» książki » Mathematics - Probability & Statistics - Stochastic Processes
Kategoria BISAC: Mathematics >> Probability & Statistics - Stochastic Processes
ilość książek w kategorii: 456
 |
Probability and Random Variables
ISBN: 9781904275190 / Angielski / Miękka / 344 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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. Mathematically-friendly 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:
233,81 zł |
 |
Stochastic Analysis & Applications, Volume 3
ISBN: 9781590338605 / Angielski / Twarda / 230 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Contents: On the Large and Small Increments of Fractional Lvy Brownian Fields; On Oblique Reflecting Switched Diffusion Processes; On the Weak Law of Large Numbers for Weighted Sums of Pairwise Negative Quadrant Dependent Random Variables; The Moduli of Continuity and Large Increments of a Class of Gaussian Processes; Random Walk Tests and Pseudorandom Number Generators; Increments Theory on Gaussian Processes; The Law of Large Numbers for Fuzzy Numbers with Unbounded Supports; On Moduli of Continuity for a Two-Parameter Fractional Lvy Brownian Motion on Rectangles; Total Occupation Times for...
Contents: On the Large and Small Increments of Fractional Lvy Brownian Fields; On Oblique Reflecting Switched Diffusion Processes; On the Weak Law of ...
|
cena:
623,58 zł |
 |
Distributions in Stochastic Network Models
ISBN: 9781604561432 / Angielski / Twarda / 75 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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:
691,14 zł |
 |
Stochastic Approximation
ISBN: 9780521515924 / Angielski / Twarda / 176 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and differential equations. Although powerful, these algorithms have applications in control and communications engineering, artificial intelligence and economic modeling. Unique topics include finite-time behavior, multiple timescales and asynchronous implementation. There is a useful plethora of applications, each with concrete examples from engineering and economics. Notably it covers variants of stochastic gradient-based optimization schemes,...
This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and di...
|
cena:
291,82 zł |
 |
Dynamical Theory of Brownian Motion
ISBN: 9780691079509 / Angielski / Miękka / 148 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics. These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion... |
cena:
164,12 zł |
 |
Probability and Number Theory -- Kanazawa 2005
ISBN: 9784931469433 / Angielski / Twarda / 558 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Contains the proceedings of the International Conference on Probability and Number Theory held at Kanazawa, Japan, in June 2005. This title includes several survey articles on probabilistic number theory and research papers on various topics around the bor
Contains the proceedings of the International Conference on Probability and Number Theory held at Kanazawa, Japan, in June 2005. This title includes s...
|
cena:
389,77 zł |
 |
Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996
ISBN: 9783764361068 / Angielski / Twarda / 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... |
cena:
385,52 zł |
 |
Multidimensional Stochastic Processes as Rough Paths
ISBN: 9780521876070 / Angielski / Twarda / 670 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 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, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, 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:
444,43 zł |
 |
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, ... |
cena:
410,51 zł |
 |
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...
|
cena:
385,52 zł |
 |
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...
|
cena:
385,52 zł |
 |
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 ...
|
cena:
420,96 zł |
 |
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...
|
cena:
420,96 zł |
 |
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...
|
cena:
519,70 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 / 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...
|
cena:
779,55 zł |
 |
Stochastic Differential Equations and Diffusion Processes: Volume 24
ISBN: 9780444861726 / Angielski / Twarda / 572 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
146,31 zł |
 |
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...
|
cena:
623,36 zł |
 |
A Global View of Brownian Penalisations
ISBN: 9784931469525 / Angielski / Miękka / 137 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
72,75 zł |
 |
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...
|
cena:
987,43 zł |
 |
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...
|
cena:
108,72 zł |
Czytaj nas na:
KrainaKsiazek.PL - Księgarnia Internetowa
