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Stochastic Methods

37982
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出版日:1995/07/01 作者:Andras Prekopa  出版社:Springer Verlag  裝訂:平裝
Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistic
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出版日:1995/07/01 作者:A. Prekopa  出版社:Springer Verlag  裝訂:精裝
Stochastic Programming is the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques. It is on the border line of statistics a
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Semimartingale Theory and Stochastic Calculus
90 折
出版日:1992/09/01 作者:Sheng-Wu He; Jia-Gang Wang; Jia-An Yan  出版社:CRC Press UK  裝訂:平裝
Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The
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出版日:1992/07/01 作者:Sidney Resnick  出版社:Springer Verlag  裝訂:精裝
This textbook for first year graduate courses (usually called Stochastic Processes, Applied Probability, or Stochastic Modeling) is subtitled, The random world of Happy Harry, and is filled with exa
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Stochastic Stability of Differential Equations in Abstract Spaces
90 折
出版日:2019/06/30 作者:Kai Liu  出版社:Cambridge Univ Pr  裝訂:平裝
The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It covers basic theory as well as computational techniques for handling the stochastic stability of systems from mathematical, physical and biological problems. Its core material is divided into three parts devoted respectively to the stochastic stability of linear systems, non-linear systems, and time-delay systems. The focus is on stability of stochastic dynamical processes affected by white noise, which are described by partial differential equations such as the Navier–Stokes equations. A range of mathematicians and scientists, including those involved in numerical computation, will find this book useful. It is also ideal for engineers working on stochastic systems and their control, and researchers in mathematical physics or biology.
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出版日:2019/05/06 作者:Hiroshi Kunita  出版社:Springer Nature  裝訂:精裝
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes
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出版日:2018/11/03 作者:Qinyuan Liu; Zidong Wang; Xiao He  出版社:Springer Nature  裝訂:精裝
?Stochastic Control and Filtering over Constrained Communication Networks presents up-to-date research developments and novel methodologies on stochastic control and filtering for networked syste
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Stochastic Evolution Systems ― Linear Theory and Applications to Non-linear Filtering
90 折
出版日:2018/10/15 作者:Boris L. Rozovsky; Sergey V. Lototsky  出版社:Springer Nature  裝訂:精裝
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic par
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Data-driven Computational Methods ― Parameter and Operator Estimations
90 折
出版日:2018/08/31 作者:John Harlim  出版社:Cambridge Univ Pr  裝訂:精裝
Modern scientific computational methods are undergoing a transformative change; big data and statistical learning methods now have the potential to outperform the classical first-principles modeling paradigm. This book bridges this transition, connecting the theory of probability, stochastic processes, functional analysis, numerical analysis, and differential geometry. It describes two classes of computational methods to leverage data for modeling dynamical systems. The first is concerned with data fitting algorithms to estimate parameters in parametric models that are postulated on the basis of physical or dynamical laws. The second is on operator estimation, which uses the data to nonparametrically approximate the operator generated by the transition function of the underlying dynamical systems. This self-contained book is suitable for graduate studies in applied mathematics, statistics, and engineering. Carefully chosen elementary examples with supplementary MATLAB® codes and append
優惠價: 9 2969
無庫存
出版日:2018/06/29 作者:Rajeeva L. Karandikar; B. V. Rao  出版社:Springer Verlag  裝訂:精裝
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae
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Stochastic Geometry Analysis of Cellular Networks
90 折
出版日:2018/01/31 作者:Bartłomiej Błaszczyszyn  出版社:Cambridge Univ Pr  裝訂:精裝
Achieve faster and more efficient network design and optimization with this comprehensive guide. Some of the most prominent researchers in the field explain the very latest analytic techniques and results from stochastic geometry for modelling the signal-to-interference-plus-noise ratio (SINR) distribution in heterogeneous cellular networks. This book will help readers to understand the effects of combining different system deployment parameters on key performance indicators such as coverage and capacity, enabling the efficient allocation of simulation resources. In addition to covering results for network models based on the Poisson point process, this book presents recent results for when non-Poisson base station configurations appear Poisson, due to random propagation effects such as fading and shadowing, as well as non-Poisson models for base station configurations, with a focus on determinantal point processes and tractable approximation methods. Theoretical results are illustrate
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Theory of Stochastic Objects
90 折
出版日:2018/01/29 作者:Athanasios Christou Micheas  出版社:Chapman & Hall  裝訂:精裝
This book introduces the theory of point processes and random objects. It begins by providing necessary background on inference, probability, measure theory, and stochastic processes. It then covers p
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Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology
