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Stochastic Methods

37985
5 / 950
出版日:2012/08/10 作者:Mark Cummins (EDT); Finbarr Murphy (EDT); John J. H. Miller (EDT)  出版社:Springer Verlag  裝訂:精裝
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing an
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Statistical Analysis of Stochastic Processes in Time
滿額折
出版日:2012/07/19 作者:J. K. Lindsey  出版社:Cambridge Univ Pr  裝訂:平裝
This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic processes to an audience knowledgeable only in basic statistics. It covers almost all aspects of the subject and presents the theory in an easily accessible form that is highlighted by application to many examples. These examples arise from dozens of areas, from sociology through medicine to engineering. Complementing these are exercise sets making the book suited for introductory courses in stochastic processes. Software (available from www.cambridge.org) is provided for the freely available R system for the reader to apply to all the models presented.
優惠價: 9 2456
無庫存
Analysis of Queues: Methods and Applications
90 折
出版日:2012/04/26 作者:Natarajan Gautam  出版社:CRC PRESS  裝訂:精裝
Written with students and professors in mind, Analysis of Queues: Methods and Applications combines coverage of classical queueing theory with recent advances in studying stochastic networks. Explorin
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Stochastic Optimization in Continuous Time
90 折
出版日:2009/10/01 作者:Fwu-Ranq Chang  出版社:Cambridge Univ Pr  裝訂:平裝
First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more referen
優惠價: 9 2105
無庫存
Stochastic Resonance:From Suprathreshold Stochastic Resonance to Stochastic Signal Quantization
90 折
出版日:2008/10/27 作者:Mark D. McDonnell  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic resonance has been observed in many forms of systems, and has been hotly debated by scientists for over 30 years. Applications incorporating aspects of stochastic resonance may yet prove revolutionary in fields such as distributed sensor networks, nano-electronics, and biomedical prosthetics. Ideal for researchers in fields ranging from computational neuroscience through to electronic engineering, this book addresses in detail various theoretical aspects of stochastic quantization, in the context of the suprathreshold stochastic resonance effect. Initial chapters review stochastic resonance and outline some of the controversies and debates that have surrounded it. The book then discusses suprathreshold stochastic resonance, and its extension to more general models of stochastic signal quantization. Finally, it considers various constraints and tradeoffs in the performance of stochastic quantizers, before culminating with a chapter in the application of suprathreshold stochas
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Stochastic Control of Partially Observable Systems
90 折
出版日:2004/11/11 作者:Alain Bensoussan  出版社:Cambridge Univ Pr  裝訂:平裝
The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed.
優惠價: 9 2632
無庫存
Statistical Analysis of Stochastic Processes in Time
90 折
出版日:2004/10/07 作者:J. K. Lindsey  出版社:Cambridge Univ Pr  裝訂:精裝
This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic processes to an audience knowledgeable only in basic statistics. It covers almost all aspects of the subject and presents the theory in an easily accessible form that is highlighted by application to many examples. These examples arise from dozens of areas, from sociology through medicine to engineering. Complementing these are exercise sets making the book suited for introductory courses in stochastic processes. Software (available from www.cambridge.org) is provided for the freely available R system for the reader to apply to all the models presented.
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Optimization in Continuous Time
90 折
出版日:2004/04/26 作者:Fwu-Ranq Chang  出版社:Cambridge Univ Pr  裝訂:精裝
First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more referen
優惠價: 9 2983
無庫存
Quantitative Methods In Derivatives Pricing: An Introduction To Computational Finance
90 折
出版日:2002/04/18 作者:Tavella  出版社:John Wiley & Sons Inc  裝訂:精裝
This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Prici
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Comparison Methods For Stochastic Models & Risks
90 折
出版日:2002/02/06 作者:Muller  出版社:John Wiley & Sons Inc  裝訂:精裝
Stochastic order relations prprovide a valuable insight into the behaviour of complex stochastic (random) systems and enable the user to collect meaningful comparative data. Application areas include
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出版日:1999/01/01 作者:Johan Grasman; O. A. Van Herwaarden  出版社:Springer Verlag  裝訂:精裝
Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical s
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A Course in Stochastic Game Theory
90 折
