Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Автор: F. Casciati Название: Dynamic Motion: Chaotic and Stochastic Behaviour ISBN: 3211825177 ISBN-13(EAN): 9783211825174 Издательство: Springer Рейтинг: Цена: 16979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by structural engineers, this book provides details on the numerical tools necessary for evaluating the main indexes useful for the classification of the motion and for estimating the response probability density function. It gives an overview of random vibration methods for linear and nonlinear multi-degree-of-freedom systems.
Автор: Luc Blanchet; Alessandro Spallicci; Bernard Whitin Название: Mass and Motion in General Relativity ISBN: 9400735030 ISBN-13(EAN): 9789400735033 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this volume, leading scientists offer a multifaceted approach to mass by giving a concise and introductory presentation into their particular research on gravity. The main theme is mass and its motion within general relativity and other theories of gravity.
Автор: Brian Straughan Название: Stability and Wave Motion in Porous Media ISBN: 1441926267 ISBN-13(EAN): 9781441926265 Издательство: Springer Рейтинг: Цена: 18284.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents an account of theories of flow in porous media which have proved tractable to analysis and computation. In particular, the theories of Darcy, Brinkman, and Forchheimer are presented and analysed in detail.
Автор: Krzysztof Burdzy Название: Brownian Motion and its Applications to Mathematical Analysis ISBN: 3319043935 ISBN-13(EAN): 9783319043937 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis.
Автор: Wiersema Название: Brownian Motion Calculus ISBN: 0470021705 ISBN-13(EAN): 9780470021705 Издательство: Wiley Рейтинг: Цена: 5853.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: There are not many calculus books that are very accessible to students without a strong mathematical background and the large majority of financial derivatives students do not have a strong quantitative background. This book provides a short introduction to the subject with examples of its use in mathematical finance e. g pricing of derivatives.
Автор: Mustafa ?zder Erdik; M. Nafi Toks?z Название: Strong Ground Motion Seismology ISBN: 9048184401 ISBN-13(EAN): 9789048184408 Издательство: Springer Рейтинг: Цена: 46399.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Study Institute, Ankara, Turkey, June 10-21, 1985
Автор: Amar Mitiche; J.K. Aggarwal Название: Computer Vision Analysis of Image Motion by Variational Methods ISBN: 3319375474 ISBN-13(EAN): 9783319375472 Издательство: Springer Рейтинг: Цена: 14365.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents a unified view of image motion analysis under the variational framework. It addresses the four core subjects of motion analysis: motion estimation, detection, tracking, and three-dimensional interpretation.
Автор: Le Gall, Jean-francois Название: Brownian motion, martingales, and stochastic calculus ISBN: 3319310887 ISBN-13(EAN): 9783319310886 Издательство: Springer Рейтинг: Цена: 7965.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
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