90 折
出版日:2017/10/17 作者:David Holcman (EDT)  出版社:Springer Verlag  裝訂:精裝
This book focuses on the modeling and mathematical analysis of stochastic dynamical systems along with their simulations. The collected chapters will review fundamental and current topics and approach
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Stochastic Drawdowns
滿額折
出版日:2017/09/30 作者:Hongzhong Zhang  出版社:World Scientific Pub Co Inc  裝訂:精裝
Stochastic Drawdowns consists of some recent advances on Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In particular, the author provide
優惠價: 9 2999
無庫存
出版日:2017/08/22 作者:Jianfeng Zhang  出版社:Springer Verlag  裝訂:精裝
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as w
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出版日:2017/08/11 作者:Narela Spaseski  出版社:Business Science Reference  裝訂:精裝
"This book focuses on the application of the methods organized in statistical physics, fuzzy logic, neuro nets and combinatorial stochastic processes which have been proven useful in analyzing complex
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Selected Papers on Noise and Stochastic Processes
滿額折
出版日:2017/06/14 作者:Nelson Wax (EDT)  出版社:Dover Pubns  裝訂:平裝
These six classic papers on stochastic process were selected to meet the needs of physicists, applied mathematicians, and engineers. Contents include S. Chandrasekhar's "Stochastic Problems in Physics
優惠價: 9 648
無庫存
Stochastic Differential Equations: An Introduction With Applications In Population Dynamics Modeling
90 折
出版日:2017/03/24 作者:Panik  出版社:John Wiley & Sons Inc  裝訂:精裝
This book uses stochastic differential equation (SDE) models to determine a variety of population growth equations. SDEs represent mathematical models that combine deterministic and stochastic compone
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出版日:2017/02/09 作者:Xiao-sheng Si; Zheng-xin Zhang; Chang-hua Hu  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book introduces data-driven remaining useful life prognosis techniques, and shows how to utilize the condition monitoring data to predict the remaining useful life of stochastic degrading systems
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Essentials of Stochastic Processes
90 折
出版日:2016/11/17 作者:Richard Durrett  出版社:Springer Verlag  裝訂:精裝
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, compute
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Stochastic Analysis ─ Ito and Malliavin Calculus in Tandem
滿額折
出版日:2016/10/24 作者:Hiroyuki Matsumoto  出版社:Cambridge Univ Pr  裝訂:精裝
Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
優惠價: 9 3217
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Applied Probability and Stochastic Processes
90 折
出版日:2016/05/02 作者:Freddie L. Barnard; Jay T. Akridge  出版社:CRC PRESS  裝訂:精裝
This book is a self-contained introduction into stochastic processes with special emphasis on their applications in science, engineering, finance, computer science and operations research. It provides
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Stochastic Dominance
90 折
出版日:2015/10/20 作者:Levy  出版社:Springer Verlag  裝訂:精裝
This fully updated third edition is devoted to the analysis of various Stochastic Dominance (SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the application of th
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An Introduction to Stochastic Dynamics
滿額折
出版日:2015/05/31 作者:Jinqiao Duan  出版社:Cambridge Univ Pr  裝訂:平裝
The mathematical theory of stochastic dynamics has become an important tool in the modeling of uncertainty in many complex biological, physical, and chemical systems and in engineering applications - for example, gene regulation systems, neuronal networks, geophysical flows, climate dynamics, chemical reaction systems, nanocomposites, and communication systems. It is now understood that these systems are often subject to random influences, which can significantly impact their evolution. This book serves as a concise introductory text on stochastic dynamics for applied mathematicians and scientists. Starting from the knowledge base typical for beginning graduate students in applied mathematics, it introduces the basic tools from probability and analysis and then develops for stochastic systems the properties traditionally calculated for deterministic systems. The book's final chapter opens the door to modeling in non-Gaussian situations, typical of many real-world applications. Rich wit
優惠價: 9 2924
無庫存
An Introduction to Stochastic Dynamics
90 折
出版日:2015/05/31 作者:Jinqiao Duan  出版社:Cambridge Univ Pr  裝訂:精裝
The mathematical theory of stochastic dynamics has become an important tool in the modeling of uncertainty in many complex biological, physical, and chemical systems and in engineering applications - for example, gene regulation systems, neuronal networks, geophysical flows, climate dynamics, chemical reaction systems, nanocomposites, and communication systems. It is now understood that these systems are often subject to random influences, which can significantly impact their evolution. This book serves as a concise introductory text on stochastic dynamics for applied mathematicians and scientists. Starting from the knowledge base typical for beginning graduate students in applied mathematics, it introduces the basic tools from probability and analysis and then develops for stochastic systems the properties traditionally calculated for deterministic systems. The book's final chapter opens the door to modeling in non-Gaussian situations, typical of many real-world applications. Rich wit
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Stochastic Multi-stage Optimization ― At the Crossroads Between Discrete Time Stochastic Control and Stochastic Programming
90 折
