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wyszukanych pozycji: 20
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Random Evolutions and Their Applications
ISBN: 9789401064279 / Angielski / Miękka / 2012 / 183 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The main purpose of this handbook is to summarize and to put in order the ideas, methods, results and literature on the theory of random evolutions and their applications to the evolutionary stochastic systems in random media, and also to present some new trends in the theory of random evolutions and their applications. In physical language, a random evolution ( RE ) is a model for a dynamical sys tem whose state of evolution is subject to random variations. Such systems arise in all branches of science. For example, random Hamiltonian and Schrodinger equations with random potential in...
The main purpose of this handbook is to summarize and to put in order the ideas, methods, results and literature on the theory of random evolutions an...
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cena:
192,74 zł |
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Stochastic calculus in Banach spaces
ISBN: 9783639664997 / Angielski / Miękka / 2014 / 52 str. Termin realizacji zamówienia: ok. 10-14 dni roboczych. The paper is devoted to the construction of stochastic calculus for integrals over martingales measures, including It DEGREES, Stratonovich and Skorokhod integrals. We also study multiplicative operator functionals (MOF) in Banach spaces which are a generalization of random evolutions (RE) 2]. One of the results includes Dynkin's formula for MOF. Boundary values problems for RE in Banach spaces are investigated as well. Applications are given to the random evol
The paper is devoted to the construction of stochastic calculus for integrals over martingales measures, including It DEGREES, Stratonovich and Sko...
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cena:
208,20 zł |
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Inhomogeneous Random Evolutions and Their Applications
ISBN: 9781138313477 / Angielski / Twarda / 2019 / 230 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
cena:
857,50 zł |
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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
ISBN: 9789814440127 / Angielski / Twarda / 2013 / 328 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method. The book outlines how the change of time method works for different kinds of models and problems...
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of...
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cena:
540,49 zł |
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Random Evolutions and Their Applications: New Trends
ISBN: 9789048154418 / Angielski / Miękka / 2010 / 294 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B, S) market for...
The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developmen...
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cena:
385,52 zł |
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Inhomogeneous Random Evolutions and Their Applications
ISBN: 9781032082295 / Angielski / Miękka / 2021 / 252 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
cena:
239,01 zł |
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Change of Time Methods in Quantitative Finance
ISBN: 9783319324067 / Angielski / Miękka / 2016 / 128 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties. An emphasis is given on many applications of CTM in financial and energy markets, and the presented numerical examples are based on real data. The change of time method is applied to derive the well-known Black-Scholes formula for European call options, and to derive an explicit option pricing formula for a European call option for a mean-reverting model for commodity prices.... This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental asp... |
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231,29 zł |
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Random Evolutions and Their Applications: New Trends
ISBN: 9780792362647 / Angielski / Twarda / 2000 / 294 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B, S) market for...
The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developmen...
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cena:
385,52 zł |
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Evolution of Biological Systems in Random Media: Limit Theorems and Stability
ISBN: 9789048163984 / Angielski / Miękka / 2010 / 218 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This is a new book in biomathematics, which includes new models of stochastic non-linear biological systems and new results for these systems. These results are based on the new results for non-linear difference and differential equations in random media. This book contains: -New stochastic non-linear models of biological systems, such as biological systems in random media: epidemic, genetic selection, demography, branching, logistic growth and predator-prey models; This is a new book in biomathematics, which includes new models of stochastic non-linear biological systems and new results for these systems. Thes... |
cena:
192,74 zł |
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Random Dynamical Systems in Finance
ISBN: 9780367380144 / Angielski / Miękka / 2019 / 357 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
cena:
322,16 zł |
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
ISBN: 9783031334313 / Angielski / Miękka / 2024 Termin realizacji zamówienia: ok. 20 dni roboczych. This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and their extensions in some additional directions, including reduced random media, controlled processes, and optimal stopping. Finally, applications of discrete-time semi-Markov random evolutions in...
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov c...
