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.
Автор: Bichteler Название: Stochastic Integration with Jumps ISBN: 0521811295 ISBN-13(EAN): 9780521811293 Издательство: Cambridge Academ Рейтинг: Цена: 23760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
Автор: Grigor A. Barsegian; Ilpo Laine; Chung-Chun Yang Название: Value Distribution Theory and Related Topics ISBN: 1475780184 ISBN-13(EAN): 9781475780185 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Nevanlinna theory of value distribution of meromorphic functions, one of the milestones of complex analysis during the last century, was c- ated to extend the classical results concerning the distribution of of entire functions to the more general setting of meromorphic functions.
Автор: Rao M M Название: Random And Vector Measures ISBN: 9814350818 ISBN-13(EAN): 9789814350815 Издательство: World Scientific Publishing Рейтинг: Цена: 27720.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Deals with the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. This book analyzes several stationary aspects and related processes.
Автор: Laurent Decreusefond; Bernt Oksendal; Ali S. ?st?n Название: Stochastic Analysis and Related Topics VII ISBN: 1461266386 ISBN-13(EAN): 9781461266389 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A thorough survey is given of stochas- tic integration with respect to the fractional Brownian motion, as well as Stokes` formula for the Brownian sheet, and a new version of the log- Sobolev inequality on the Wiener space.
Автор: Ulug Capar; A.S. ?st?nel Название: Stochastic Analysis and Related Topics VIII ISBN: 3034894066 ISBN-13(EAN): 9783034894067 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.
This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus.
The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.
Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. st nel
Автор: Alexander M. Rubinov; Barney M. Glover Название: Optimization and Related Topics ISBN: 1441948449 ISBN-13(EAN): 9781441948441 Издательство: Springer Рейтинг: Цена: 25149.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: A. B?ttcher; I. Gohberg Название: Singular Integral Operators and Related Topics ISBN: 3034898819 ISBN-13(EAN): 9783034898812 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume contains a selection of papers on modern operator theory and its applications, arising from a joint workshop on linear one-dimensional singular integral equations. The book is of interest to a wide audience in the mathematical and engineering sciences.
Автор: Michael Sh. Birman; Stefan Hildebrandt; Vsevolod A Название: Nonlinear Problems in Mathematical Physics and Related Topics II ISBN: 1461352029 ISBN-13(EAN): 9781461352020 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Connections between the regularity problem for the Navier-Stokes equations and a backward uniqueness problem for the heat operator are also clarified.Generalizations and modified Navier-Stokes equations modeling various physical phenomena such as the mixture of fluids and isotropic turbulence are also considered.
Автор: E. Ramirez de Arellano; M.V. Shapiro; L.M. Tovar; Название: Complex Analysis and Related Topics ISBN: 3034897340 ISBN-13(EAN): 9783034897341 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume, addressed to researchers and postgraduate students, compiles up-to-date research and expository papers on different aspects of complex analysis, including relations to operator theory and hypercomplex analysis. Subjects include the Schrodinger equation, subelliptic operators, Lie algebras and superalgebras, among others.
"
Автор: Vladimir F. Demyanov; Panos M. Pardalos; Mikhail B Название: Constructive Nonsmooth Analysis and Related Topics ISBN: 1461486149 ISBN-13(EAN): 9781461486145 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume contains papers from the International Conference on Constructive Nonsmooth Analysis (CNSA) held in St. Petersburg, Russia, June 2012. It explores this powerful instrument in applied mathematics.
Автор: Hayri Korezlioglu; Ali S. Ustunel Название: Stochastic Analysis and Related Topics II ISBN: 3540530649 ISBN-13(EAN): 9783540530640 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Describes various developments in Stochastic Analysis on Wiener space. This book includes such topics as short time asymptotic problems and anticipative stochastic differential equations.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru