Stochastic Differential Systems, B. Grigelionis

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 74970.00 T
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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: Kisielewicz Michal
Название: Stochastic Differential Inclusions and Applications
ISBN: 1461467551 ISBN-13(EAN): 9781461467557
Издательство: Springer
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Цена: 65210.00 T
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Описание: This book develops the theory of stochastic functional inclusions and applications for describing solutions of initial and boundary value problems for partial differential inclusions. Uses new, original methods to characterize stochastic functional inclusions.

Автор: Platen
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3642120571 ISBN-13(EAN): 9783642120572
Издательство: Springer
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Цена: 84780.00 T
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Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

Автор: Stefano M. Iacus
Название: Simulation and Inference for Stochastic Differential Equations
ISBN: 1441926070 ISBN-13(EAN): 9781441926074
Издательство: Springer
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Цена: 121110.00 T
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Описание: This book covers a highly relevant topic that is of wide interest, especially in finance, engineering and computational biology. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners with minimal mathematical background.

Автор: M. Metivier; E. Pardoux
Название: Stochastic Differential Systems
ISBN: 3540151761 ISBN-13(EAN): 9783540151760
Издательство: Springer
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Цена: 81050.00 T
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Автор: Norbert Christopeit; Kurt Helmes; Michael Kohlmann
Название: Stochastic Differential Systems
ISBN: 3540162283 ISBN-13(EAN): 9783540162285
Издательство: Springer
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Цена: 81050.00 T
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Автор: M. Arato; D. Vermes; A.V. Balakrishnan
Название: Stochastic Differential Systems
ISBN: 3540110380 ISBN-13(EAN): 9783540110385
Издательство: Springer
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Цена: 81050.00 T
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Автор: Xie
Название: Differential Equations for Engineers
ISBN: 1107632951 ISBN-13(EAN): 9781107632950
Издательство: Cambridge Academ
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Цена: 63360.00 T
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Описание: Xie presents a systematic introduction to differential equations for engineering students. The relevance of differential equations in engineering applications motivates readers, and studies of various types of differential equations are determined by engineering applications. The theory and techniques for solving differential equations are then applied to solve practical engineering problems.

Автор: Protter, Philip
Название: Stochastic integration and differential equations
ISBN: 3642055605 ISBN-13(EAN): 9783642055607
Издательство: Springer
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Цена: 79190.00 T
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Описание: Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process).

Автор: Belopolskaya, Y. I. Dalecky, Yu. L.
Название: Stochastic equations and differential geometry
ISBN: 9401074933 ISBN-13(EAN): 9789401074933
Издательство: Springer
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Цена: 88500.00 T
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Автор: M. Kohlmann; N. Christopeit
Название: Stochastic Differential Systems
ISBN: 3540120610 ISBN-13(EAN): 9783540120612
Издательство: Springer
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Цена: 81050.00 T
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Автор: Zhang
Название: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
ISBN: 3319405861 ISBN-13(EAN): 9783319405865
Издательство: Springer
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Цена: 158380.00 T
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Описание: This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.