wyszukanych pozycji: 23
A Concise Introduction to Analysis
ISBN: 9783319244679 / Angielski / Miękka / 2015 / 218 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
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cena:
173,46 zł |
Elements of Stochastic Calculus and Analysis
ISBN: 9783030083540 / Angielski / Miękka / 2019 / 206 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
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cena:
219,73 zł |
An Introduction to Markov Processes
ISBN: 9783642405228 / Angielski / Twarda / 2013 / 203 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes.Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These... This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to ... |
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cena:
308,41 zł |
Partial Differential Equations for Probabilists
ISBN: 9780521886512 / Angielski / Twarda / 2008 / 232 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is probability theory. Many results are given new proofs designed for readers with limited expertise in analysis. The author covers the theory of linear, second order partial differential equations of parabolic and elliptic type. Many of the techniques have antecedents in probability theory, although the...
This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of...
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cena:
286,93 zł |
Essentials of Integration Theory for Analysis
ISBN: 9783030584801 / Angielski / Miękka / 2021 Termin realizacji zamówienia: ok. 20 dni roboczych. When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by the same author, A Concise Introduction to the Theory of Integration. Appropriate as a primary text for a one-semester graduate course in integration theory, this GTM is also useful for independent study. A complete solutions manual is available for instructors who adopt the text for their courses. This second edition has been revised as follows: §2.2.5 and §8.3 have been substantially reworked. New topics have been added. As an... When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by th... |
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cena:
181,18 zł |
Partial Differential Equations for Probabilists
ISBN: 9781107400528 / Angielski / Miękka / 2012 / 232 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is probability theory. Many results are given new proofs designed for readers with limited expertise in analysis. The author covers the theory of linear, second order partial differential equations of parabolic and elliptic type. Many of the techniques have antecedents in probability theory, although the...
This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of...
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cena:
178,57 zł |
Markov Processes from K. Itô's Perspective (Am-155)
ISBN: 9780691115436 / Angielski / Miękka / 2003 / 288 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Kiyosi Ito's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Ito's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed... Kiyosi Ito's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Fel... |
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448,58 zł |
Elements of Stochastic Calculus and Analysis
ISBN: 9783319770376 / Angielski / Twarda / 2018 / 206 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book gives a somewhat unconventional introduction to stochastic analysis.
This book gives a somewhat unconventional introduction to stochastic analysis.
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cena:
219,73 zł |
Essentials of Integration Theory for Analysis
ISBN: 9781461429883 / Angielski / Miękka / 2013 / 244 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 'A Concise Introduction to the Theory of Integration' was once a best-selling Birkhauser title which published 3 editions. This manuscript is a substantial revision of the material. Chapter one now includes a section about the rate of convergence of Riemann sums. The second chapter now covers both Lebesgue and Bernoulli measures, whose relation to one another is discussed. The third chapter now includes a proof of Lebesgue's differential theorem for all monotone functions. This is a beautiful topic which is not often covered. The treatment of surface measure and the divergence theorem in the...
'A Concise Introduction to the Theory of Integration' was once a best-selling Birkhauser title which published 3 editions. This manuscript is a substa...
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cena:
192,74 zł |
An Introduction to Markov Processes
ISBN: 9783540234517 / Angielski / Miękka / 2005 / 178 str. Termin realizacji zamówienia: ok. 20 dni roboczych. To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i. e., all entries (P)j are n- negative and each row of P sums to 1) to higher and higher powers or one exponentiates R(P -- I), where R is a diagonal matrix with non-negative entries. Indeed, when it comes right down to it, that is all that is done in this book. However, I, and others of my ilk, would take offense at such a dismissive characterization of the theory of Markov chains and processes with...
To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one r...
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cena:
231,29 zł |
Essentials of Integration Theory for Analysis
ISBN: 9783030584771 / Angielski / Twarda / 2020 / 285 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
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cena:
250,57 zł |
Gaussian Measures in Finite and Infinite Dimensions
ISBN: 9783031231216 / Angielski / Miękka / 2023 / 144 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resumé of probabilistic results in which Fourieranalysis plays an essential role, and those results are then applied to derive a few basicfacts about Gaussian measures on finite dimensional spaces. In anticipation of the analysisof Gaussian measures on infinite dimensional spaces, particular attention is given to thoseproperties of Gaussian measures that are dimension independent,...
This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both...
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cena:
192,74 zł |
An Introduction to Markov Processes
ISBN: 9783662517826 / Angielski / Miękka / 2016 / 203 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doeblin's theory, general ergodic properties, and continuous time processes.
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. Topics covered include: Doebli...
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cena:
219,73 zł |
A Concise Introduction to the Theory of Integration
ISBN: 9789810201456 / Angielski / Twarda / 1990 / 160 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
135,12 zł |
Probability Theory: An Analytic View
ISBN: 9780521761581 / Angielski / Twarda / 2010 / 550 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. A second edition of Daniel W. Stroock's classic probability theory textbook suitable for first-year graduate students with a good grasp of introductory, undergraduate probability.
A second edition of Daniel W. Stroock's classic probability theory textbook suitable for first-year graduate students with a good grasp of introductor...
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cena:
542,96 zł |
Multidimensional Diffusion Processes
ISBN: 9783662222010 / Angielski / Miękka / 2014 / 338 str. Termin realizacji zamówienia: ok. 20 dni roboczych. "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers but also to all interested in Markov...
"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusi...
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cena:
212,02 zł |
A Concise Introduction to the Theory of Integration
ISBN: 9780817640736 / Angielski / Twarda / 1998 / 262 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This edition develops the basic theory of Fourier transform. Stroock's approach is the one taken originally by Norbert Wiener and the Parseval's formula, as well as the Fourier inversion formula via Hermite functions. New exercises and solutions have been added for this edition.
This edition develops the basic theory of Fourier transform. Stroock's approach is the one taken originally by Norbert Wiener and the Parseval's formu...
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cena:
173,46 zł |
An Introduction to the Theory of Large Deviations
ISBN: 9780387960210 / Angielski / Miękka / 1984 / 196 str. Termin realizacji zamówienia: ok. 20 dni roboczych. These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations - The organization of sections 1) through 3) owes something to chance and a great deal to the excellent set of notes written by R. Azencott for the course which he gave in 1978 at Saint-Flour (cf. Springer Lecture Notes in Mathematics 774). To be more precise: it is chance that I was around N. Y. U. at the time'when M. Schilder wrote his thesis. and so it may be...
These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my aud...
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cena:
289,13 zł |
Large Deviations
ISBN: 9780821827574 / Angielski / Twarda / 2001 Termin realizacji zamówienia: ok. 22 dni roboczych. The second printing of a book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results and outline the analytic approach that allows one to test and...
The second printing of a book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. Th...
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cena:
339,17 zł |
Lectures on Stochastic Analysis: Diffusion Theory
ISBN: 9780521336451 / Angielski / Miękka / 1987 / 140 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. This book is based on a course given at Massachusetts Institute of Technology.
This book is based on a course given at Massachusetts Institute of Technology.
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cena:
196,99 zł |