This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process...Lasīt vairāk
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process...Lasīt vairāk
(Izdošanas datums: 23-Apr-2021, PDF+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9781119595502)
GAUGE INTEGRAL STRUCTURES FOR STOCHASTIC CALCULUS AND QUANTUM ELECTRODYNAMICS A stand-alone introduction to specific integration problems in the probabilistic theory of stochastic calculusPicking up where his previous book, A Modern Theory of Random...Lasīt vairāk
(Izdošanas datums: 22-Apr-2021, EPUB+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9781119595526)
GAUGE INTEGRAL STRUCTURES FOR STOCHASTIC CALCULUS AND QUANTUM ELECTRODYNAMICS A stand-alone introduction to specific integration problems in the probabilistic theory of stochastic calculusPicking up where his previous book, A Modern Theory of Random...Lasīt vairāk
Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
(Izdošanas datums: 09-Jan-2018, EPUB+DRM, Izdevniecība: De Gruyter, ISBN-13: 9783110553673)
This monograph develops adaptive stochastic methods in computational mathematics. The authors discuss the basic ideas of the algorithms and ways to analyze their properties and efficiency. Methods of evaluation of multidimensional integrals and solut...Lasīt vairāk
Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
(Izdošanas datums: 09-Jan-2018, PDF+DRM, Izdevniecība: De Gruyter, ISBN-13: 9783110554632)
This monograph develops adaptive stochastic methods in computational mathematics. The authors discuss the basic ideas of the algorithms and ways to analyze their properties and efficiency. Methods of evaluation of multidimensional integrals and so...Lasīt vairāk
This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes...Lasīt vairāk
Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Integration focuses on the processes, methodologies, and approaches involved in stochastic integration. The publication first takes a look at the Ito formula,...Lasīt vairāk
Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Calculus and Stochastic Models focuses on the properties, functions, and applications of stochastic integrals. The publication first ponders on stochastic inte...Lasīt vairāk
(Izdošanas datums: 28-Jun-2013, PDF+DRM, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ISBN-13: 9783642376177)
This work starts with the study of those limit theorems in probability theory for which classical methods do not work. In many cases some form of linearization can help to solve the problem, because the linearized version is simpler. But in order to...Lasīt vairāk
(Izdošanas datums: 06-Nov-2012, PDF+DRM, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ISBN-13: 9783642331497)
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financi...Lasīt vairāk
Sērija : Pure and Applied Mathematics: A Wiley Series of Texts, Monographs and Tracts
(Izdošanas datums: 28-Sep-2011, PDF+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9781118031261)
A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinarily successful application to financial mathematics,...Lasīt vairāk
(Izdošanas datums: 03-Sep-2010, PDF+DRM, Izdevniecība: American Mathematical Society, ISBN-13: 9781470411756)
Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the m...Lasīt vairāk
(Izdošanas datums: 26-Jul-2007, PDF+DRM, Izdevniecība: Oxford University Press, ISBN-13: 9780191526886)
This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financial mathematics and signal processing. Aimed at graduate students in Mathematics, Statistics...Lasīt vairāk
(Izdošanas datums: 30-Nov-2024, PDF+DRM, Izdevniecība: American Mathematical Society, ISBN-13: 9781470478681)
This textbook introduces the major ideas of stochastic analysis with a view to modeling or simulating systems involving randomness. Suitable for students and researchers in applied mathematics and related disciplines, this book prepares readers to so...Lasīt vairāk
