Stochastic Games And Related Topics, T.E.S. Raghaven; Thomas S. Ferguson; T. Parthasara

Автор: Shreve, Steven E.
Название: Stochastic Calculus for Finance II
ISBN: 0387401016 ISBN-13(EAN): 9780387401010
Издательство: Springer
Рейтинг:
Цена: 8384.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

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: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
Рейтинг:
Цена: 8384.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;

Автор: David W.K. Yeung; Leon A. Petrosjan
Название: Cooperative Stochastic Differential Games
ISBN: 1441920943 ISBN-13(EAN): 9781441920942
Издательство: Springer
Рейтинг:
Цена: 19564.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research.

Автор: Fabrice Baudoin; Jonathon Peterson
Название: Stochastic Analysis and Related Topics
ISBN: 3319596705 ISBN-13(EAN): 9783319596709
Издательство: Springer
Рейтинг:
Цена: 19564.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The articles in this collection are a sampling of some of the research presented during the conference "Stochastic Analysis and Related Topics", held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Banuelos.

Автор: H. K?rezlioglu; B. Oksendal; A.S. ?st?nel
Название: Stochastic Analysis and Related Topics V
ISBN: 1461275415 ISBN-13(EAN): 9781461275411
Издательство: Springer
Рейтинг:
Цена: 14673.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This volume contains the contributions of the participants to the Oslo- Silivri Workshop on Stochastic Analysis, held in Silivri, from July 18 to July 29, at the Nazlm Terzioglu Graduate Research Center of Istanbul University. 1994, There were three lectures: - Mathematical Theory 0/ Communication Networks by V. Anantharam, - State-Space Models 0/ the Term Structure o/Interest Rates, by D. Duffie, - Theory 0/ Capacity on the Wiener Space, by F. Hirsch. The main lectures are presented at the beginning of the volume. The contributing papers cover different domains varying from random fields to dis- tributions on infinite dimensional spaces. We would like to thank the following organizations for their financial sup- port: - VISTA, a research cooperation between the Norwegian Academy of Scineces and Letters and Den Norske Stats Oljeselskap A. S. (Statsoil). - Ecole Nationale Superieure des Telecommunications de Paris. In the summer of 1994 we lost our dear friend and colleague ALBERT BADRIKIAN. We are dedicating this volume to his memory. H. Korezlioglu, B. 0ksendal, A. S. Ustunel MATHEMATICAL THEORY OF COMMUNICATION NETWORKS VENKAT ANANTHARAM * EECS DEPARTMENT UNIVERSITY OF CALIFORNIA BERKELEY, CA 94720 ananth@vyasa.eecs.berkeley.edu Abstract We describe so me recent advances in the mathematical theory of com- munication networks.

Автор: H. K?rezlioglu; A.S. ?st?nel
Название: Stochastic Analysis and Related Topics
ISBN: 1461267315 ISBN-13(EAN): 9781461267317
Издательство: Springer
Рейтинг:
Цена: 13974.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Laurent Decreusefond; Jon Gjerde; Bernt Oksendal;
Название: Stochastic Analysis and Related Topics VI
ISBN: 1461273854 ISBN-13(EAN): 9781461273851
Издательство: Springer
Рейтинг:
Цена: 13974.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

Автор: Mishura, Yuliya
Название: Stochastic calculus for fractional brownian motion and related processes
ISBN: 3540758720 ISBN-13(EAN): 9783540758723
Издательство: Springer
Рейтинг:
Цена: 7959.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Gy?rgy Terdik
Название: Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
ISBN: 0387988726 ISBN-13(EAN): 9780387988726
Издательство: Springer
Рейтинг:
Цена: 14673.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The first two chapters are devoted to the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants and higher order spectra, multiple Wiener-Ito integrals and finally chaotic Wiener-Ito spectral representation of subordinated processes.