出版日:2015/05/19 作者:Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara  出版社:Springer Verlag  裝訂:精裝
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the
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Variance-Constrained Multi-Objective Stochastic Control And Filtering
90 折
出版日:2015/04/15 作者:Ma  出版社:John Wiley & Sons Inc  裝訂:精裝
Variance-Constrained Multi-Objective Stochastic Control and Filtering establishes a unified framework for filtering and control problems for various discrete-time nonlinear stochastic systems with eng
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Approximation of Stochastic Invariant Manifolds ― Stochastic Manifolds for Nonlinear Spdes I
90 折
出版日:2015/01/13 作者:Micka??D. Chekroun; Honghu Liu; Shouhong Wang  出版社:Springer Verlag  裝訂:平裝
This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of
優惠價: 9 2228
無庫存
出版日:2014/12/14 作者:Grigorios Pavliotis  出版社:Springer Verlag  裝訂:精裝
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical meth
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Stochastic Processes - Inference Theory
90 折
出版日:2014/12/04 作者:Malempati M. Rao  出版社:Springer Verlag  裝訂:精裝
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference
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Multistage Stochastic Optimization
90 折
出版日:2014/11/14 作者:Georg Ch. Pflug; Alois Pichler  出版社:Springer Verlag  裝訂:精裝
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations
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Basics of Applied Stochastic Processes
90 折
出版日:2014/11/06 作者:Richard Serfozo  出版社:Springer Verlag  裝訂:平裝
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time
優惠價: 9 3150
無庫存
Biomedical Image Analysis ― Statistical and Variational Methods
90 折
出版日:2014/10/31 作者:Aly A. Farag  出版社:Cambridge Univ Pr  裝訂:精裝
Ideal for classroom use and self-study, this book explains the implementation of the most effective modern methods in image analysis, covering segmentation, registration and visualisation, and focusing on the key theories, algorithms and applications that have emerged from recent progress in computer vision, imaging and computational biomedical science. Structured around five core building blocks - signals, systems, image formation and modality; stochastic models; computational geometry; level set methods; and tools and CAD models - it provides a solid overview of the field. Mathematical and statistical topics are presented in a straightforward manner, enabling the reader to gain a deep understanding of the subject without becoming entangled in mathematical complexities. Theory is connected to practical examples in x-ray, ultrasound, nuclear medicine, MRI and CT imaging, removing the abstract nature of the models and assisting reader understanding.
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An Introduction to Sparse Stochastic Processes
滿額折
出版日:2014/10/31 作者:Michael Unser  出版社:Cambridge Univ Pr  裝訂:精裝
Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that are ruled by linear stochastic differential equations, and that admit a parsimonious representation in a matched wavelet-like basis. Two key themes are the statistical property of infinite divisibility, which leads to two distinct types of behaviour - Gaussian and sparse - and the structural link between linear stochastic processes and spline functions, which is exploited to simplify the mathematical analysis. The core of the book is devoted to investigating sparse processes, including a complete description of their transform-domain statistics. The final part develops practical signal-processing algorithms that are based on these models, with special emphasis on biomedical image reconstruction. This is an ideal reference for graduate students and researchers with an interest in signal/image processing, compressed sensing, approximation theory, machine learning, or statistic
優惠價: 9 2164
無庫存
Probability And Stochastic Processes
90 折
出版日:2014/10/17 作者:Florescu  出版社:John Wiley & Sons Inc  裝訂:精裝
Emphasizing key theoretical concepts while incorporating real-world applications, Probability and Stochastic Processes presents a rigorous approach to probability and uses it as a foundation for under
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Semigroups, Boundary Value Problems and Markov Processes
90 折
出版日:2014/09/14 作者:Kazuaki Taira  出版社:Springer Verlag  裝訂:精裝
A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov proce
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Stochastic Differential Equations, Backward Sdes, Partial Differential Equations
90 折
出版日:2014/07/31 作者:Etienne Pardoux; Aurel Rascanu  出版社:Springer Verlag  裝訂:精裝
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial
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Elements of Stochastic Modelling
滿額折
出版日:2014/07/30 作者:Konstantin Borovkov  出版社:World Scientific Pub Co Inc  裝訂:精裝
This is the expanded second edition of a successful textbook that provides a broad introduction to the important area of stochastic modelling. The original text had been developed from lecture notes f
優惠價: 9 3305
無庫存
Elements of Stochastic Modelling
滿額折
出版日:2014/07/30 作者:Konstantin Borovkov  出版社:World Scientific Pub Co Inc  裝訂:平裝
This is the expanded second edition of a successful textbook that provides a broad introduction to the important area of stochastic modelling. The original text had been developed from lecture notes f
優惠價: 9 1775
無庫存
Stochastic Equations in Infinite Dimensions
90 折
出版日:2014/05/31 作者:Giuseppe Da Prato  出版社:Cambridge Univ Pr  裝訂:精裝
Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. This revised edition includes two brand new chapters surveying recent developments in the area and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic di
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