出版日:2022/06/30 作者:Eilon Solan  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic games have an element of chance: the state of the next round is determined probabilistically depending upon players' actions and the current state. Successful players need to balance the need for short-term payoffs while ensuring future opportunities remain high. The various techniques needed to analyze these often highly non-trivial games are a showcase of attractive mathematics, including methods from probability, differential equations, algebra, and combinatorics. This book presents a course on the theory of stochastic games going from the basics through to topics of modern research, focusing on conceptual clarity over complete generality. Each of its chapters introduces a new mathematical tool – including contracting mappings, semi-algebraic sets, infinite orbits, and Ramsey's theorem, among others – before discussing the game-theoretic results they can be used to obtain. The author assumes no more than a basic undergraduate curriculum and illustrates the theory with num
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Bayesian Econometric Methods
90 折
出版日:2019/10/31 作者:Joshua Chan  出版社:Cambridge Univ Pr  裝訂:精裝
Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB® computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying sta
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Bayesian Econometric Methods
90 折
出版日:2019/10/31 作者:Joshua Chan  出版社:Cambridge Univ Pr  裝訂:平裝
Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB® computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying sta
優惠價: 9 2699
無庫存
Asymptotics of Elliptic and Parabolic Pdes ― And Their Applications in Statistical Physics, Computational Neuroscience, and Biophysics
90 折
出版日:2018/06/01 作者:David Holcman; Zeev Schuss  出版社:Springer Verlag  裝訂:精裝
This is a monograph on the emerging branch of mathematical biophysics combining asymptotic analysis with numerical and stochastic methods to analyze partial differential equations arising in biologica
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Demography and Health Issues ― Population Aging, Mortality and Data Analysis
90 折
出版日:2018/05/28 作者:Christos H. Skiadas (EDT); Charilaos Skiadas (EDT)  出版社:Springer Verlag  裝訂:精裝
This book provides new theories, applications and quantitative methods in demography, population studies and statistics. It presents and applies data analysis, statistics and stochastic modeling techn
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Stochastic Physics and Climate Modelling
90 折
出版日:2018/03/01 作者:Tim Palmer  出版社:Cambridge Univ Pr  裝訂:平裝
This is the first book to promote the use of stochastic, or random, processes to understand, model and predict our climate system. One of the most important applications of this technique is in the representation of comprehensive climate models of processes which, although crucial, are too small or fast to be explicitly modelled. The book shows how stochastic methods can lead to improvements in climate simulation and prediction, compared with more conventional bulk-formula parameterization procedures. Beginning with expositions of the relevant mathematical theory, the book moves on to describe numerous practical applications. It covers the complete range of time scales of climate variability, from seasonal to decadal, centennial, and millennial. With contributions from leading experts in climate physics, this book is invaluable to anyone working on climate models, including graduate students and researchers in the atmospheric and oceanic sciences, numerical weather forecasting, climate
優惠價: 9 2537
無庫存
Theory And Statistical Applications Of Stochastic Processes
90 折
出版日:2017/12/04 作者:Mishura  出版社:John Wiley & Sons Inc  裝訂:精裝
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 process
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Studies in the Theory of Random Processes
滿額折
出版日:2017/10/18 作者:A. V. Skorokhod  出版社:Dover Pubns  裝訂:平裝
This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, a
優惠價: 9 511
無庫存
出版日:2017/08/04 作者:Shigeyoshi Ogawa  出版社:Springer Verlag  裝訂:精裝
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Profe
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Fundamentals of Stochastic Nature Sciences
90 折
出版日:2017/05/05 作者:Valery I. Klyatskin  出版社:Springer Verlag  裝訂:精裝
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structu
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Stochastic Dynamics, Filtering and Optimization
90 折
出版日:2017/04/30 作者:Debasish Roy  出版社:Cambridge Univ Pr  裝訂:精裝
Targeted at graduate students, researchers and practitioners in the field of science and engineering, this book gives a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes. It then continues to weave into a framework of several practical tools and applications involving stochastic dynamical systems. These include tools for the numerical integration of such dynamical systems, nonlinear stochastic filtering and generalized Bayesian update theories for solving inverse problems and a new stochastic search technique for treating a broad class of non-convex optimization problems. MATLAB® codes for all the applications are uploaded on the companion website.
