ilość książek w kategorii: 404
The Lady Tasting Tea: How Statistics Revolutionized Science in the Twentieth Century
ISBN: 9780805071344 / Angielski / Miękka / 352 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. An insightful, revealing history of the magical mathematics that transformed our world. At a summer tea party in Cambridge, England, a guest states that tea poured into milk tastes different from milk poured into tea. Her notion is shouted down by the scientific minds of the group. But one man, Ronald Fisher, proposes to scientifically test the hypothesis. There is no better person to conduct such an experiment, for Fisher is a pioneer in the field of statistics. The Lady Tasting Tea spotlights not only Fisher's theories but also the revolutionary ideas of... An insightful, revealing history of the magical mathematics that transformed our world. At a summer tea party in Cambridge, England, ... |
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118,68 zł |
Stochastic Processes and Functional Analysis: In Celebration of M.M. Rao's 65th Birthday
ISBN: 9780824798017 / Angielski / Miękka / 296 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. "Covers the areas of modern analysis and probability theory. Presents a collection of papers given at the Festschrift held in honor of the 65 birthday of M. M. Rao, whose prolific published research includes the well-received Marcel Dekker, Inc. books Theory of Orlicz Spaces and Conditional Measures and Applications. Features previously unpublished research articles by a host of internationally recognized scholars."
"Covers the areas of modern analysis and probability theory. Presents a collection of papers given at the Festschrift held in honor of the 65 birthday...
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cena:
1220,94 zł |
Nonlinear Dynamical Systems and Control: A Lyapunov-Based Approach
ISBN: 9780691133294 / Angielski / Twarda / 944 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych.
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cena:
717,57 zł |
Handbook of Game Theory with Economic Applications: Volume 2
ISBN: 9780444894274 / Angielski / Twarda / 1512 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This is the second of three volumes surveying the state of the art in Game Theory and its applications to many and varied fields, in particular to economics. The chapters in the present volume are contributed by outstanding authorities, and provide comprehensive coverage and precise statements of the main results in each area. The applications include empirical evidence. The following topics are covered: communication and correlated equilibria, coalitional games and coalition structures, utility and subjective probability, common knowledge, bargaining, zero-sum games, differential games, and...
This is the second of three volumes surveying the state of the art in Game Theory and its applications to many and varied fields, in particular to eco...
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579,95 zł |
Introduction to Stochastic Calculus with Applications
ISBN: 9781848168329 / Angielski / Miękka / 452 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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...
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244,19 zł |
Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
ISBN: 9781848168480 / Angielski / Twarda / 292 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas.An extensive, self-contained, up-to-date analysis of basic...
This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic ...
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cena:
462,95 zł |
Quantum Probability and Related Topics - Proceedings of the 32nd Conference
ISBN: 9789814447539 / Angielski / Twarda / 280 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume contains the current research in quantum probability, infinite dimensional analysis and related topics. Contributions by experts in these fields highlight the latest developments and interdisciplinary connections with classical probability, stochastic analysis, white noise analysis, functional analysis and quantum information theory. This diversity shows how research in quantum probability and infinite dimensional analysis is very active and strongly involved in the modern mathematical developments and applications. Tools and techniques presented here will be of great value to...
This volume contains the current research in quantum probability, infinite dimensional analysis and related topics. Contributions by experts in these ...
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cena:
503,64 zł |
Stochastic Simulation Optimization for Discrete Event Systems: Perturbation Analysis, Ordinal Optimization and Beyond
ISBN: 9789814513005 / Angielski / Twarda / 276 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a "hard nut to crack." The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization...
Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, t...
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cena:
412,07 zł |
Stochastic Calculus for Finance II: Continuous-Time Models
ISBN: 9781441923110 / Angielski / Miękka / 550 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed... Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The... |
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233,97 zł |
Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
ISBN: 9783319001005 / Angielski / Twarda / 342 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author's previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a...
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochasti...
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cena:
389,98 zł |
Risk-Sensitive Investment Management
ISBN: 9789814578035 / Angielski / Twarda / 416 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems. This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes. With its emphasis on the...
Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of prac...
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cena:
661,34 zł |
Risk-Sensitive Investment Management
ISBN: 9789814578042 / Angielski / Miękka / 416 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems. This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes. With its emphasis on the...
Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of prac...
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cena:
274,71 zł |
Effective Dynamics of Stochastic Partial Differential Equations
ISBN: 9780128008829 / Angielski / Twarda / 282 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The... Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales... |
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cena:
350,97 zł |
Stochastic Calculus for Quantitative Finance
ISBN: 9781785480348 / Angielski / Twarda / 208 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of... In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Th... |
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386,63 zł |
Elements of Stochastic Dynamics
ISBN: 9789814723329 / Angielski / Twarda / 552 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in fields such as physics, chemistry, biology, ecology, economy, finance, and many branches of engineering including Mechanical, Ocean, Civil, Bio, and Earthquake Engineering.Elements of Stochastic Dynamics aims to meet the growing need to understand and master the subject by introducing fundamentals to researchers who want to explore stochastic dynamics in their fields and serving as a textbook for...
Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and m...
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cena:
569,77 zł |
Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
ISBN: 9783319033525 / Angielski / Miękka / 342 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author's previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a...
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochasti...
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cena:
389,98 zł |
Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
ISBN: 9781498746229 / Angielski / Twarda / 310 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Developed from the author s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. The book begins with a history of Monte-Carlo... Developed from the author s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear |
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cena:
432,37 zł |
Inequalities in Analysis and Probability (Second Edition)
ISBN: 9789813143982 / Angielski / Twarda / 308 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of many new results are presented in great detail. Original tools are developed for spatial point processes and stochastic integration with respect to local...
The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalitie...
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cena:
462,95 zł |
Risk and Stochastics: Ragnar Norberg
ISBN: 9781786341945 / Angielski / Twarda / 320 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial science, finance, probability and statistics to celebrate the achievements of Professor Ragnar Norberg as he turns 70.This book is a collection of articles written by speakers of the conference, themselves respected academics who have influenced and been influenced by the life and work of Professor Norberg. Celebrated in this book are his professional and academic achievements, most significantly the instrumental work he put into setting up the...
The Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial scie...
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cena:
534,17 zł |
Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Second Edition)
ISBN: 9789813149243 / Angielski / Twarda / 356 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the...
The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulatio...
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cena:
585,04 zł |