Applied regularization methods for the social sciences, Finch, Holmes

Автор: Finch, Holmes
Название: Applied regularization methods for the social sciences
ISBN: 0367408783 ISBN-13(EAN): 9780367408787
Издательство: Taylor&Francis
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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: Russo
Название: Stochastic Calculus via Regularizations
ISBN: 3031094484 ISBN-13(EAN): 9783031094484
Издательство: Springer
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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.

Автор: Russo
Название: Stochastic Calculus via Regularizations
ISBN: 303109445X ISBN-13(EAN): 9783031094453
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.