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Modern Problems of Stochastic Analysis and Statistics

2017-11-21 Mathematics
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Release : 2017-11-21
Genre : Mathematics
Kind : eBook
Book Rating : 13X/5 ( reviews)

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Book Synopsis Modern Problems of Stochastic Analysis and Statistics by : Vladimir Panov

Download or read book Modern Problems of Stochastic Analysis and Statistics written by Vladimir Panov. This book was released on 2017-11-21. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Handbook of Stochastic Analysis and Applications

2001-10-23 Mathematics
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Release : 2001-10-23
Genre : Mathematics
Kind : eBook
Book Rating : 702/5 ( reviews)

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Book Synopsis Handbook of Stochastic Analysis and Applications by : D. Kannan

Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan. This book was released on 2001-10-23. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Bauablauf, Kosten, Störungen

1994
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Release : 1994
Genre :
Kind : eBook
Book Rating : 082/5 ( reviews)

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Book Synopsis Bauablauf, Kosten, Störungen by : Hermann Bauer

Download or read book Bauablauf, Kosten, Störungen written by Hermann Bauer. This book was released on 1994. Available in PDF, EPUB and Kindle. Book excerpt:

Real and Stochastic AnalysisRecent Advances

1997-03-06 Mathematics
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Release : 1997-03-06
Genre : Mathematics
Kind : eBook
Book Rating : 785/5 ( reviews)

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Book Synopsis Real and Stochastic AnalysisRecent Advances by : M.M. Rao

Download or read book Real and Stochastic AnalysisRecent Advances written by M.M. Rao. This book was released on 1997-03-06. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Models, Information Theory, and Lie Groups, Volume 2

2011-11-16 Mathematics
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Release : 2011-11-16
Genre : Mathematics
Kind : eBook
Book Rating : 441/5 ( reviews)

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Book Synopsis Stochastic Models, Information Theory, and Lie Groups, Volume 2 by : Gregory S. Chirikjian

Download or read book Stochastic Models, Information Theory, and Lie Groups, Volume 2 written by Gregory S. Chirikjian. This book was released on 2011-11-16. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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