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Kategoria BISAC: Mathematics >> Probability & Statistics - Stochastic Processes
ilość książek w kategorii: 510
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Analysis for Diffusion Processes on Riemannian Manifolds
ISBN: 9789814452649 / Angielski / Twarda / 392 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this direction along with new ideas and efficient arguments, which are crucial for further developments. Many results contained here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary.
Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and s...
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608,48 zł |
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Random Walk in Random and Non-Random Environments (Third Edition)
ISBN: 9789814447508 / Angielski / Twarda / 420 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results - mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random...
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current result...
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cena:
657,15 zł |
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Statistics Made Learnable
ISBN: 9781604146073 / Angielski / Miękka / 100 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This unique review book uses simple, step by step, easy to understand arthmetic to illustrate and explain the following statistical concepts: average, standard devioation, frequency, assumed average, grouped data, frequency distribution, permutations and combinations, binomial distributioin, normal distributiion, poisson distributioin, sampling theory, difference between two means, analysis of variance, coefficient of correlation chi square test, linear regression, and index numbers. For students, teachers, professors, researchers, data analysists and the interested lay person, this is a...
This unique review book uses simple, step by step, easy to understand arthmetic to illustrate and explain the following statistical concepts: average,...
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cena:
42,83 zł |
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Real and Stochastic Analysis: Current Trends
ISBN: 9789814551274 / Angielski / Twarda / 576 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analysis and its impact on abstract analysis. The book focuses on treating problems in areas that serve as a launching pad for continual research.
This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, hig...
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cena:
876,20 zł |
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Chi-Squared Goodness of Fit Tests with Applications
ISBN: 9780123971944 / Angielski / Twarda / 256 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Chi-Squared Goodness of Fit Tests with Applications provides a thorough and complete context for the theoretical basis and implementation of Pearson's monumental contribution and its wide applicability for chi-squared goodness of fit tests. The book is ideal for researchers and scientists conducting statistical analysis in processing of experimental data as well as to students and practitioners with a good mathematical background who use statistical methods. The historical context, especially Chapter 7, provides great insight into importance of this subject with an authoritative author... Chi-Squared Goodness of Fit Tests with Applications provides a thorough and complete context for the theoretical basis and implementation of Pearso... |
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506,25 zł |
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Mathematical Methods in the Theory of Queuing
ISBN: 9780486490960 / Angielski / Miękka / 120 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Written by a prominent Russian mathematician, this concise monograph examines aspects of queuing theory as an application of probability. The three-part treatment begins with a study of the stream of incoming demands (or "calls," in the author's terminology). Subsequent sections explore systems with losses and systems allowing delay. Prerequisites include a familiarity with the theory of probability and mathematical analysis.
A. Y. Khinchin made significant contributions to probability theory, statistical physics, and several other fields. His elegant, groundbreaking work will prove of... Written by a prominent Russian mathematician, this concise monograph examines aspects of queuing theory as an application of probability. The three-pa...
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cena:
49,77 zł |
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Stochastic Processes
ISBN: 9781107008007 / Angielski / Twarda / 390 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black Scholes formula for the pricing of derivatives in financial mathematics, the Kalman Bucy...
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a l...
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cena:
342,95 zł |
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Stochastic Differential Equations and Applications
ISBN: 9781904275343 / Angielski / Miękka / 422 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists.
This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stoc...
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cena:
306,62 zł |
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Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
ISBN: 9789814383578 / Angielski / Twarda / 464 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.
A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance....
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cena:
676,62 zł |
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Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002
ISBN: 9783034896306 / Angielski / Miękka / 328 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance. This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place ... |
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403,47 zł |
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Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996
ISBN: 9783034897273 / Angielski / Miękka / 300 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A collection of 20 refereed research or review papers presented at a six-day 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 six-day seminar in Switzerland. The contributions focus on stochastic analysis... |
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403,47 zł |
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Multifractional Stochastic Fields: Wavelet Strategies in Multifractional Frameworks
ISBN: 9789814525657 / Angielski / Twarda / 236 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments. In 1940, some works of Kolmogorov on turbulence led him to introduce this quite natural extension of Brownian Motion, which, in contrast with the latter, has correlated increments. However, the denomination FBM is due to a very famous article by Mandelbrot and Van Ness, published in 1968. Not only in it, but also in several of his following works, Mandelbrot emphasized the importance of FBM as a model in several applied areas, and thus he made it to be known by a wide...
Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments. In 1940, some works of Kolmogo...
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535,46 zł |
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Brownian Models of Performance and Control
ISBN: 9781107018396 / Angielski / Twarda / 205 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald-Siegel...
Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrat...
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218,43 zł |
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An Introduction to Measure-Theoretic Probability
ISBN: 9780128000427 / Angielski / Twarda / 426 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. An Introduction to Measure-Theoretic Probability, Second Edition, employs a classical approach to teaching the basics of measure theoretic probability. This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas should be equipped with. This edition requires no prior knowledge of measure theory, covers all its topics in great detail, and includes one chapter on the basics of ergodic theory and one chapter on two cases of statistical estimation. Topics... An Introduction to Measure-Theoretic Probability, Second Edition, employs a classical approach to teaching the basics of measure theoretic p... |
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428,32 zł |
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Festschrift Masatoshi Fukushima: In Honor of Masatoshi Fukushima's Sanju
ISBN: 9789814596527 / Angielski / Twarda / 620 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushimas contribution to mathematics, as well as authoritative surveys on the state of the art in the field.
This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathemat...
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cena:
949,22 zł |
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Arbitrage, Credit and Informational Risks
ISBN: 9789814602068 / Angielski / Twarda / 276 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
413,76 zł |
![Topics in the Theory of Random Noise [Volume One] R. L. Stratonovich Richard a. Silverman 9781614276708 Martino Fine Books](/9781614276708_topics_in_the_theory_of_random_noise_volume_one.jpg "Topics in the Theory of Random Noise [Volume One]") |
Topics in the Theory of Random Noise [Volume One]
ISBN: 9781614276708 / Angielski / Miękka / 308 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 2014 Reprint of 1963 Edition. Full facsimile of the original edition, not reproduced with Optical Recognition Software. Stratonovich was a Russian physicist, engineer, and probabilist and one of the founders of the theory of stochastic differential equations. The genesis of this book, the first of two volumes concerned with various topics in the theory of random noise, is evidenced in the author's remark, "Random processes are of great and ever increasing interest to scientists and engineers working in various branches of radio physics." The major context and relative emphases of this book...
2014 Reprint of 1963 Edition. Full facsimile of the original edition, not reproduced with Optical Recognition Software. Stratonovich was a Russian phy...
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76,41 zł |
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Analysis of Fractional Stochastic Processes: Advances and Applications - Proceedings of the 7th Jagna International Workshop
ISBN: 9789814618342 / Angielski / Twarda / 204 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensive mathematical, experimental, and computational studies due to their widening spectrum of applications in natural and social sciences. Novel vis-à-vis standard approaches in fractional stochastic analysis are presented together with experimental and theoretical highlights in applications to single particle tracking, organic semiconductors, polymer structure, complex systems, and finance, among others.
This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensi...
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477,05 zł |
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More Evidence Against the Random Walk Hypothesis: Exchange-Traded Funds (Etfs) Market and Volatility Trading
ISBN: 9789814641050 / Angielski / Twarda / 204 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume provides more evidence against the Random Walk Hypothesis and offers insights into market inefficiency through systematically trading exchange-traded funds (ETFs).The book is organized to answer the following three questions: Do ETF prices follow random walks? If not, what are some of the factors that impact their non-random walk behavior? How can investors take advantage of such price dynamics in trading ETFs?
This volume provides more evidence against the Random Walk Hypothesis and offers insights into market inefficiency through systematically trading exch...
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cena:
413,76 zł |
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Integrated Approach to Stochastic Analysis: Volume I
ISBN: 9781632380494 / Angielski / Twarda / 204 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance. In this book, some of the most crucial aspects of stochastic analysis have been presented. Also included in this book are case studies on applications of stochastic analysis, and stochastic control systems. This book contains numerous concepts and research works which briefly discuss the various aspects related to stochastic analysis. It represents a diverse and international set of perspectives in this discipline, ranging from the most uncommon topics to...
This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance. In this boo...
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cena:
595,62 zł |
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