Автор: Russo Название: Stochastic Calculus via Regularizations ISBN: 3031094484 ISBN-13(EAN): 9783031094484 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors. The definitions relies on a smoothing procedure of the integrator process, they generalize the usual It? and Stratonovich integrals for Brownian motion but the integrator could also not be a semimartingale and the integrand is allowed to be anticipating. The resulting calculus requires a simple formalism: nevertheless it entails pathwise techniques even though it takes into account randomness. It allows connecting different types of pathwise and non pathwise integrals such as Young, fractional, Skorohod integrals, enlargement of filtration and rough paths. The covariation, but also high order variations, play a fundamental role in the calculus via regularization, which can also be applied for irregular integrators. A large class of Gaussian processes, various generalizations of semimartingales such that Dirichlet and weak Dirichlet processes are revisited. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence. The book is addressed to PhD students and researchers in stochastic analysis and applications to various fields.
Описание: The book collects and contributes new results on the theory and practice of ill-posed inverse problems. The new methods are applied to a difficult inverse problem from laser optics.Sparsity promoting regularization is examined in detail from a Banach space point of view.
Автор: Bakushinsky Anatoly B., Kokurin Mikhail M., Kokurin Mikhail Yu Название: Regularization Algorithms for Ill-Posed Problems ISBN: 3110556308 ISBN-13(EAN): 9783110556308 Издательство: Walter de Gruyter Цена: 40403.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This specialized and authoritative book contains an overview of modern approaches to constructing approximations to solutions of ill-posed operator equations, both linear and nonlinear. These approximation schemes form a basis for implementable numerical algorithms for the stable solution of operator equations arising in contemporary mathematical modeling, and in particular when solving inverse problems of mathematical physics. The book presents in detail stable solution methods for ill-posed problems using the methodology of iterative regularization of classical iterative schemes and the techniques of finite dimensional and finite difference approximations of the problems under study. Special attention is paid to ill-posed Cauchy problems for linear operator differential equations and to ill-posed variational inequalities and optimization problems. The readers are expected to have basic knowledge in functional analysis and differential equations. The book will be of interest to applied mathematicians and specialists in mathematical modeling and inverse problems, and also to advanced students in these fields.
Contents Introduction Regularization Methods For Linear Equations Finite Difference Methods Iterative Regularization Methods Finite-Dimensional Iterative Processes Variational Inequalities and Optimization Problems
Автор: Richard Huber Название: Variational Regularization for Systems of Inverse Problems ISBN: 3658253894 ISBN-13(EAN): 9783658253899 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Tikhonov regularization is a cornerstone technique in solving inverse problems with applications in countless scienti?c ?elds. Richard Huber discusses a multi-parameter Tikhonov approach for systems of inverse problems in order to take advantage of their speci?c structure. Such an approach allows to choose the regularization weights of each subproblem individually with respect to the corresponding noise levels and degrees of ill-posedness.
Автор: S.F. Gilyazov; N.L. Gol`dman Название: Regularization of Ill-Posed Problems by Iteration Methods ISBN: 0792361318 ISBN-13(EAN): 9780792361312 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Iteration regularization, i.e., utilization of iteration methods of any form for the stable approximate solution of ill-posed problems, is one of the most important but still insufficiently developed topics of the new theory of ill-posed problems.
Автор: Heinz Werner Engl; Martin Hanke; A. Neubauer Название: Regularization of Inverse Problems ISBN: 0792341570 ISBN-13(EAN): 9780792341574 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers an overview over some classes of inverse problems. This book deals with the mathematical theory of regularization methods and gives an account of the results about regularization methods both for linear and for nonlinear ill-posed problems. It considers both continuous and iterative regularization methods.
Автор: Finch, Holmes Название: Applied regularization methods for the social sciences ISBN: 103220947X ISBN-13(EAN): 9781032209470 Издательство: Taylor&Francis Рейтинг: Цена: 6889.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Finch, Holmes Название: Applied regularization methods for the social sciences ISBN: 0367408783 ISBN-13(EAN): 9780367408787 Издательство: Taylor&Francis Рейтинг: Цена: 11482.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Researchers in the social sciences are faced with complex data sets in which they have relatively small samples and many variables (high dimensional data). Unlike the various technical guides currently on the market, this book provides and overview of a variety of models alongside clear examples of hands-on application.
Автор: S.F. Gilyazov; N.L. Gol`dman Название: Regularization of Ill-Posed Problems by Iteration Methods ISBN: 9048153824 ISBN-13(EAN): 9789048153824 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Iteration regularization, i.e., utilization of iteration methods of any form for the stable approximate solution of ill-posed problems, is one of the most important but still insufficiently developed topics of the new theory of ill-posed problems.
Автор: Michel Thera; Rainer Tichatschke Название: Ill-posed Variational Problems and Regularization Techniques ISBN: 3540663231 ISBN-13(EAN): 9783540663232 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developments in the field of ill-posed variational problems and variational inequalities are presented here. The work covers a large range of theoretical, numerical and practical aspects.
Автор: Adrian Doicu; Thomas Trautmann; Franz Schreier Название: Numerical Regularization for Atmospheric Inverse Problems ISBN: 3642424015 ISBN-13(EAN): 9783642424014 Издательство: Springer Рейтинг: Цена: 26120.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by brilliant mathematicians, this research monograph presents and analyzes numerical algorithms for atmospheric retrieval, pulling together all the relevant material in a consistent, very powerful manner.
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