Lyapunov Exponents, Ludwig Arnold; Volker Wihstutz

Автор: Leonid Shaikhet
Название: Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
ISBN: 3319001000 ISBN-13(EAN): 9783319001005
Издательство: Springer
Рейтинг:
Цена: 121890.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a detailed description of Lyapunov functional construction. It features profuse analytical and numerical examples and demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems.

Автор: Yor Marc
Название: Exponential Functionals of Brownian Motion and Related Processes
ISBN: 3540659439 ISBN-13(EAN): 9783540659433
Издательство: Springer
Цена: 65170.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of LГ©vy processes are indicated. Some papers originally published in French are made available in English for the first time.

Автор: M. Stein; I. Olkin; T. A. Azlarov; N. A. Volodin
Название: Characterization Problems Associated with the Exponential Distribution
ISBN: 146129374X ISBN-13(EAN): 9781461293743
Издательство: Springer
Рейтинг:
Цена: 97820.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Problems of calculating the reliability of instruments and systems and the development of measures to increase efficiency and reduce operational costs confronted physicists and mathe- maticians at the end of the `40`s and the beginning of the `50`s in connection with the unrelia- bility of electro-vacuum instruments used in aviation.

Автор: Hyndman
Название: Forecasting with Exponential Smoothing
ISBN: 3540719164 ISBN-13(EAN): 9783540719168
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: However, a modeling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until recently. More advanced topics are covered in Part 3, including the mathematical properties of the models and extensions of the models for specific problems.

Автор: Masafumi Akahira
Название: Statistical Estimation for Truncated Exponential Families
ISBN: 9811052956 ISBN-13(EAN): 9789811052958
Издательство: Springer
Рейтинг:
Цена: 51230.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter.

Автор: Wolfgang Siegert
Название: Local Lyapunov Exponents
ISBN: 3540859632 ISBN-13(EAN): 9783540859635
Издательство: Springer
Рейтинг:
Цена: 41880.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Establishing a fresh concept of local Lyapunov exponents, the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too.

Автор: Leonid Shaikhet
Название: Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
ISBN: 3319033522 ISBN-13(EAN): 9783319033525
Издательство: Springer
Рейтинг:
Цена: 113180.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a detailed description of Lyapunov functional construction. It features profuse analytical and numerical examples and demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems.

Автор: Uwe K?chler; Michael Sorensen
Название: Exponential Families of Stochastic Processes
ISBN: 1475771002 ISBN-13(EAN): 9781475771008
Издательство: Springer
Рейтинг:
Цена: 139750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive account of the statistical theory of exponential families of stochastic processes. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later.

Автор: Norihiko Kazamaki
Название: Continuous Exponential Martingales and BMO
ISBN: 3540580425 ISBN-13(EAN): 9783540580423
Издательство: Springer
Рейтинг:
Цена: 23250.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes.

Автор: Barndorff-Niels
Название: Information and Exponential Families in Statistical Theory 2e
ISBN: 111885750X ISBN-13(EAN): 9781118857502
Издательство: Wiley
Рейтинг:
Цена: 67530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Provides a commentary on recent financial policies covering macroeconomic perspectives, monetary-fiscal policies, external sector policies, particularly exchange rate management and gold. The collection will be of interest to the general reader with broad interest in financial policies, and also to policy-makers, opinion makers, banks and financial institutions, academics, and students of finance.

Автор: W. Britton
Название: Conjugate Duality and the Exponential Fourier Spectrum
ISBN: 0387908269 ISBN-13(EAN): 9780387908267
Издательство: Springer
Рейтинг:
Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Sergei A. Avdonin , Sergei A. Ivanov
Название: Families of Exponentials
ISBN: 0521452430 ISBN-13(EAN): 9780521452434
Издательство: Cambridge Academ
Рейтинг:
Цена: 121440.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the newly developed theory of non-harmonic Fourier series and its applications to the control of distributed parameter systems. The modern theory of exponentials and the method of moments are the primary tools used. Applications to various types of control problems are discussed.