TOP
紅利積點抵現金,消費購書更貼心
篩選商品
縮小範圍
搜尋結果 /

Stochastic Methods

37982
6 / 950
Stochastic Tools in Mathematics and Science
90 折
出版日:2013/05/31 作者:Alexandre J. Chorin; Ole H. Hald  出版社:Springer Verlag  裝訂:精裝
"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stochast
優惠價: 9 3150
無庫存
An Introduction to Differential Equations―Stochastic Modeling, Methods, and Analysis
滿額折
出版日:2013/03/30 作者:Anil G. Ladde; G. S. Ladde  出版社:World Scientific Pub Co Inc  裝訂:精裝
For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as
優惠價: 9 2387
無庫存
出版日:2012/12/22 作者:Alano Ancona; K. David Elworthy; Michel Emery; Hiroshi Kunita  出版社:Springer Verlag  裝訂:平裝
Kunita, H.:Stochastic differential equations and stochastic flows of diffeomorphisms.-Elworthy, D.: Geometric aspects of diffusions on manifolds.-Ancona, A.:Theorie du potential sur les graphs et le
優惠價: 1 3498
無庫存
出版日:2012/09/30 作者:Manolis Papadrakakis (EDT); George Stefanou (EDT); Vissarion Papadopoulos (EDT)  出版社:Springer Verlag  裝訂:精裝
The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues relate
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Recursive Algorithms for Optimization—Simultaneous Perturbation Methods
90 折
出版日:2012/08/12 作者:S. Bhatnagar; H. L. Prasad; L.a. Prashanth  出版社:Springer Verlag  裝訂:平裝
Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unif
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
An Introction to Differential Equations―Stochastic Modeling, Methods, and Analysis
滿額折
出版日:2012/07/26 作者:Anil G. Ladde; G. S. Ladde  出版社:World Scientific Pub Co Inc  裝訂:精裝
For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as
優惠價: 9 4835
無庫存
Modern Spatiotemporal Geostatistics
滿額折
出版日:2012/07/17 作者:George Christakos  出版社:Dover Pubns  裝訂:平裝
This introductory scholarly?treatment explores?the fundamentals of modern geostatistics, a group of spatiotemporal concepts and methods related to?the advancement of the epistemic status of stochastic
優惠價: 9 1024
無庫存
出版日:2012/04/06 作者:Ken Sekimoto  出版社:Springer Verlag  裝訂:平裝
Stochastic Energetics by now commonly designates the emerging field that bridges the gap between stochastic dynamical processes and thermodynamics.Triggered by the vast improvements in spatio-temporal
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:2012/01/16 作者:Nobuyuki Ikeda; David Nualart; Daniel W. Stroock  出版社:Springer Verlag  裝訂:平裝
Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener
優惠價: 1 2498
無庫存
出版日:2011/12/12 作者:Atle Seierstad  出版社:Springer Verlag  裝訂:平裝
This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems
優惠價: 1 3498
無庫存
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
90 折
出版日:2011/11/21 作者:Jean-Pierre Fouque  出版社:Cambridge Univ Pr  裝訂:精裝
Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered include variance-reduction techniques, portfolio optimization, forward-looking estimation of CAPM 'beta', and the Heston model and generalizations of it. 'Off-the-shelf' formulas and calibration tools are provided to ease the transition for practitioners who adopt this new method. The attention to detail and explicit presentation make this also an excellent text for a graduate course in financial and ap
優惠價: 9 3392
無庫存
Reversibility and Stochastic Networks
滿額折
出版日:2011/08/15 作者:F. P. Kelly  出版社:Cambridge Univ Pr  裝訂:平裝
This classic in stochastic network modelling broke new ground when it was published in 1979, and it remains a superb introduction to reversibility and its applications. The book concerns behaviour in equilibrium of vector stochastic processes or stochastic networks. When a stochastic network is reversible its analysis is greatly simplified, and the first chapter is devoted to a discussion of the concept of reversibility. The rest of the book focuses on the various applications of reversibility and the extent to which the assumption of reversibility can be relaxed without destroying the associated tractability. Now back in print for a new generation, this book makes enjoyable reading for anyone interested in stochastic processes thanks to the author's clear and easy-to-read style. Elementary probability is the only prerequisite and exercises are interspersed throughout.
優惠價: 9 2339
無庫存
出版日:2011/04/30 作者:Paul H. Bezandry; Toka Diagana  出版社:Springer Verlag  裝訂:精裝
