Stochastic Processes and Applications, Jacek Fabian
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: Martin L. Puterman Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming ISBN: 0471727822 ISBN-13(EAN): 9780471727828 Издательство: Wiley Рейтинг: Цена: 137230.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.
Автор: Bernido Christopher C & Carpio-Bernido M Victoria Название: Analysis Of Fractional Stochastic Processes: Advances And Applications - Proceedings Of The 7Th Jagna International Workshop ISBN: 9814618349 ISBN-13(EAN): 9789814618342 Издательство: World Scientific Publishing Цена: 103490.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensive mathematical, experimental, and computational studies due to their widening spectrum of applications in natural and social sciences.
Автор: Pavliotis Grigorios A. Название: Stochastic Processes and Applications ISBN: 1493913220 ISBN-13(EAN): 9781493913220 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences.
A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics
This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it.
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference.
Fulfills the need for an updated and unified treatment of matrix differential calculus
Contains many new examples and exercises based on questions asked of the author over the years
Covers new developments in field and features new applications
Written by a leading expert and pioneer of the theory
Part of the Wiley Series in Probability and Statistics
Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Автор: Vidyadhar S. Mandrekar Название: Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems ISBN: 3110475421 ISBN-13(EAN): 9783110475425 Издательство: Walter de Gruyter Цена: 74320.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents:Weak convergence of stochastic processesWeak convergence in metric spacesWeak convergence on C[0, 1] and D[0,?)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography
Автор: Erik van Doorn Название: Stochastic Monotonicity and Queueing Applications of Birth-Death Processes ISBN: 0387905472 ISBN-13(EAN): 9780387905471 Издательство: Springer Рейтинг: Цена: 81050.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A stochastic process {X(t): 0 S t < =} with discrete state space S c ~ is said to be stochastically increasing (decreasing) on an interval T if the probabilities Pr{X(t) > i}, i E S, are increasing (decreasing) with t on T.
Автор: Mario Lefebvre Название: Basic Probability Theory with Applications ISBN: 0387749942 ISBN-13(EAN): 9780387749945 Издательство: Springer Рейтинг: Цена: 69870.00 T Наличие на складе: Невозможна поставка. Описание: Presents elementary probability theory with applications that illustrate the theory. This book reviews the basic elements of differential calculus which are used in the material to follow. It is suitable for students in pure and applied sciences such as mathematics, engineering, computer science, finance and economics.
Автор: Kun Il Park Название: Fundamentals of Probability and Stochastic Processes with Applications to Communications ISBN: 3319680749 ISBN-13(EAN): 9783319680743 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are the essential mathematical disciplines used in communications engineering.
Автор: Grigorios A. Pavliotis Название: Stochastic Processes and Applications ISBN: 1493954792 ISBN-13(EAN): 9781493954797 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences.
Автор: Sergio Albeverio; Philip Blanchard; L. Streit Название: Stochastic Processes and their Applications ISBN: 0792308948 ISBN-13(EAN): 9780792308942 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: 'Et moi, ..., si j'avait su comment en revenIT, One service mathematics has rendered the je n'y serais point allt\.' human race. It has put common sense back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. 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.
Автор: Kiyosi Ito; Takeyuki Hida Название: Stochastic Processes and Their Applications ISBN: 3540167730 ISBN-13(EAN): 9783540167730 Издательство: Springer Рейтинг: Цена: 32560.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
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