Автор: Kubilius Название: Parameter Estimation in Fractional Diffusion Models ISBN: 331971029X ISBN-13(EAN): 9783319710297 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
Автор: Kubilius Kęstutis, Mishura Yuliya, Ralchenko Kostiantyn Название: Parameter Estimation in Fractional Diffusion Models ISBN: 331989031X ISBN-13(EAN): 9783319890319 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
Автор: Dokuchaev Название: Pathwise Estimation and Inference for Diffusion Market Models ISBN: 1138591645 ISBN-13(EAN): 9781138591646 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book discusses contemporary techniques for inferring, from options and bond prices, the market participants` aggregate view on important financial parameters such as implied volatility, discount rate, and future interest rate, and their uncertainty thereof.
Описание: Regression and state space models with time varying coefficients are treated in a thorough manner. Additionally, methods are developed to test for the constancy of regression coefficients in situations where one knows already that some coefficients follow a random walk, thereby one is enabled to find out which of the coefficients varies over time.
Автор: Roman Cherniha; Vasyl` Davydovych Название: Nonlinear Reaction-Diffusion Systems ISBN: 3319654659 ISBN-13(EAN): 9783319654652 Издательство: Springer Рейтинг: Цена: 4890.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 1 Scalar reaction-diffusion equations - conditional symmetry, exact solutions and applications.- 2 Q-conditional symmetries of reaction-diffusion systems.- 3 Conditional symmetries and exact solutions of diffusive Lotka-Volterra systems.- 4 Q-conditional symmetries of the first type and exact solutions of nonlinear reaction-diffusion systems.- A List of reaction-diffusion systems and exact solutions.- Index.
Описание: This new edition incorporates new developments in numerical methods for singularly perturbed differential equations, focusing on linear convection-diffusion equations and on nonlinear flow problems that appear in computational fluid dynamics.
Автор: Akira Okubo; Smon A. Levin Название: Diffusion and Ecological Problems: Modern Perspectives ISBN: 1441931511 ISBN-13(EAN): 9781441931511 Издательство: Springer Рейтинг: Цена: 9794.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The story of this edition is a testament to an almost legendary gure in theoretical ecology and to the in uence his work and charisma has had on the eld. It is also a story that can only be told by a trip back in time, to the genesis of the First Edition and before. Akira kubo and I were students together, but never knew it at the time. He was a graduate student at The ohns Hopkins niversity, where I was an undergraduate in mathematics. e both studied modern physics, taught by Dino Franco asetti, and we decided years later that we must have been in the same class. Akira was then a chemical oceanographer, but ship time and his stomach did not agree. Sohe turned to theory, and the rest is history. His impact has been phenomenal, and the First Edition of this book was his most in uential work. Building on his famous work with dye-diusion e periments, he turned his attention to organisms and created a unique melding of ideas from physics and biology.
Описание: This monograph is the first to provide readers with numerical tools for a systematic analysis of bifurcation problems in reaction-diffusion equations. Readers will gain a thorough understanding of numerical bifurcation analysis and the necessary tools for investigating nonlinear phenomena in reaction-diffusion equations.
Автор: Robert Aebi Название: Schr?dinger Diffusion Processes ISBN: 3034898746 ISBN-13(EAN): 9783034898744 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In order to answer Schrodinger`s question, the book takes three distinct approaches, dealt with in separate chapters: transformation by means of a multiplicative functional, projection by means of relative entropy, and variation of a functional associated to pairs of non-linear integral equations.
Автор: A.B. Aries; N.V. Krylov Название: Controlled Diffusion Processes ISBN: 1461260531 ISBN-13(EAN): 9781461260530 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic control theory is a relatively young branch of mathematics. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise.
Описание: It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
