Stochastic Models in Reliability, Aven Terje, Jensen Uwe

Автор: Oksendal
Название: Stochastic Differential Equations
ISBN: 3540047581 ISBN-13(EAN): 9783540047582
Издательство: Springer
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Цена: 54820.00 T
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Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.

Автор: Gulisashvili
Название: Analytically Tractable Stochastic Stock Price Models
ISBN: 3642312136 ISBN-13(EAN): 9783642312137
Издательство: Springer
Цена: 37170.00 T
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Описание: For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.

Название: Stochastic Models in Reliability Engineering
ISBN: 0367345854 ISBN-13(EAN): 9780367345853
Издательство: Taylor&Francis
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Цена: 188850.00 T
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Описание: This book is a collective work by many leading scientists, analysts, mathematicians, and engineers who have been working on the front end of reliability science and engineering. The book covers conventional and contemporary topics in reliability science, which have seen extended research activates in the recent years.

Автор: Tadashi Dohi; Toshio Nakagawa
Название: Stochastic Reliability and Maintenance Modeling
ISBN: 1447161823 ISBN-13(EAN): 9781447161820
Издательство: Springer
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Цена: 139310.00 T
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Описание: In honor of the work of Professor Shunji Osaki, this book provides a comprehensive study of the legacy of and ongoing research in stochastic reliability and maintenance modeling. It shows readers how to apply the theory to computer and communication systems.

Автор: Haijun Li; Xiaohu Li
Название: Stochastic Orders in Reliability and Risk
ISBN: 1461468914 ISBN-13(EAN): 9781461468912
Издательство: Springer
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Цена: 93160.00 T
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Описание: Presenting research reported at SORR2011 in Xiamen, China in 2011, this book offers 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis and applications.

Автор: Marvin Rausand
Название: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition
ISBN: 047147133X ISBN-13(EAN): 9780471471332
Издательство: Wiley
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Цена: 162630.00 T
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Описание: An examination of system reliability theory, this title features in-depth discussion of dependability management and reliability centered systems as well as functional safety issues-matters critical to the IEC standards.

Автор: Martin L. Puterman
Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming
ISBN: 0471727822 ISBN-13(EAN): 9780471727828
Издательство: Wiley
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Цена: 137230.00 T
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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: Chin Diew Lai; R.E. Barlow; Min Xie
Название: Stochastic Ageing and Dependence for Reliability
ISBN: 144192129X ISBN-13(EAN): 9781441921291
Издательство: Springer
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Цена: 121110.00 T
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Описание: A panoramic view of theory and applications of Ageing and Dependence in the use of mathematical methods in reliability and survival analysis. This book has applications, exercises, and examples, and serves as reference book for professors and researchers.

Автор: S. Osaki; Y. Hatoyama
Название: Stochastic Models in Reliability Theory
ISBN: 3540138889 ISBN-13(EAN): 9783540138884
Издательство: Springer
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Цена: 102480.00 T
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Описание: In Japan there are many research workers who are especially inter- ested in stochastic models in reliability theory. On the above back- ground, it was a nice occasion for the Editors to organize the Reliabil- ity Symposium with emphasis on "Stochastic Models in Reliability Theory." The Reliability Symposium was held in Nagoya, Japan, April 23-24, 1984. In the Symposium there were 14 contributions of the recent research works on stochastic models in reliability theory in Japan. We briefly sketch all the contributions by the following classifications just for conveni- ence. The first three papers discuss coherent structure theory: Miyakawa considers stochastic coherent systems where the system's state can not be completely determined by the states of its components. He shows that such models will be used in identifying the failure mechanism based on failure pattern data. Ohi and Nishida propose multistate systems in which all the state spaces are not necessarily the same, but somewhat strong coherency is assumed. Nakashima and Yamato discuss multivalued- output systems and su gest the type of redundancy effective for improv- ing- fail-safe characteristics of such systems. The next two papers are concerned with maintenance and replacement problems: Nakagawa summarizes seven replacement models with discrete variables. He shows that each optimal number is given by a unique solu- tion to equation. Kaio and Osaki consider optimum inspection policies for a system whose failure can be detected effectively. They discuss three inspection models and give their optimum inspection policies.

Автор: Shunji Osaki
Название: Stochastic Models in Reliability and Maintenance
ISBN: 3642077250 ISBN-13(EAN): 9783642077258
Издательство: Springer
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Цена: 153720.00 T
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Описание: Much more importantly, we have to maintain such systems without failure, but cannot predict when such systems will fail and how to fix such systems without delay. Many mathematical models have been and will be proposed to describe reliability and maintainability systems by using the stochastic processes.

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: Dohi Tadashi
Название: Stochastic Reliability and Maintenance Modeling
ISBN: 144714970X ISBN-13(EAN): 9781447149705
Издательство: Springer
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Цена: 174150.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In honor of the work of Professor Shunji Osaki, this book provides a comprehensive study of the legacy of and ongoing research in stochastic reliability and maintenance modeling. It shows readers how to apply the theory to computer and communication systems.