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cena:
462,63 zł |
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Random Dynamical Systems in Finance
ISBN: 9781439867181 / Angielski / Twarda / 2013 / 357 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely focus on RDS in finance and economics. Exploring this emerging area, Random Dynamical Systems in Finance shows how to model RDS in financial applications. Through numerous examples, the book explains how the theory of RDS can describe the asymptotic and qualitative... The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in mod... |
cena:
701,59 zł |
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
ISBN: 9783031334283 / Angielski / Twarda / 2023 Termin realizacji zamówienia: ok. 20 dni roboczych. This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and their extensions in some additional directions, including reduced random media, controlled processes, and optimal stopping. Finally, applications of discrete-time semi-Markov random evolutions in...
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov c...
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cena:
462,63 zł |
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Random Evolutions and Their Applications
ISBN: 9780792345336 / Angielski / Twarda / 1997 / 183 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The main purpose of this handbook is to summarize and to put in order the ideas, methods, results and literature on the theory of random evolutions and their applications to the evolutionary stochastic systems in random media, and also to present some new trends in the theory of random evolutions and their applications. In physical language, a random evolution ( RE ) is a model for a dynamical sys tem whose state of evolution is subject to random variations. Such systems arise in all branches of science. For example, random Hamiltonian and Schrodinger equations with random potential in...
The main purpose of this handbook is to summarize and to put in order the ideas, methods, results and literature on the theory of random evolutions an...
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cena:
192,74 zł |
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Semi-Markov Random Evolutions
ISBN: 9789401044394 / Angielski / Miękka / 2012 / 310 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The evolution of systems in random media is a broad and fruitful field for the applica- tions of different mathematical methods and theories. This evolution can be character- ized by a semigroup property. In the abstract form, this property is given by a semigroup of operators in a normed vector (Banach) space. In the practically boundless variety of mathematical models of the evolutionary systems, we have chosen the semi-Markov ran- dom evolutions as an object of our consideration. The definition of the evolutions of this type is based on rather simple initial assumptions. The random medium...
The evolution of systems in random media is a broad and fruitful field for the applica- tions of different mathematical methods and theories. This evo...
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cena:
385,52 zł |
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Stochastic Modelling of Big Data in Finance
ISBN: 9781032209265 / Angielski / Twarda / 2022 / 340 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
cena:
400,11 zł |
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Random Motions in Markov and Semi-Markov Random Environments 2: High-Dimensional Random Motions and Financial Applications
ISBN: 9781786307064 / Angielski / Twarda / 2021 / 224 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
cena:
754,66 zł |
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Random Motions in Markov and Semi-Markov Random Environments 1: Homogeneous Random Motions and Their Applications
ISBN: 9781786305473 / Angielski / Twarda / 2021 / 256 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
cena:
754,66 zł |
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Semi-Markov Random Evolutions
ISBN: 9780792331506 / Angielski / Twarda / 1994 / 310 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The evolution of systems in random media is a broad and fruitful field for the applica tions of different mathematical methods and theories. This evolution can be character ized by a semigroup property. In the abstract form, this property is given by a semigroup of operators in a normed vector (Banach) space. In the practically boundless variety of mathematical models of the evolutionary systems, we have chosen the semi-Markov ran dom evolutions as an object of our consideration. The definition of the evolutions of this type is based on rather simple initial assumptions. The random medium is...
The evolution of systems in random media is a broad and fruitful field for the applica tions of different mathematical methods and theories. This evol...
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cena:
385,52 zł |
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Evolution of Biological Systems in Random Media: Limit Theorems and Stability
ISBN: 9781402015540 / Angielski / Twarda / 2003 / 218 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The book is devoted to the study of limit theorems and stability of evolving biologieal systems of "particles" in random environment. Here the term "particle" is used broadly to include moleculas in the infected individuals considered in epidemie models, species in logistie growth models, age classes of population in demographics models, to name a few. The evolution of these biological systems is usually described by difference or differential equations in a given space X of the following type and dxt/dt = g(Xt, y), here, the vector x describes the state of the considered system, 9 specifies...
The book is devoted to the study of limit theorems and stability of evolving biologieal systems of "particles" in random environment. Here the term "p...
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cena:
192,74 zł |
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