Markov Processes, Structure and Asymptotic Behavior, Murray Rosenblatt

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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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: Nicolay, David
Название: Asymptotic Chaos Expansions in Finance
ISBN: 1447165055 ISBN-13(EAN): 9781447165057
Издательство: Springer
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Описание: Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.

Автор: Emmanuel Rio
Название: Asymptotic Theory of Weakly Dependent Random Processes
ISBN: 3662543222 ISBN-13(EAN): 9783662543221
Издательство: Springer
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Описание:

Ces notes sont consacr es aux in galit s et aux th or mes limites classiques pour les suites de variables al atoires absolument r guli res ou fortement m langeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l' tude des processus faiblement d pendants aux statisticiens ou aux probabilistes travaillant sur ces processus.

Автор: Miklos Cs?rg?; Sandor Cs?rg?; Lajos Horv?th
Название: An Asymptotic Theory for Empirical Reliability and Concentration Processes
ISBN: 0387963596 ISBN-13(EAN): 9780387963594
Издательство: Springer
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Описание: Mason initiated their collaboration on the topics of this book while attending the CBMS-NSF Regional Confer- ence at Texas A & M University in 1981. 2 of Technical Report Series of the Laboratory for Research in Statistics and Probability of Carleton University and University of Ottawa, 1983.

Автор: Vladimir V. Sychev , Anatoly I. Ruban , Victor V.
Название: Asymptotic Theory of Separated Flows
ISBN: 0521455308 ISBN-13(EAN): 9780521455305
Издательство: Cambridge Academ
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Описание: The most fruitful of the asymptotic methods used for problems of boundary-layer separation from a rigid body surface has been the method of matched asymptotic expansions. This book will present the asymptotic theory of separated flows in a systematic account.

Автор: Lorna Ayton
Название: Asymptotic Approximations for the Sound Generated by Aerofoils in Unsteady Subsonic Flows
ISBN: 3319199587 ISBN-13(EAN): 9783319199580
Издательство: Springer
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Цена: 15672.00 р.
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Описание: This thesis investigates the sound generated by solid bodies in steady subsonic flows with unsteady perturbations, as is typically used when determining the noise generated by turbulent interactions.