Автор: Lefebvre Mario Название: Applied Stochastic Processes ISBN: 0387341714 ISBN-13(EAN): 9780387341712 Издательство: Springer Рейтинг: Цена: 46640 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes.Key features:-Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory-Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes-Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration-Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications-Includes entertaining mini-biographies of mathematicians, giving an enriching historical context-Covers basic results in probabilityTwo appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful.
Автор: Gikhman Iosif I., Skorokhod Anatoli V., Kotz S. Название: The Theory of Stochastic Processes III ISBN: 3540499407 ISBN-13(EAN): 9783540499404 Издательство: Springer Рейтинг: Цена: 31100 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection."D.W. Stroock in Bulletin of the American Mathematical Society, 1980"To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field."K.L. Chung in American Scientist, 1977"The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure."J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977
Автор: Zabczyk Jerzy Название: Topics in stochastic processes ISBN: 8876421319 ISBN-13(EAN): 9788876421310 Издательство: Springer Цена: 14310 T Наличие на складе: Нет в наличии. Описание: The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes.
Автор: Nelson Название: Probability, Stochastic Processes, and Queueing Theory ISBN: 0387944524 ISBN-13(EAN): 9780387944524 Издательство: Springer Рейтинг: Цена: 62170 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This detailed introduction to probability and stochastic processes shows how these subjects may be applied to computer performance modelling. Readers are assumed to be familiar with elementary linear algebra and calculus, including the concept of limit.
Автор: Schoutens Название: Stochastic Processes and Orthogonal Polynomials ISBN: 038795015X ISBN-13(EAN): 9780387950150 Издательство: Springer Рейтинг: Цена: 80860 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinary
relations between the two main ingredients of stochastic processes and orthogonal polynomials. It covers topics like time dependent and asymptotic analysis for birth-death processes
and diffusions, martingale relations for Levy processes, stochastic integrals and Stein's approximation method.
Almost all well-known orthogonal polynomials, which are brought
together in the so-called Askey Scheme, come into play. This volume clearly illustrates the powerful mathematical role of orthogonal polynomials in the analysis of stochastic processes
and is made accessible for all mathematicians with a basic background in probability theory and mathematical analysis. Wim Schoutens is a Postdoctoral Researcher of the Fund for
Scientific Research-Flanders (Belgium).
He received his PhD in Science from the Catholic University of Leuven, Belgium.
Автор: Parzen, Emanuel Название: Stochastic processes ISBN: 0898714419 ISBN-13(EAN): 9780898714418 Издательство: Eurospan Рейтинг: Цена: 46870 T Наличие на складе: Поставка под заказ. Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.
Автор: Cont, Tankov Название: Financial modelling with jump processes ISBN: 1584884134 ISBN-13(EAN): 9781584884132 Издательство: Taylor&Francis Рейтинг: Цена: 75950 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.
Автор: Koralov Название: Theory of Probability and Random Processes ISBN: 3540254846 ISBN-13(EAN): 9783540254843 Издательство: Springer Рейтинг: Цена: 37320 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.
Автор: N.G. Van Kampen Название: Stochastic Processes in Physics and Chemistry, ISBN: 0444529659 ISBN-13(EAN): 9780444529657 Издательство: Elsevier Science Рейтинг: Цена: 62200 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant.C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992)W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004)
Автор: Applebaum, David Название: Levy processes and stochastic calculus ISBN: 0521738652 ISBN-13(EAN): 9780521738651 Издательство: Cambridge Academ Рейтинг: Цена: 47930 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: L?vy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of L?vy processes, then leading on to develop the stochastic calculus for L?vy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for L?vy processes to have finite moments; characterisation of L?vy processes with finite variation; Kunita's estimates for moments of L?vy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general L?vy processes; multiple Wiener-L?vy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for L?vy-driven SDEs.
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