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wyszukanych pozycji: 9
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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques
ISBN: 9783319798455 / Angielski / Miękka / 2019 / 323 str. Termin realizacji zamówienia: ok. 20 dni roboczych. A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the "lent particle method" it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson...
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the "lent particle method...
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cena:
500,03 zł |
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Séminaire de Théorie Du Potentiel Paris, No. 9
ISBN: 9783540515920 / Francuski / Miękka / 1989 / 265 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
134,44 zł |
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The Mathematics of Errors
ISBN: 9783030885779 / Angielski / Miękka / 2023 / 448 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The Mathematics of Errorspresents an original, rigorous and systematic approach to the calculus of errors, targeted at both the engineer and the mathematician.Starting from Gauss's original point of view, the book begins as an introduction suitable for graduate students, leading to recent developments in stochastic analysis and Malliavin calculus, including contributions by the author. Later chapters, aimed at a more mature audience, require some familiarity with stochastic calculus and Dirichlet forms. Sensitivity analysis, in particular, plays an important role in the book. Detailed...
The Mathematics of Errorspresents an original, rigorous and systematic approach to the calculus of errors, targeted at both the engineer and the math...
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cena:
538,49 zł |
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Risk and Meaning: Adversaries in Art, Science and Philosophy
ISBN: 9783642176463 / Angielski / Twarda / 2011 / 302 str. Termin realizacji zamówienia: ok. 20 dni roboczych. In today 's society, prudence and probability calculation permeate our daily lives. This richly illustrated book explores how chance and risk on the one hand, and meaning or significance on the other, compete for attention in art, philosophy, and science. In today 's society, prudence and probability calculation permeate our daily lives. This richly illustrated book explores how chance and risk on th... |
cena:
192,30 zł |
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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques
ISBN: 9783319258188 / Angielski / Twarda / 2015 / 323 str. Termin realizacji zamówienia: ok. 20 dni roboczych. A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the "lent particle method" it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson...
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the "lent particle method...
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cena:
500,03 zł |
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The Mathematics of Errors
ISBN: 9783030885748 / Angielski / Twarda / 2022 / 462 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
538,49 zł |
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Error Calculus for Finance and Physics: The Language of Dirichlet Forms
ISBN: 9783110180367 / Angielski / Twarda / 2003 / 244 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientists and practitioners when studying the sensitivity of their models to small changes in the hypotheses. The book differs from what is usually done in sensitivity analysis because it yields powerful new tools allowing to manage errors in stochastic models as those used in modern finance.
The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientis...
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cena:
730,65 zł |
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Dirichlet Forms and Analysis on Wiener Space
ISBN: 9783110129199 / Niemiecki / Twarda / 1991 / 335 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic properties. They do not mention the relation with Markov processes or stochastic calculus as discussed in usual books (e.g. Fukushima's book). Even on analytic properties, instead of mentioning the Beuring-Deny formula, they discuss "carreeacute; du champ"...
The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this ...
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cena:
472,70 zł |
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Numerical Methods for Stochastic Processes
ISBN: 9780471546412 / Angielski / Twarda / 1994 / 384 str. Termin realizacji zamówienia: ok. 22 dni roboczych. In recent years, random variables and stochastic processes have emerged as important factors in predicting outcomes in virtually every field of applied and social science. Ironically, according to Nicolas Bouleau and Dominique Lepingle, the presence of randomness in the model sometimes leads engineers to accept crude mathematical treatments that produce inaccurate results. The purpose of Numerical Methods for Stochastic Processes is to add greater rigor to numerical treatment of stochastic processes so that they produce results that can be relied upon when making decisions and assessing...
In recent years, random variables and stochastic processes have emerged as important factors in predicting outcomes in virtually every field of applie...
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cena:
1119,03 zł |
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