Stochastic Games And Related Topics, T.E.S. Raghaven; Thomas S. Ferguson; T. Parthasara
Автор: Shreve, Steven E. Название: Stochastic Calculus for Finance II ISBN: 0387401016 ISBN-13(EAN): 9780387401010 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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 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: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: Fabrice Baudoin; Jonathon Peterson Название: Stochastic Analysis and Related Topics ISBN: 3319596705 ISBN-13(EAN): 9783319596709 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The articles in this collection are a sampling of some of the research presented during the conference "Stochastic Analysis and Related Topics", held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Banuelos.
Автор: H. K?rezlioglu; A.S. ?st?nel Название: Stochastic Analysis and Related Topics ISBN: 1461267315 ISBN-13(EAN): 9781461267317 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Laurent Decreusefond; Jon Gjerde; Bernt Oksendal; Название: Stochastic Analysis and Related Topics VI ISBN: 1461273854 ISBN-13(EAN): 9781461273851 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
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: Ulug Capar; A.S. ?st?nel Название: Stochastic Analysis and Related Topics VIII ISBN: 3034894066 ISBN-13(EAN): 9783034894067 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.
This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus.
The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.
Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. st nel
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: Gardiner, Crispin W. Название: Stochastic methods ISBN: 3540707123 ISBN-13(EAN): 9783540707127 Издательство: Springer Рейтинг: Цена: 74530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: David W.K. Yeung; Leon A. Petrosjan Название: Cooperative Stochastic Differential Games ISBN: 1441920943 ISBN-13(EAN): 9781441920942 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research.
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