Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, Samuel N. Cohen; Istv?n Gy?ngy; Gon?alo dos Reis;

Автор: Davar Khoshnevisan; Ren? Schilling; Frederic Utzet
Название: From L?vy-Type Processes to Parabolic SPDEs
ISBN: 3319341197 ISBN-13(EAN): 9783319341194
Издательство: Springer
Рейтинг:
Цена: 27940.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

This volume presents the lecture notes from two courses given by Davar Khoshnevisan and Rene Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.

Rene Schilling's notes are an expanded version of his course on Levy and Levy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Levy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Levy-Ito decomposition. On the other, it identifies the infinitesimal generator of the Levy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible to study the properties of Feller processes as space inhomogeneous processes that locally behave like Levy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc.

In turn, Davar Khoshnevisan's course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for those equations in a rather general setting, and to deduce, as an application, comparison-type results. The framework in which these problems are addressed goes beyond the classical setting, in the sense that the driving noise is assumed to be a multiplicative space-time white noise on a group, and the underlying elliptic operator corresponds to a generator of a Levy process on that group. This implies that stochastic integration with respect to the above noise, as well as the existence and uniqueness of a solution for the corresponding equation, become relevant in their own right. These aspects are also developed and supplemented by a wealth of illustrative examples.

Автор: Dan Crisan; Ben Hambly; Thaleia Zariphopoulou
Название: Stochastic Analysis and Applications 2014
ISBN: 3319112910 ISBN-13(EAN): 9783319112916
Издательство: Springer
Рейтинг:
Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments.

Автор: Erwin Bolthausen; Marco Dozzi; Francesco Russo
Название: Seminar on Stochastic Analysis, Random Fields and Applications
ISBN: 3764352418 ISBN-13(EAN): 9783764352417
Издательство: Springer
Рейтинг:
Цена: 74490.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers;

Автор: Robert Dalang; Marco Dozzi; Francesco Russo
Название: Seminar on Stochastic Analysis, Random Fields and Applications
ISBN: 3764361069 ISBN-13(EAN): 9783764361068
Издательство: Springer
Рейтинг:
Цена: 158380.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

Автор: Arturo Kohatsu-Higa; Nicolas Privault; Shuenn-Jyi
Название: Stochastic Analysis with Financial Applications
ISBN: 3034803370 ISBN-13(EAN): 9783034803373
Издательство: Springer
Рейтинг:
Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times.

Автор: Erwin Bolthausen; Marco Dozzi; Francesco Russo
Название: Seminar on Stochastic Analysis, Random Fields and Applications
ISBN: 3034870280 ISBN-13(EAN): 9783034870283
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers;

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: Robert C. Dalang; Marco Dozzi; Francesco Russo
Название: Seminar on Stochastic Analysis, Random Fields and Applications III
ISBN: 3034894740 ISBN-13(EAN): 9783034894746
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, from September 20 to 24, 1999.

Автор: Tsoi Allanus Et Al
Название: Stochastic Analysis, Stochastic Systems, And Applications To Finance
ISBN: 9814355704 ISBN-13(EAN): 9789814355704
Издательство: World Scientific Publishing
Рейтинг:
Цена: 85530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduces some advanced topics in probability theories - both pure and applied. This book deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. It discusses some applications of optimization theories, martingale measure theories, and asset trading modeling.

Автор: A.B. Cruzeiro; J.C. Zambrini
Название: Stochastic Analysis and Applications
ISBN: 1461267641 ISBN-13(EAN): 9781461267645
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu- gal).

Автор: Ana Isabel Cardoso; Margarida de Faria; J?rgen Pot
Название: Stochastic Analysis and Applications in Physics
ISBN: 9401040982 ISBN-13(EAN): 9789401040983
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6--19, 1993

Автор: Yoon-Jae Whang
Название: Econometric Analysis of Stochastic Dominance: Concepts, Methods, Tools, and Applications
ISBN: 1108472796 ISBN-13(EAN): 9781108472791
Издательство: Cambridge Academ
Рейтинг:
Цена: 61240.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic dominance is a fundamental concept used heavily in various fields of science such as economics, finance, insurance, medicine, and statistics. This book examines stochastic dominance in a unified framework, focusing on inferential methods and foundations. It will appeal to graduate students, academic researchers, and professionals.