Описание: The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It covers basic theory as well as computational techniques. It will be useful for researchers across numerical computation, engineering, and mathematical physics and biology.
Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography
Автор: Simo Sarkka, Arno Solin Название: Applied Stochastic Differential Equations ISBN: 1316510085 ISBN-13(EAN): 9781316510087 Издательство: Cambridge Academ Рейтинг: Цена: 18876 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.
Автор: Simo Sarkka, Arno Solin Название: Applied Stochastic Differential Equations ISBN: 1316649466 ISBN-13(EAN): 9781316649466 Издательство: Cambridge Academ Рейтинг: Цена: 6347 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.
Автор: Kulik, Alexei Название: Ergodic Behavior of Markov Processes ISBN: 3110458705 ISBN-13(EAN): 9783110458701 Издательство: Walter de Gruyter Рейтинг: Цена: 18902 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples. Contents Part I: Ergodic Rates for Markov Chains and ProcessesMarkov Chains with Discrete State SpacesGeneral Markov Chains: Ergodicity in Total VariationMarkovProcesseswithContinuousTimeWeak Ergodic Rates Part II: Limit TheoremsThe Law of Large Numbers and the Central Limit TheoremFunctional Limit Theorems
Автор: Honore Bo Название: Advances in Economics and Econometrics vol. II ISBN: 1108400027 ISBN-13(EAN): 9781108400022 Издательство: Cambridge Academ Рейтинг: Цена: 9265 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This second volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as big data, macroeconomics, financial markets, and partially identified models.
Автор: Honore Bo Название: Advances in Economics and Econometrics vol I ISBN: 1108400000 ISBN-13(EAN): 9781108400008 Издательство: Cambridge Academ Рейтинг: Цена: 10294 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.
Описание: Stochastic dominance is a fundamental concept used heavily in various fields of science such as economics, finance, insurance, medicine, and statistics. This book examines stochastic dominance in a unified framework, focusing on inferential methods and foundations. It will appeal to graduate students, academic researchers, and professionals.
Автор: Tobias Neckel, Florian Rupp Название: Random Differential Equations in Scientific Computing ISBN: 8376560255 ISBN-13(EAN): 9788376560250 Издательство: Walter de Gruyter Рейтинг: Цена: 38686 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering state-of-the-art concepts of both dynamical systems and scientific computing. The red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary differential equations. The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.
Описание: Complex multivariate testing problems are frequently encountered in many scientific disciplines, such as engineering, medicine and the social sciences. As a result, modern statistics needs permutation testing for complex data with low sample size and many variables, especially in observational studies.
Автор: Boling Guo, Hongjun Gao, Xueke Pu Название: Stochastic PDEs and Dynamics ISBN: 3110495104 ISBN-13(EAN): 9783110495102 Издательство: Walter de Gruyter Рейтинг: Цена: 20356 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents: PreliminariesThe stochastic integral and It formulaOU processes and SDEsRandom attractorsApplicationsBibliographyIndex
Автор: McKean Название: Probability ISBN: 1107053218 ISBN-13(EAN): 9781107053212 Издательство: Cambridge Academ Рейтинг: Цена: 24196 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Probability theory is explained here by one of its leading authorities. McKean constructs a clear path through the subject and sheds light on a variety of interesting topics in which probability theory plays a key role. Anyone who wants to learn or use probability will benefit from reading this book.
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