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Цена: 13974.00 р.
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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: Asmussen
Название: Stochastic Simulation: Algorithms and Analysis
ISBN: 038730679X ISBN-13(EAN): 9780387306797
Издательство: Springer
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Цена: 6981.00 р.
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Описание: Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods , as well as accompanying mathematical analysis of the convergence properties of the methods discussed . The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first  half of the book focusses on general methods, whereas the second half discusses model-specific algorithms. Given the wide range of  examples, exercises and applications students, practitioners and researchers in  probability, statistics, operations research, economics, finance, engineering  as well as biology and chemistry and physics will find the book of value.  Soren Asmussen is Professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is Thomas Ford Professor of  Engineering at Stanford University. 

Автор: Nualart; Sanz Sole
Название: Barcelona Seminar on Stochastic Analysis
ISBN: 3034896778 ISBN-13(EAN): 9783034896771
Издательство: Springer
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Цена: 6986.00 р.
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Описание: During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d`Estudis Catalans, devoted a quarter to the study of stochastic analysis.

Автор: Erwin Bolthausen; Marco Dozzi; Francesco Russo
Название: Seminar on Stochastic Analysis, Random Fields and Applications
ISBN: 3764352418 ISBN-13(EAN): 9783764352417
Издательство: Springer
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Цена: 11173.00 р.
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Описание: Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers;

Автор: Robert Dalang; Marco Dozzi; Francesco Russo
Название: Seminar on Stochastic Analysis, Random Fields and Applications
ISBN: 3764361069 ISBN-13(EAN): 9783764361068
Издательство: Springer
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Цена: 23757.00 р.
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Описание: A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

Автор: Robert Dalang; Marco Dozzi; Francesco Russo
Название: Seminar on Stochastic Analysis, Random Fields and Applications
ISBN: 3034897278 ISBN-13(EAN): 9783034897273
Издательство: Springer
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Цена: 13974.00 р.
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Описание: A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

Автор: Robert Dalang; Marco Dozzi; Francesco Russo
Название: Seminar on Stochastic Analysis, Random Fields and Applications IV
ISBN: 3034896301 ISBN-13(EAN): 9783034896306
Издательство: Springer
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Цена: 13974.00 р.
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Описание: This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.

Автор: Lazutkin; Kuksin; P?schel
Название: Seminar on Dynamical Systems
ISBN: 3034875177 ISBN-13(EAN): 9783034875172
Издательство: Springer
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Цена: 11173.00 р.
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Описание: The "Dynamical Systems Semester" took place at the Euler International Mathematical Institute in St. Petersburg, Russia, in the autumn of 1991. Since the new building of the Euler Institute was not ready at that moment, the sessions were held in the old building of the Steklov Mathemati- cal Institute in the very center of St. Petersburg.

Автор: Nigel Hawkes
Название: International Seminar on Trends in Mathematical Modelling
ISBN: 3540061444 ISBN-13(EAN): 9783540061441
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Today the study of the future has a much sharper relevance than ever before, because people have begun to realise that the future can be controlled - or even that it must be controlled if there is to be a future at all;