Stochastic Analysis and Related Topics VIII, Ulug Capar; A.S. ?st?nel

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: Gy?rgy Terdik
Название: Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
ISBN: 0387988726 ISBN-13(EAN): 9780387988726
Издательство: Springer
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Цена: 97820.00 T
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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
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Цена: 97820.00 T
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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.

Автор: H. K?rezlioglu; A.S. ?st?nel
Название: Stochastic Analysis and Related Topics
ISBN: 1461267315 ISBN-13(EAN): 9781461267317
Издательство: Springer
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Цена: 93160.00 T
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Автор: Parzen, Emanuel
Название: Stochastic processes
ISBN: 0898714419 ISBN-13(EAN): 9780898714418
Издательство: Mare Nostrum (Eurospan)
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Цена: 64370.00 T
Наличие на складе: Нет в наличии.
Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.

Автор: T. W. Anderson
Название: An Introduction to Multivariate Statistical Analysis, Third Edition
ISBN: 0471360910 ISBN-13(EAN): 9780471360919
Издательство: Wiley
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Цена: 184750.00 T
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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
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Цена: 46540.00 T
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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
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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.

Автор: Laurent Decreusefond; Bernt Oksendal; Ali S. ?st?n
Название: Stochastic Analysis and Related Topics VII
ISBN: 0817642005 ISBN-13(EAN): 9780817642006
Издательство: Springer
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Цена: 153690.00 T
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Описание: Stochastic analysis has proved to be one of the most widely applicable mathematical tools available to researchers. This title features articles on topics such as an analysis of heat kernels on infinite dimensional manifolds and the Hausdorff measure on Wiener space and its applications to Malliavin Calculus.

Автор: Laurent Decreusefond; Jon Gjerde; Bernt Oksendal;
Название: Stochastic Analysis and Related Topics VI
ISBN: 1461273854 ISBN-13(EAN): 9781461273851
Издательство: Springer
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Цена: 93160.00 T
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Автор: Fabrice Baudoin; Jonathon Peterson
Название: Stochastic Analysis and Related Topics
ISBN: 3319596705 ISBN-13(EAN): 9783319596709
Издательство: Springer
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Цена: 130430.00 T
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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: Laurent Decreusefond; Jon Gjerde; Bernt Oksendal;
Название: Stochastic Analysis and Related Topics VI
ISBN: 0817640185 ISBN-13(EAN): 9780817640187
Издательство: Springer
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Цена: 177010.00 T
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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.