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Stochastic Methods and their Applications to Communications

2005-01-28 Technology & Engineering
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Release : 2005-01-28
Genre : Technology & Engineering
Kind : eBook
Book Rating : 179/5 ( reviews)

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Book Synopsis Stochastic Methods and their Applications to Communications by : Serguei Primak

Download or read book Stochastic Methods and their Applications to Communications written by Serguei Primak. This book was released on 2005-01-28. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Methods & their Applications to Communications presents a valuable approach to the modelling, synthesis and numerical simulation of random processes with applications in communications and related fields. The authors provide a detailed account of random processes from an engineering point of view and illustrate the concepts with examples taken from the communications area. The discussions mainly focus on the analysis and synthesis of Markov models of random processes as applied to modelling such phenomena as interference and fading in communications. Encompassing both theory and practice, this original text provides a unified approach to the analysis and generation of continuous, impulsive and mixed random processes based on the Fokker-Planck equation for Markov processes. Presents the cumulated analysis of Markov processes Offers a SDE (Stochastic Differential Equations) approach to the generation of random processes with specified characteristics Includes the modelling of communication channels and interfer ences using SDE Features new results and techniques for the of solution of the generalized Fokker-Planck equation Essential reading for researchers, engineers, and graduate and upper year undergraduate students in the field of communications, signal processing, control, physics and other areas of science, this reference will have wide ranging appeal.

Stochastic Methods in Asset Pricing

2017-08-25 Business & Economics
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Release : 2017-08-25
Genre : Business & Economics
Kind : eBook
Book Rating : 55X/5 ( reviews)

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Book Synopsis Stochastic Methods in Asset Pricing by : Andrew Lyasoff

Download or read book Stochastic Methods in Asset Pricing written by Andrew Lyasoff. This book was released on 2017-08-25. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields. The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview of risk preferences and general equilibrium in incomplete finite endowment economies, followed by the classical asset pricing setup in continuous time. The goal is to present a coherent single overview. For example, the text introduces discrete-time martingales as a consequence of market equilibrium considerations and connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including stochastic volatility, exchange options, and the exercise of American options), Merton's investment–consumption problem, and several other applications. The book includes more than 450 exercises (with detailed hints). Appendixes cover analysis and topology and computer code related to the practical applications discussed in the text.

Handbook of Stochastic Methods

1985-01-01 Mathematics
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Release : 1985-01-01
Genre : Mathematics
Kind : eBook
Book Rating : 344/5 ( reviews)

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Book Synopsis Handbook of Stochastic Methods by : Crispin W. Gardiner

Download or read book Handbook of Stochastic Methods written by Crispin W. Gardiner. This book was released on 1985-01-01. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Methods in Neuroscience

2010 Mathematics
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Release : 2010
Genre : Mathematics
Kind : eBook
Book Rating : 074/5 ( reviews)

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Book Synopsis Stochastic Methods in Neuroscience by : Carlo Laing

Download or read book Stochastic Methods in Neuroscience written by Carlo Laing. This book was released on 2010. Available in PDF, EPUB and Kindle. Book excerpt: Great interest is now being shown in computational and mathematical neuroscience, fuelled in part by the rise in computing power, the ability to record large amounts of neurophysiological data, and advances in stochastic analysis. These techniques are leading to biophysically more realistic models. It has also become clear that both neuroscientists and mathematicians profit from collaborations in this exciting research area.Graduates and researchers in computational neuroscience and stochastic systems, and neuroscientists seeking to learn more about recent advances in the modelling and analysis of noisy neural systems, will benefit from this comprehensive overview. The series of self-contained chapters, each written by experts in their field, covers key topics such as: Markov chain models for ion channel release; stochastically forced single neurons and populations of neurons; statistical methods for parameterestimation; and the numerical approximation of these stochastic models.Each chapter gives an overview of a particular topic, including its history, important results in the area, and future challenges, and the text comes complete with a jargon-busting index of acronyms to allow readers to familiarize themselves with the language used.

Stochastic Methods

2010-10-19 Science
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Release : 2010-10-19
Genre : Science
Kind : eBook
Book Rating : 626/5 ( reviews)

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Book Synopsis Stochastic Methods by : Crispin Gardiner

Download or read book Stochastic Methods written by Crispin Gardiner. This book was released on 2010-10-19. Available in PDF, EPUB and Kindle. Book excerpt: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

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