Stochastic Petri Nets, Peter J. Haas

Автор: Shreve, Steven E.
Название: Stochastic Calculus for Finance II
ISBN: 0387401016 ISBN-13(EAN): 9780387401010
Издательство: Springer
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Цена: 55890.00 T
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Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

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: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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Цена: 55890.00 T
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Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;

Автор: K. Jensen
Название: Coloured Petri Nets Basic Concepts, Analysis Methods and Practical Use. Volume 3
ISBN: 3642645569 ISBN-13(EAN): 9783642645563
Издательство: Springer
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Цена: 121110.00 T
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Описание: The volume presents the most important ideas and experiences from the projects, in a way which is useful also for readers who do not yet have personal experience with the construction and analysis of large CPN models. The presentation of the projects is based upon material provided by the per- sons who have accomplished the individual projects.

Автор: Wil van der Aalst; Eike Best
Название: Application and Theory of Petri Nets and Concurrency
ISBN: 331957860X ISBN-13(EAN): 9783319578606
Издательство: Springer
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Цена: 60550.00 T
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Описание: This book constitutes the proceedings of the 38th International Conference on Application and Theory of Petri Nets and Concurrency, PETRI NETS 2017, held in Zaragoza, Spain, in June 2017.

Автор: Wil M. P. van der Aalst; Kurt Jensen
Название: Transactions on Petri Nets and Other Models of Concurrency II
ISBN: 3642008984 ISBN-13(EAN): 9783642008986
Издательство: Springer
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Цена: 74530.00 T
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Описание: These Transactions publish archival papers in the area of Petri nets and other models of concurrency, ranging from theoretical work to tool support and industrial applications. This second volume focuses on concurrency in process-aware information systems.

Автор: Jiacun Wang
Название: Timed Petri Nets
ISBN: 1461375312 ISBN-13(EAN): 9781461375319
Издательство: Springer
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Цена: 186330.00 T
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Описание: Driven by the request for increased productivity, flexibility, and competitiveness, modern civilization increasingly has created high-performance discrete event dynamic systems (DEDSs). Examples of systems are manufacturing systems, communication networks, traffic and logistic systems, and military command and control systems.

Автор: Alexander Gebharter
Название: Causal Nets, Interventionism, and Mechanisms
ISBN: 3319499076 ISBN-13(EAN): 9783319499079
Издательство: Springer
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Цена: 83850.00 T
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Описание: This monograph looks at causal nets from a philosophical point of view. The author shows that one can build a general philosophical theory of causation on the basis of the causal nets framework that can be fruitfully used to shed new light on philosophical issues.

Автор: Gardiner, Crispin W.
Название: Stochastic methods
ISBN: 3540707123 ISBN-13(EAN): 9783540707127
Издательство: Springer
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Цена: 74530.00 T
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Описание: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

Автор: Song
Название: Optimal Control and Optimization of Stochastic Supply Chain Systems
ISBN: 1447147235 ISBN-13(EAN): 9781447147237
Издательство: Springer
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Цена: 139310.00 T
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Описание: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.

Автор: Karatzas
Название: Brownian Motion and Stochastic Calculus
ISBN: 0387976558 ISBN-13(EAN): 9780387976556
Издательство: Springer
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Цена: 46540.00 T
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Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Цена: 93160.00 T
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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.