Stochastic Analysis and Related Topics VII, Laurent Decreusefond; Bernt Oksendal; Ali S. ?st?n

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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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: Parzen, Emanuel
Название: Stochastic processes
ISBN: 0898714419 ISBN-13(EAN): 9780898714418
Издательство: Mare Nostrum (Eurospan)
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Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.

Автор: T. W. Anderson
Название: An Introduction to Multivariate Statistical Analysis, Third Edition
ISBN: 0471360910 ISBN-13(EAN): 9780471360919
Издательство: Wiley
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Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.

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: Asmussen
Название: Stochastic Simulation: Algorithms and Analysis
ISBN: 038730679X ISBN-13(EAN): 9780387306797
Издательство: Springer
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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: Laurent Decreusefond; Bernt Oksendal; Ali S. ?st?n
Название: Stochastic Analysis and Related Topics VII
ISBN: 0817642005 ISBN-13(EAN): 9780817642006
Издательство: Springer
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Описание: Stochastic analysis has proved to be one of the most widely applicable mathematical tools available to researchers. This title features articles on topics such as an analysis of heat kernels on infinite dimensional manifolds and the Hausdorff measure on Wiener space and its applications to Malliavin Calculus.

Автор: H. K?rezlioglu; A.S. ?st?nel
Название: Stochastic Analysis and Related Topics
ISBN: 0817636668 ISBN-13(EAN): 9780817636661
Издательство: Springer
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Описание: Presents recent research papers, all related to stochastic analysis, motivated by stochastic partial differential equations, Markov fields, the Malliavin calculus and Feynman path integrals. Topics covered include: super processes; Dirichlet forms; and anticipative stochastic calculus.

Автор: Laurent Decreusefond; Jon Gjerde; Bernt Oksendal;
Название: Stochastic Analysis and Related Topics VI
ISBN: 0817640185 ISBN-13(EAN): 9780817640187
Издательство: Springer
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Описание: Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well as other topics, this text includes applications to finance and economics.

Автор: Hayri Korezlioglu; Ali S. Ustunel
Название: Stochastic Analysis and Related Topics II
ISBN: 3540530649 ISBN-13(EAN): 9783540530640
Издательство: Springer
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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.

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
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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: Laurent Decreusefond; Jon Gjerde; Bernt Oksendal;
Название: Stochastic Analysis and Related Topics VI
ISBN: 1461273854 ISBN-13(EAN): 9781461273851
Издательство: Springer
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Автор: Ulug Capar; A.S. ?st?nel
Название: Stochastic Analysis and Related Topics VIII
ISBN: 3034894066 ISBN-13(EAN): 9783034894067
Издательство: Springer
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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.