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Stokastik
Visning: Type : Alle | Sprog : Alle | Format : Alle
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Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods (Bog, Paperback / softback, Engelsk)This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete... Læs mere
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Continuous-Time Asset Pricing Theory: A Martingale-Based Approach (Bog, Paperback / softback, Engelsk)Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions).
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security (Bog, Paperback / softback, Engelsk)There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.
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Sub-structure Coupling for Dynamic Analysis: Application to Complex Simulation-Based Problems Involving Uncertainty (Bog, Paperback / softback, Engelsk)This book combines a model reduction technique with an efficient parametrization scheme for the purpose of solving a class of complex and computationally expensive simulation-based problems involving finite element models.
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Introduction to Queueing Systems with Telecommunication Applications (Bog, Paperback / softback, Engelsk)More recent advances of queueing systems are based on phase type distributions, Markov arrival processes and quasy birth death processes, which are introduced in the last chapter of the first part. The second part is devoted to queueing models and their applications.
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Probability and Analysis in Interacting Physical Systems: In Honor of S.R.S. Varadhan, Berlin, August, 2016 (Bog, Paperback / softback, Engelsk)Levering: Skaffevare (forvent 14 - 30 hverdage) -
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Advances in H8 Control Theory: Switched, Delayed, and Biological Systems (Bog, Paperback / softback, Engelsk)Advances in H8 Control Theory is concerned with state-of-the-art developments in three areas:the extended treatment of mostly deterministic switched systems with dwell-time;the control of retarded stochastic state-multiplicative noisy systems;
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Matrices, Statistics and Big Data: Selected Contributions from IWMS 2016 (Bog, Paperback / softback, Engelsk)This volume features selected, refereed papers on various aspects of statistics, matrix theory and its applications to statistics,... Læs mere
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Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems: Using the Methods of Stochastic Processes (Bog, Paperback / softback, Engelsk)Levering: Skaffevare (forvent 14 - 30 hverdage) -
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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications: Edinburgh, July 2017 Selected, Revised and Extended Contributions (Bog, Paperback / softback, Engelsk)This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs.
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Research Problems in Function Theory: Fiftieth Anniversary Edition (Bog, Paperback / softback, Engelsk)Levering: Skaffevare (forvent 14 - 30 hverdage) -
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Modeling, Stochastic Control, Optimization, and Applications (Bog, Paperback / softback, Engelsk)This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018.
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