Modern Problems Of Stochastic Analysis And Statistics
Download and Read Modern Problems Of Stochastic Analysis And Statistics full books in PDF, ePUB, and Kindle. Read online free Modern Problems Of Stochastic Analysis And Statistics ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Author | : Vladimir Panov |
Publisher | : Springer |
Total Pages | : 506 |
Release | : 2017-11-21 |
Genre | : Mathematics |
ISBN | : 331965313X |
Download Modern Problems of Stochastic Analysis and Statistics Book in PDF, Epub and Kindle
This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
Author | : D. Kannan |
Publisher | : CRC Press |
Total Pages | : 808 |
Release | : 2001-10-23 |
Genre | : Mathematics |
ISBN | : 1482294702 |
Download Handbook of Stochastic Analysis and Applications Book in PDF, Epub and Kindle
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Author | : Dmytro Gusak |
Publisher | : Springer Science & Business Media |
Total Pages | : 379 |
Release | : 2010-07-10 |
Genre | : Mathematics |
ISBN | : 0387878629 |
Download Theory of Stochastic Processes Book in PDF, Epub and Kindle
Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.
Author | : Hermann Bauer |
Publisher | : |
Total Pages | : 300 |
Release | : 1994 |
Genre | : |
ISBN | : 9780387567082 |
Download Bauablauf, Kosten, Störungen Book in PDF, Epub and Kindle
Author | : M.M. Rao |
Publisher | : CRC Press |
Total Pages | : 426 |
Release | : 1997-03-06 |
Genre | : Mathematics |
ISBN | : 9780849380785 |
Download Real and Stochastic AnalysisRecent Advances Book in PDF, Epub and Kindle
Real and Stochastic Analysis: Recent Advances presents a carefully edited collection of research articles written by research mathematicians and highlighting advances in RSA. A balanced blend of both theory and applications, this book covers six aspects of stochastic analysis in depth and detail. The first chapters cover the state of the art in tracers analysis, stochastic modeling as it applies to AIDS epidemiology, and the current state of higher order SDEs. Subsequent chapters present a simple approach to Gaussian dichotomy, an overview of harmonizable processes, and stochastic Fubini and Green theorems. Common to all the chapters, the employment of functional analytic methods creates a unified approach. Each chapter includes detailed proofs. Throughout the book, a substantial amount of new material is presented, much of it for the first time. This forward-looking work presents current accounts of important areas of research, evaluates recent advances, and identifies research frontiers and new challenges.
Author | : M. M. Rao |
Publisher | : |
Total Pages | : 378 |
Release | : 1986-07-14 |
Genre | : Mathematics |
ISBN | : |
Download Real and Stochastic Analysis Book in PDF, Epub and Kindle
Very Good,No Highlights or Markup,all pages are intact.
Author | : Gregory S. Chirikjian |
Publisher | : Springer Science & Business Media |
Total Pages | : 461 |
Release | : 2011-11-16 |
Genre | : Mathematics |
ISBN | : 0817649441 |
Download Stochastic Models, Information Theory, and Lie Groups, Volume 2 Book in PDF, Epub and Kindle
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Author | : Pao-Liu Chow |
Publisher | : Springer Science & Business Media |
Total Pages | : 223 |
Release | : 2010-07-19 |
Genre | : Mathematics |
ISBN | : 0387751114 |
Download Topics in Stochastic Analysis and Nonparametric Estimation Book in PDF, Epub and Kindle
To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics.
Author | : D N Shanbhag |
Publisher | : Elsevier |
Total Pages | : 996 |
Release | : 2001 |
Genre | : Science |
ISBN | : 9780444500144 |
Download Stochastic Processes: Theory and Methods Book in PDF, Epub and Kindle
J. Neyman, one of the pioneers in laying the foundations of modern statistical theory, stressed the importance of stochastic processes in a paper written in 1960 in the following terms: Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research, if treated realistically, does not involve operations on stochastic processes. Arising from the need to solve practical problems, several major advances have taken place in the theory of stochastic processes and their applications. Books by Doob (1953; J. Wiley and Sons), Feller (1957, 1966; J. Wiley and Sons) and Loeve (1960; D. van Nostrand and Col., Inc.) among others, have created growing awareness and interest in the use of stochastic processes in scientific and technological studies.The literature on stochastic processes is very extensive and is distributed in several books and journals.
Author | : Yuliya Mishura |
Publisher | : John Wiley & Sons |
Total Pages | : 406 |
Release | : 2017-11-29 |
Genre | : Mathematics |
ISBN | : 1119476631 |
Download Theory and Statistical Applications of Stochastic Processes Book in PDF, Epub and Kindle
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.