This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various stochastic differential equations, functional differential equations with delay, p
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:2010/12/28 作者:Peter Bogetoft; Larsen Otto  出版社:Springer Verlag  裝訂:精裝
This book covers recent advances in efficiency evaluations, most notably Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) methods. It introduces the underlying theories, shows h
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:2010/12/07 作者:Malempati M. Rao  出版社:Springer Verlag  裝訂:平裝
Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Analysis 2010
90 折
出版日:2010/11/29 作者:Dan Crisan (EDT)  出版社:Springer Verlag  裝訂:精裝
Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:2010/02/15 作者:Ken Sekimoto  出版社:Springer Verlag  裝訂:精裝
Stochastic Energetics by now commonly designates the emerging field that bridges the gap between stochastic dynamical processes and thermodynamics.Triggered by the vast improvements in spatio-temporal
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Physics and Climate Modelling
90 折
出版日:2010/01/25 作者:Tim Palmer  出版社:Cambridge Univ Pr  裝訂:精裝
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
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Financial Models
90 折
出版日:2010/01/19 作者:Douglas Kennedy  出版社:Chapman & Hall  裝訂:精裝
Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financ
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Dynamics Of Structures
90 折
出版日:2009/03/26 作者:Chen  出版社:John Wiley & Sons Inc  裝訂:精裝
In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and techniques for stochastic dynamics analysis, prediction of reliability, and system control of structures wit
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Dependence with Complete Connections and its Applications
90 折
出版日:2009/01/15 作者:Marius Iosifescu  出版社:Cambridge Univ Pr  裝訂:平裝
Dependence with complete connections is a more general type of stochastic process than the well-known Markovian dependence, accounting for a complete history of a stochastic evolution. This book is an authoritative survey of knowledge of the subject, dealing with the basic theoretical understanding and also with applications. These arise in a variety of situations as diverse as stochastic models of learning, branching processes in random environments, continued fractions and dynamical systems. Thus the book will appeal to mathematicians working in probability theory, ergodic theory and number theory, as well as applied mathematicians, engineers, biologists and social scientists interested in applications of stochastic methods.
優惠價: 9 2924
無庫存
Stochastic Processes, Estimation, and Control
90 折
出版日:2008/11/06 作者:Jason L. Speyer ; Walter H. Chung  出版社:Cambridge University Press  裝訂:平裝
The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Fuzzy Multi-Criteria Decision Making ― Theory and Applications With Recent Developments
90 折
出版日:2008/11/01 作者:Cengiz Kahraman (EDT)  出版社:Springer Verlag  裝訂:精裝
This work examines all the fuzzy multicriteria methods recently developed, such as fuzzy AHP, fuzzy TOPSIS, interactive fuzzy multiobjective stochastic linear programming, fuzzy multiobjective dynamic
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:2008/09/15 作者:Jie Xiong  出版社:Oxford Univ Press USA  裝訂:精裝
Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance.As
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:2008/09/03 作者:Rob Hyndman; Anne B. Koehler; J. Keith Ord; Ralph D. Snyder  出版社:Springer Verlag  裝訂:平裝
Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modeling framework incorporating stochastic
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Numerical Methods in Finance
90 折
出版日:2008/04/24 作者:L. C. G. Rogers  出版社:Cambridge Univ Pr  裝訂:平裝
Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.
優惠價: 9 2749
無庫存
出版日:2008/02/03 作者:L. Socha  出版社:Springer Verlag  裝訂:精裝
For most cases of interest, exact solutions to nonlinear equations describing stochastic dynamical systems are not available. This book details the relatively simple and popular linearization techniqu
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
90 折
出版日:2007/04/16 作者:Albert Rex Bergstrom  出版社:Cambridge Univ Pr  裝訂:精裝
Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting.
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Differential Equations And Applications
