Stochastic Analysis and Related Topics, Fabrice Baudoin; Jonathon Peterson
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 74970.00 T 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: T. W. Anderson Название: An Introduction to Multivariate Statistical Analysis, Third Edition ISBN: 0471360910 ISBN-13(EAN): 9780471360919 Издательство: Wiley Рейтинг: Цена: 184750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.
Автор: Asmussen Название: Stochastic Simulation: Algorithms and Analysis ISBN: 038730679X ISBN-13(EAN): 9780387306797 Издательство: Springer Рейтинг: Цена: 46540.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods , as well as accompanying mathematical analysis of the convergence properties of the methods discussed . The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focusses on general methods, whereas the second half discusses model-specific algorithms. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value. Soren Asmussen is Professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is Thomas Ford Professor of Engineering at Stanford University.
Автор: Kabanov Yuri, Pergamenshchikov Sergei Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control ISBN: 3540653325 ISBN-13(EAN): 9783540653325 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.
Автор: Laurent Decreusefond; Jon Gjerde; Bernt Oksendal; Название: Stochastic Analysis and Related Topics VI ISBN: 0817640185 ISBN-13(EAN): 9780817640187 Издательство: Springer Рейтинг: Цена: 177010.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well as other topics, this text includes applications to finance and economics.
Автор: H. K?rezlioglu; A.S. ?st?nel Название: Stochastic Analysis and Related Topics ISBN: 0817636668 ISBN-13(EAN): 9780817636661 Издательство: Springer Рейтинг: Цена: 167660.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Presents recent research papers, all related to stochastic analysis, motivated by stochastic partial differential equations, Markov fields, the Malliavin calculus and Feynman path integrals. Topics covered include: super processes; Dirichlet forms; and anticipative stochastic 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: 97820.00 T 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: Vladimir F. Demyanov; Panos M. Pardalos; Mikhail B Название: Constructive Nonsmooth Analysis and Related Topics ISBN: 1493946315 ISBN-13(EAN): 9781493946310 Издательство: Springer Рейтинг: Цена: 88500.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This volume contains papers from the International Conference on Constructive Nonsmooth Analysis (CNSA) held in St. Petersburg, Russia, June 2012. It explores this powerful instrument in applied mathematics.
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: 93160.00 T 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.
Автор: Gy?rgy Terdik Название: Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis ISBN: 0387988726 ISBN-13(EAN): 9780387988726 Издательство: Springer Рейтинг: Цена: 97820.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The first two chapters are devoted to the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants and higher order spectra, multiple Wiener-Ito integrals and finally chaotic Wiener-Ito spectral representation of subordinated processes.
Автор: Pao-Liu Chow; Boris S. Mordukhovich; G. George Yin Название: Topics in Stochastic Analysis and Nonparametric Estimation ISBN: 1441925813 ISBN-13(EAN): 9781441925817 Издательство: Springer Рейтинг: Цена: 97820.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held.
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