Stochastic Geometry, Viktor Benes; Jan Rataj

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: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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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: Tu, Loring W.
Название: Differential Geometry
ISBN: 3319550829 ISBN-13(EAN): 9783319550824
Издательство: Springer
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Цена: 59620.00 T
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Описание: Over the past one hundred years, differential geometry has proven indispensable to an understanding of the physical world, in Einstein`s general theory of relativity, in the theory of gravitation, in gauge theory, and now in string theory.

Автор: Jacod Jean, Shiryaev Albert N.
Название: Limit Theorems for Stochastic Processes
ISBN: 3540439323 ISBN-13(EAN): 9783540439325
Издательство: Springer
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Цена: 121110.00 T
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Описание: Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.

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: Ya.I. Belopolskaya; Yu.L. Dalecky
Название: Stochastic Equations and Differential Geometry
ISBN: 9027728070 ISBN-13(EAN): 9789027728074
Издательство: Springer
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Цена: 88500.00 T
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Описание: 'Et moi, ..., si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com- puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Название: Stochastic Geometry and Its Applications
ISBN: 0470664819 ISBN-13(EAN): 9780470664810
Издательство: Wiley
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Цена: 85480.00 T
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Описание: An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences.

Автор: Yuri E. Gliklikh
Название: Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics
ISBN: 0792341546 ISBN-13(EAN): 9780792341543
Издательство: Springer
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Описание: It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds arising in Physics, and its validity is based on the deep inter-relation between modem Differential Geometry and certain parts of the Theory of Stochastic Processes, discovered not so long ago.

Автор: R.V. Ambartzumian
Название: Stochastic and Integral Geometry
ISBN: 9401082391 ISBN-13(EAN): 9789401082396
Издательство: Springer
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Цена: 81050.00 T
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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: Volker Schmidt
Название: Stochastic Geometry, Spatial Statistics and Random Fields
ISBN: 3319100637 ISBN-13(EAN): 9783319100630
Издательство: Springer
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Цена: 65210.00 T
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Описание: This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.g.

Автор: Rolf Schneider; Wolfgang Weil
Название: Stochastic and Integral Geometry
ISBN: 3642097669 ISBN-13(EAN): 9783642097669
Издательство: Springer
Цена: 81050.00 T
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Описание: Foundations of Stochastic Geometry.- Prolog.- Random Closed Sets.- Point Processes.- Geometric Models.- Integral Geometry.- Averaging with Invariant Measures.- Extended Concepts of Integral Geometry.- Integral Geometric Transformations.- Selected Topics from Stochastic Geometry.- Some Geometric Probability Problems.- Mean Values for Random Sets.- Random Mosaics.- Non-stationary Models.- Facts from General Topology.- Invariant Measures.- Facts from Convex Geometry.