滿額折
出版日:2006/12/01 作者:Avner Friedman  出版社:Dover Pubns  裝訂:平裝
This text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. Originally publ
優惠價: 9 1127
無庫存
Introduction to Stochastic Control Theory
滿額折
出版日:2006/01/06 作者:Karl J. Astrom  出版社:Dover Pubns  裝訂:平裝
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear syste
優惠價: 9 614
無庫存
出版日:2005/09/15 作者:David Stirzaker  出版社:Oxford Univ Pr on Demand  裝訂:平裝
Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts a
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Applications of Stochastic Programming
90 折
出版日:2005/06/01 作者:Edited by Stein W. Wallace ; William T. Ziemba  出版社:CAMBRIDGE UNIVERSITY PRESS  裝訂:平裝
In the words of editors Wallace (qualitative logistics, Molde U. College, Norway) and Ziemba (financial modeling and stochastic optimization, U. of British Columbia, Canada), stochastic programming "
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:2005/05/31 作者:OLOFSSON  出版社:JOHN WILEY & SONS;LTD  裝訂:精裝
A mathematical and intuitive approach to probability, statistics, and stochastic processesThis textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Reade
優惠價: 1 1200
無庫存
出版日:2004/05/01 作者:Mikhail Kanevski; Michel Maignan  出版社:Epfl Pr  裝訂:精裝
Analysis and Modelling of Spatial Environmental Data presents traditional geostatistics methods for variography and spatial predictions, approaches to conditional stochastic simulation and local proba
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Numerical Methods in Finance
90 折
出版日:1997/06/26 作者:L. C. G. Rogers  出版社:Cambridge Univ Pr  裝訂:精裝
Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Flows and Stochastic Differential Equations
90 折
出版日:1997/04/03 作者:Hiroshi Kunita  出版社:Cambridge Univ Pr  裝訂:平裝
The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and through the former to study the properties of stochastic flows. The classical theory was initiated by K. Itô and since then has been much developed. Professor Kunita's approach here is to regard the stochastic differential equation as a dynamical system driven by a random vector field, including thereby Itô's theory as a special case. The book can be used with advanced courses on probability theory or for self-study. The author begins with a discussion of Markov processes, martingales and Brownian motion, followed by a review of Itô's stochastic analysis. The next chapter deals with continuous semimartingales with spatial parameters, in order to study stochastic flow, and a generalisation of Ito's equation. Stochastic flows and their relation with this are generalised and considered in chapter 4. It is shown that solutions of a g
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:1996/06/01 作者:Denis Bosq; Hung T. Nguyen  出版社:Kluwer Academic Print on Demand  裝訂:精裝
This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while a
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:1996/06/01 作者:George Ch Pflug  出版社:Kluwer Academic Pub  裝訂:平裝
Stochastic models are everywhere. In manufacturing, queuing models are used for modeling production processes, realistic inventory models are stochastic in nature. Stochastic models are considered
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Sequential Stochastic Optimization
90 折
出版日:1996/01/19 作者:Cairoli  出版社:John Wiley & Sons Inc  裝訂:精裝
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Stochastic Partial Differential Equations
90 折
出版日:1995/07/13 作者:Alison Etheridge  出版社:Cambridge Univ Pr  裝訂:平裝
Stochastic partial differential equations can be used in many areas of science to model complex systems that evolve over time. Their analysis is currently an area of much research interest. This book consists of papers given at the ICMS Edinburgh meeting held in 1994 on this topic, and it brings together some of the world's best known authorities on stochastic partial differential equations. Subjects covered include the stochastic Navier–Stokes equation, critical branching systems, population models, statistical dynamics, and ergodic properties of Markov semigroups. For all workers on stochastic partial differential equations this book will have much to offer.
優惠價: 9 3451
無庫存
  • 37982
    950
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 950

暢銷榜

客服中心

收藏

會員專區