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Nonlinear and Stochastic Climate Dynamics
90 折
出版日:2017/01/31 作者:Christian L. E. Franzke  出版社:Cambridge Univ Pr  裝訂:精裝
It is now widely recognized that the climate system is governed by nonlinear, multi-scale processes, whereby memory effects and stochastic forcing by fast processes, such as weather and convective systems, can induce regime behavior. Motivated by present difficulties in understanding the climate system and to aid the improvement of numerical weather and climate models, this book gathers contributions from mathematics, physics and climate science to highlight the latest developments and current research questions in nonlinear and stochastic climate dynamics. Leading researchers discuss some of the most challenging and exciting areas of research in the mathematical geosciences, such as the theory of tipping points and of extreme events including spatial extremes, climate networks, data assimilation and dynamical systems. This book provides graduate students and researchers with a broad overview of the physical climate system and introduces powerful data analysis and modeling methods for
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Non-homogeneous Random Walks ― Lyapunov Function Methods for Near-critical Stochastic Systems
90 折
出版日:2016/12/31 作者:Mikhail Menshikov  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototy
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Stochastic Porous Media Equations
90 折
出版日:2016/10/01 作者:Viorel Barbu; Giuseppe Da Prato; Michael Rockner  出版社:Springer Verlag  裝訂:平裝
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturb
優惠價: 9 2430
無庫存
Science Dynamics and Research Production ― Indicators, Indexes, Statistical Laws and Mathematical Models
90 折
出版日:2016/08/11 作者:Nikolay K. Vitanov  出版社:Springer Verlag  裝訂:精裝
This book deals with methods to evaluate scientific productivity. In the book statistical methods, deterministic and stochastic models and numerous indexes are discussed that will help the reader to u
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Stochastic Analysis of Scaling Time Series ─ From Turbulence Theory to Applications
滿額折
出版日:2016/02/29 作者:François G. Schmitt  出版社:Cambridge Univ Pr  裝訂:精裝
Multi-scale systems, involving complex interacting processes that occur over a range of temporal and spatial scales, are present in a broad range of disciplines. Several methodologies exist to retrieve this multi-scale information from a given time series; however, each method has its own limitations. This book presents the mathematical theory behind the stochastic analysis of scaling time series, including a general historical introduction to the problem of intermittency in turbulence, as well as how to implement this analysis for a range of different applications. Covering a variety of statistical methods, such as Fourier analysis and wavelet transforms, it provides readers with a thorough understanding of the techniques and when to apply them. New techniques to analyse stochastic processes, including empirical mode decomposition, are also explored. Case studies, in turbulence and ocean sciences, are used to demonstrate how these statistical methods can be applied in practice, for st
優惠價: 9 3334
無庫存
Basic Stochastic Processes
90 折
出版日:2015/08/13 作者:Devolder  出版社:John Wiley & Sons Inc  裝訂:精裝
This book presents basic stochastic processes, stochastic calculus including Levy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential con
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出版日:2015/08/06 作者:Carl Graham; Denis Talay  出版社:Springer Verlag  裝訂:平裝
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more co
優惠價: 1 3499
無庫存
出版日:2015/03/18 作者:Charlin Chester  出版社:Ny Research Pr  裝訂:精裝
This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance. In this book, some of the most crucial aspects of stochastic
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出版日:2015/03/18 作者:Charlin Chester  出版社:Ny Research Pr  裝訂:精裝
This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance. In this book, some of the most crucial aspects of stochastic
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Dynamics and Irreversibility
90 折
出版日:2014/12/10 作者:Tom? T皛張a; T皛張a Tome Martins De Castro  出版社:Springer Verlag  裝訂:精裝
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langev
優惠價: 9 3240
無庫存
Spatio-temporal Data Analytics for Wind Energy Integration
90 折
出版日:2014/12/03 作者:Lei Yang; Miao He; Junshan Zhang; Vijay Vittal  出版社:Springer Verlag  裝訂:平裝
This SpringerBrief presents spatio-temporal data analytics for wind energy integration using stochastic modeling and optimization methods. It explores techniques for efficiently integrating renewable
優惠價: 9 2835
無庫存
Mathematics As a Laboratory Tool ― Dynamics, Delays and Noise
90 折
出版日:2014/03/31 作者:John Milton; Toru Ohira  出版社:Springer Verlag  裝訂:精裝
This book introduces a wide variety of mathematical methods, such as signal processing, systems identification, and stochastic differential equations, to an undergraduate audience interested in biolo
優惠價: 9 3150
無庫存
Stochastic Analysis and Diffusion Processes
90 折
出版日:2014/03/16 作者:Gopinath Kallianpur; P Sundar  出版社:OUP Academic UK  裝訂:精裝
Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of i
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Analysis and Diffusion Processes
90 折
出版日:2014/02/06 作者:Gopinath Kallianpur; P. Sundar  出版社:OUP Academic UK  裝訂:平裝
Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of i
優惠價: 9 2448
無庫存
出版日:2013/11/21 作者:Kai Lai Chung; Ruth J. Williams  出版社:Springer Verlag  裝訂:平裝
A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable
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An Introduction to Probability & Stochastic Processes
滿額折
出版日:2013/09/19 作者:James L. Melsa; Andrew P. Sage  出版社:Dover Pubns  裝訂:平裝
Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic diff
優惠價: 9 853
無庫存
Probability and Statistics for Computer Scientists
90 折
出版日:2013/08/14 作者:Michael Baron  出版社:Taylor & Francis  裝訂:精裝
Presenting probability and statistical methods, simulation techniques, and modeling tools, this book helps students solve problems and make optimal decisions in uncertain conditions, select stochastic
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Stochastic Simulation and Monte Carlo Methods ― Mathematical Foundations of Stochastic Simulations
90 折
出版日:2013/07/29 作者:Carl Graham; Denis Talay  出版社:Springer Verlag  裝訂:精裝
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more co
優惠價: 9 2700
無庫存
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