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Kategoria BISAC: Mathematics >> Probability & Statistics - Stochastic Processes
ilość książek w kategorii: 510
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An Introduction to Stochastic Modeling
ISBN: 9780123814166 / Angielski / Twarda / 563 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Serving as the foundation for a one-semester 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 one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, ... |
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384,51 zł |
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Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008
ISBN: 9783034800204 / Angielski / Twarda / 506 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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...
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403,47 zł |
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Lyapunov Functionals and Stability of Stochastic Difference Equations
ISBN: 9780857296849 / Angielski / Twarda / 370 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Hereditary systems (or systems with either delay or after-effects) 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 continuous-time stochastic Volterra difference equations. The method allows the investigation of the... Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and bi...
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403,47 zł |
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Stochastic Analysis, Stochastic Systems, and Applications to Finance
ISBN: 9789814355704 / Angielski / Twarda / 272 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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 up-to-date 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 ...
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394,30 zł |
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Introduction to Stochastic Calculus with Applications
ISBN: 9781848168312 / Angielski / Twarda / 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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394,30 zł |
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Generalized Functionals of Brownian Motion and Their Applications: Nonlinear Functionals of Fundamental Stochastic Processes
ISBN: 9789814366366 / Angielski / Twarda / 316 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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 Wiener-Ito class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the Wiener-Sobolev 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...
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486,78 zł |
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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 / 480 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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 state-of-the-art 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...
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730,17 zł |
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Stochastik - Struktur im Zufall
ISBN: 9783486706765 / Niemiecki / Twarda / 283 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In vielen Alltagssituationen spielt der Zufall eine Rolle - in der Stochastik versuchen wir mit mathematischen Mitteln, Strukturen in dieser scheinbaren Regellosigkeit zu erkennen. Dieses Buch liefert die Werkzeuge, um den Gesetzmaigkeiten auf die Spur zu kommen. Dafur wird, ausgehend von der elementaren beschreibenden Statistik, die Wahrscheinlichkeitstheorie bis hin zum Zentralen Grenzwertsatz entwickelt. Bei aller mathematischen Stringenz bleibt das Buch dabei durch seine vielen Beispiele anschaulich. So wird z.B. ein klassisches Anwendungsgebiet der Stochastik, die mathematische...
In vielen Alltagssituationen spielt der Zufall eine Rolle - in der Stochastik versuchen wir mit mathematischen Mitteln, Strukturen in dieser scheinbar...
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cena:
148,86 zł |
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Stochastic Differential Equations and Diffusion Processes: Volume 24
ISBN: 9780444861726 / Angielski / Twarda / 572 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
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129,78 zł |
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Probability, Statistics, and Stochastic Processes
ISBN: 9780470889749 / Angielski / Twarda / 572 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area.
This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three f...
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583,88 zł |
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A Global View of Brownian Penalisations
ISBN: 9784931469525 / Angielski / Miękka / 137 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
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68,15 zł |
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Stochastic Processes, Finance and Control: A Festschrift in Honor of Robert J Elliott
ISBN: 9789814383301 / Angielski / Twarda / 604 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Consists of a series of peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. This book is of interest to researchers and practitioners.
Consists of a series of peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical financ...
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924,88 zł |
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Introduction to Stochastic Analysis: Integrals and Differential Equations
ISBN: 9781848213111 / Angielski / Twarda / 288 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion...
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from stu...
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676,38 zł |
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Advances in Stochastic Inequalities : AMS Special Session on Stochastic Inequalities and Their Applications, October 17-19, 1997, Georgia Institute of Technology
ISBN: 9780821810866 / Angielski / Miękka / 212 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume contains 15 articles based on invited talks given at an AMS Special Session on Stochastic Inequalities and Their Applications held at Georgia Institute of Technology, Atlanta, USA. The session drew international experts who exchanged ideas and presented state-of-the-art results and techniques in the field. Together, the articles in the book are intended to give a comprehensive picture of this area of mathematical probability and statistics.
This volume contains 15 articles based on invited talks given at an AMS Special Session on Stochastic Inequalities and Their Applications held at Geor...
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559,80 zł |
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Introduction to Stochastic Processes
ISBN: 9780486497976 / Angielski / Miękka / 416 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes,... This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text...
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95,89 zł |
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Stochastic Models for Learning
ISBN: 9781614273196 / Angielski / Miękka / 382 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 2012 Reprint of 1955 Edition. Exact facsimile of the original edition, not reproduced with Optical Recognition Software. A stochastic process is one in which the probabilities of a set of events keep changing with time. Bush and Mosteller make use of the mathematical techniques developed for the study of such processes in building a theory of learning and then apply the theory to explain the results of several learning experiments. Contents: Part I: The mathematical system and the general model -- 1. The basic model -- 2. Stimulus sampling and conditioning -- 3. Sequences of events -- 4....
2012 Reprint of 1955 Edition. Exact facsimile of the original edition, not reproduced with Optical Recognition Software. A stochastic process is one i...
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76,87 zł |
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Some Recent Advances in Mathematics and Statistics - Proceedings of Statistics 2011 Canada/Imst 2011-Fim XX
ISBN: 9789814417976 / Angielski / Twarda / 276 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume consists of a series of research papers presented at the conference Statistics 2011 Canada: 5th Canadian Conference in Applied Statistics held together with the 20th conference of the Forum for Interdisciplinary Mathematics titled, "Interdisciplinary Mathematical & Statistical Techniques". These papers cover a wide range of topics from applications of Mathematics and Statistics such as Selection Bias in Surveys, Biomarker Discovery, Analysis of Earth Temperature, Supply Chain Management, Trimmed ANOVA, Zero-inflated Data, Non-Gaussian Time Series, and Stochastic Ordering;...
This volume consists of a series of research papers presented at the conference Statistics 2011 Canada: 5th Canadian Conference in Applied Statistics ...
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515,99 zł |
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Probability and Stochastic Processes
ISBN: 9780470624555 / Angielski / Twarda / 576 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world app... |
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568,51 zł |
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Weak Convergence and Its Applications
ISBN: 9789814447690 / Angielski / Twarda / 184 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory.
Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more ...
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cena:
384,55 zł |
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Difference and Differential Equations with Applications in Queueing Theory
ISBN: 9781118393246 / Angielski / Twarda / 424 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models "Difference and Differential Equations with Applications in Queueing Theory" presents the unique connections between the methods and applications of differential equations, difference equations, and Markovian queues. Featuring a comprehensive collection of topics that are used in stochastic processes, particularly in queueing theory, the book thoroughly discusses the relationship to systems of linear differential difference equations. The book demonstrates the applicability... A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models "Difference and Differential Equati... |
cena:
548,02 zł |
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