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Kategoria BISAC: Mathematics >> Probability & Statistics  Stochastic Processes
ilość książek w kategorii: 211
Markov Processes: An Introduction for Physical Scientists
ISBN: 9780122839559 / Angielski / Twarda / 592 str. Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the singlevariable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.
Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It ...


cena:
266,12 zł 
Markov Chains
ISBN: 9780444864000 / Angielski / Twarda / 373 str. This is the revised and augmented edition of a now classic book which is an introduction to subMarkovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for postgraduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated ChaconOrnstein theorem are examined in detail.
The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact... This is the revised and augmented edition of a now classic book which is an introduction to subMarkovian kernels on general measurable spaces and the...


cena:
266,12 zł 
Topics in the Theory of Random Noise, Volume 2
ISBN: 9780677007908 / Angielski / Twarda / 330 str. 

cena:
1654,11 zł 
Selfsimilar Processes
ISBN: 9780691096278 / Angielski / Twarda / 128 str. The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decaya phenomenon often referred to as longmemory or longrange dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful.... The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, m... 

cena:
324,29 zł 
The Theory of Stochastic Processes II
ISBN: 9783540202851 / Angielski / Miękka / 441 str. From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an... From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfecti... 

cena:
259,20 zł 
Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002
ISBN: 9783764371319 / Angielski / Twarda / 328 str. This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy sis, Random Fields and Applications, which took place at the Centro Stefano Fran scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe matics, and financial modeling....
This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy sis, Random Fields and Applications, which took place at the Centro St...


cena:
604,13 zł 
Probability  Modular Mathematics Series
ISBN: 9780340614266 / Angielski / Miękka / 192 str. Probability is relevant to so many different subject areas that its importance as a mathematical technique cannot be underestimated. This book provides a comprehensive, userfriendly introduction to the subject. The stepbystep approach taken by the author allows students to develop knowledge at their own pace and, by working through the numerous exercises, they are ensured a full understanding of the material before moving on to more advanced sections. Traditional examples of probablistic theory, such as coins and dice, are included but the author has also used many exercises based on...
Probability is relevant to so many different subject areas that its importance as a mathematical technique cannot be underestimated. This book provide...


cena:
172,57 zł 
Probability & Random Variables
ISBN: 9781904275190 / Angielski / Miękka / 344 str. This undergraduate text distils the wisdom of an experienced teacher and yields, to the mutual advantage of students and their instructors, a sound and stimulating introduction to probability theory. The accent is on its essential role in statistical theory and practice, built on the use of illustrative examples and the solution of problems from typical examination papers. Mathematicallyfriendly for first and second year undergraduate students, the book is also a reference source for workers in a wide range of disciplines who are aware that even the simpler aspects of probability theory are...
This undergraduate text distils the wisdom of an experienced teacher and yields, to the mutual advantage of students and their instructors, a sound an...


cena:
240,14 zł 
Distributions in Stochastic Network Models
ISBN: 9781604561432 / Angielski / Twarda / 75 str. Presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory.
Presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory.


cena:
488,57 zł 
FORMAL POWER SERIES AND STOCHASTIC PROCESSES
ISBN: 9781860947704 / Angielski Describes an algebraic aspect of stochastic processes. This volume provides the description of the algebra of the space on onedimensional Ito processes. It also considers an extension to the multidimensional case.
Describes an algebraic aspect of stochastic processes. This volume provides the description of the algebra of the space on onedimensional Ito process...


cena:
311,85 zł 
INTRODUCTION TO BRANCHING MEASUREVALUED PROCESSES
ISBN: 9780821802694 / Angielski / Miękka / 134 str. For about half a century, two classes of stochastic processes  Gaussian processes and processes with independent increments  have played an important role in the development of stochastic analysis and its applications. During the last decade of the 20th century, a third class  branching measurevalued (BMV) processes  was also the subject of much research.
For about half a century, two classes of stochastic processes  Gaussian processes and processes with independent increments  have played an importan...


cena:
345,64 zł 
Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996
ISBN: 9783764361068 / Angielski / Twarda / 300 str. A collection of 20 refereed research or review papers presented at a sixday 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. A collection of 20 refereed research or review papers presented at a sixday seminar in Switzerland. The contributions focus on stochastic analysis... 

cena:
650,12 zł 
Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
ISBN: 9780521876070 / Angielski / Twarda / 656 str. Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, FreidlinWentzell theory, the StroockVaradhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (WongZakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and...
Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic ana...


cena:
415,75 zł 
An Introduction to Stochastic Modeling
ISBN: 9780123814166 / Angielski / Twarda / 563 str. Serving as the foundation for a onesemester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to... Serving as the foundation for a onesemester course in stochastic processes for students familiar with elementary probability theory and calculus, ... 

cena:
390,86 zł 
Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008
ISBN: 9783034800204 / Angielski / Twarda / 492 str. This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models.
The book will be a valuable resource for researchers in stochastic analysis and professionals interested... This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which to...


cena:
604,13 zł 
Lyapunov Functionals and Stability of Stochastic Difference Equations
ISBN: 9780857296849 / Angielski / Twarda / 370 str. Hereditary systems (or systems with either delay or aftereffects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional.
Lyapunov Functionals and Stability of Stochastic Difference Equations describes a general method of Lyapunov functional construction to investigate the stability of discrete and continuoustime stochastic Volterra difference equations. The method allows the investigation of the... Hereditary systems (or systems with either delay or aftereffects) are widely used to model processes in physics, mechanics, control, economics and bi...


cena:
696,11 zł 
Stochastic Analysis, Stochastic Systems, and Applications to Finance
ISBN: 9789814355704 / Angielski / Twarda / 261 str. This book introduces some advanced topics in probability theories  both pure and applied  is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some uptodate applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading...
This book introduces some advanced topics in probability theories  both pure and applied  is divided into two parts. The first part deals with the ...


cena:
421,00 zł 
Introduction to Stochastic Calculus with Applications
ISBN: 9781848168312 / Angielski / Twarda / 438 str. This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus...
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. I...


cena:
421,00 zł 
Generalized Functionals of Brownian Motion and Their Applications: Nonlinear Functionals of Fundamental Stochastic Processes
ISBN: 9789814366366 / Angielski / Twarda / 316 str. This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process — covering the classical WienerIto class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the WienerSobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph...
This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental proce...


cena:
421,00 zł 
Nonparametric Statistical Methods and Related Topics: A Festschrift in Honor of Professor P K Bhattacharya on the Occasion of His 80th Birthday
ISBN: 9789814366564 / Angielski / Twarda / 466 str. This volume consists of 22 research papers by leading researchers in Probability and Statistics. Many of the papers are focused on themes that Professor Bhattacharya has published on research. Topics of special interest include nonparametric inference, nonparametric curve fitting, linear model theory, Bayesian nonparametrics, change point problems, time series analysis and asymptotic theory.
This volume presents stateoftheart research in statistical theory, with an emphasis on nonparametric inference, linear model theory, time series analysis and asymptotic theory. It will serve as a... This volume consists of 22 research papers by leading researchers in Probability and Statistics. Many of the papers are focused on themes that Profess...


cena:
618,50 zł 