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: Oksendal Название: Stochastic Differential Equations ISBN: 3540047581 ISBN-13(EAN): 9783540047582 Издательство: Springer Рейтинг: Цена: 8223.00 р. Наличие на складе: Есть (1 шт.) Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
Автор: Doob J.l. Название: Stochastic processes ISBN: 0471523690 ISBN-13(EAN): 9780471523697 Издательство: Wiley Рейтинг: Цена: 19398.00 р. 27712.00-30% Наличие на складе: Есть (1 шт.) Описание: A systematic account of the development of stochastic processes over the last 20 years. A supplement contained within the text includes a treatment of the various aspects of measure theory. There is also a chapter on the specialized problem of prediction theory.
Автор: Yamato Hajime Название: Statistics Based on Dirichlet Processes and Related Topics ISBN: 9811569746 ISBN-13(EAN): 9789811569746 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the properties associated with the Dirichlet process, describing its use a priori for nonparametric inference and the Bayes estimate to obtain limits for the estimable parameter.
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: Vincenzo Capasso; Ely Merzbach; Ely Merzbach; B. G Название: Topics in Spatial Stochastic Processes ISBN: 3540002952 ISBN-13(EAN): 9783540002956 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume contains the current research in quantum probability, infinite dimensional analysis and related topics. Contributions by experts in these fields highlight the latest developments and interdisciplinary connections with classical probability, stochastic analysis, white noise analysis, functional analysis and quantum information theory.This diversity shows how research in quantum probability and infinite dimensional analysis is very active and strongly involved in the modern mathematical developments and applications.Tools and techniques presented here will be of great value to researchers.
Автор: Laurent Decreusefond; Bernt Oksendal; Ali S. ?st?n Название: Stochastic Analysis and Related Topics VII ISBN: 0817642005 ISBN-13(EAN): 9780817642006 Издательство: Springer Рейтинг: Цена: 23053.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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; 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.
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