Tous les livres numériques de la collection "Probability Theory and Stochastic Modelling" - Springer

27 Livre(s)


Marginal and Functional Quantization of Stochastic Processes Harald Luschgy , Gilles Pagès Vector Quantization, a pioneering discretization method based on nearest neighbor search, emerged in the 1950s primarily in signal processing, electrical engineering, and information theory. Later in the 1960s, it evolved into an automatic classification technique for... Editeur : Springer Parution : 2023-12-06 Collection : Probability Theory and Stochastic Modelling PDF 210,99 € J'achète Téléchargement immédiat Dès validation de votre commande
The Quasispecies Equation and Classical Population Models Raphaël Cerf , Joseba Dalmau This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the quasispecies equation, a general non-linear equation which describes the mutation-selection equilibrium in Manfred Eigen’s... Editeur : Springer Parution : 2022-07-30 Collection : Probability Theory and Stochastic Modelling PDF 147,69 € J'achète Téléchargement immédiat Dès validation de votre commande
Mathematical Control Theory for Stochastic Partial Differential Equations Qi Lü , Xu Zhang This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control... Editeur : Springer Parution : 2021-09-17 Collection : Probability Theory and Stochastic Modelling PDF 158,24 € J'achète Téléchargement immédiat Dès validation de votre commande
Point Process Calculus in Time and Space Pierre Brémaud This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed... Editeur : Springer Parution : 2020-12-05 Collection : Probability Theory and Stochastic Modelling PDF 137,14 € J'achète Téléchargement immédiat Dès validation de votre commande
Continuous-Time Markov Decision Processes Alexey Piunovskiy , Yi Zhang This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to... Editeur : Springer Parution : 2020-11-09 Collection : Probability Theory and Stochastic Modelling PDF, ePub 147,69 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Analysis and Approximation of Rare Events Amarjit Budhiraja , Paul Dupuis This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as... Editeur : Springer Parution : 2019-08-10 Collection : Probability Theory and Stochastic Modelling PDF, ePub 137,14 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Stochastic Flows and Jump-Diffusions Hiroshi Kunita 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 in this book is unique: Each chapter starts from continuous processes... Editeur : Springer Parution : 2019-03-26 Collection : Probability Theory and Stochastic Modelling PDF, ePub 116,04 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Ambit Stochastics Ole E. Barndorff-Nielsen , Fred Espen Benth , Almut E. D. Veraart Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven... Editeur : Springer Parution : 2018-11-01 Collection : Probability Theory and Stochastic Modelling PDF, ePub 126,59 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Dynamic Markov Bridges and Market Microstructure Umut Çetin , Albina Danilova This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. In Part I, theory is developed using tools from stochastic filtering, partial... Editeur : Springer Parution : 2018-10-25 Collection : Probability Theory and Stochastic Modelling PDF, ePub 126,59 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Pseudo-Regularly Varying Functions and Generalized Renewal Processes Valerii V. Buldygin , Karl-Heinz Indlekofer , Oleg I. Klesov , Josef G. Steinebach One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and... Editeur : Springer Parution : 2018-10-12 Collection : Probability Theory and Stochastic Modelling PDF, ePub 89,66 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Stochastic Evolution Systems Sergey V. Lototsky , Boris L. Rozovsky 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 parabolic equations. The emphasis lies on second-order stochastic... Editeur : Springer Parution : 2018-10-03 Collection : Probability Theory and Stochastic Modelling PDF, ePub 89,66 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Probabilistic Theory of Mean Field Games with Applications II René Carmona , François Delarue This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including... Editeur : Springer Parution : 2018-03-08 Collection : Probability Theory and Stochastic Modelling PDF 137,14 € J'achète Téléchargement immédiat Dès validation de votre commande
Probabilistic Theory of Mean Field Games with Applications I René Carmona , François Delarue This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including... Editeur : Springer Parution : 2018-03-01 Collection : Probability Theory and Stochastic Modelling PDF 158,24 € J'achète Téléchargement immédiat Dès validation de votre commande
Theory of Random Sets Ilya Molchanov This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance. The... Editeur : Springer Parution : 2017-12-14 Collection : Probability Theory and Stochastic Modelling PDF, ePub 179,34 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Random Ordinary Differential Equations and Their Numerical Solution Xiaoying Han , Peter E. Kloeden This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated... Editeur : Springer Parution : 2017-10-25 Collection : Probability Theory and Stochastic Modelling PDF, ePub 137,14 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Stochastic Optimal Control in Infinite Dimension Giorgio Fabbri , Fausto Gozzi , Andrzej Swiech Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control... Editeur : Springer Parution : 2017-06-22 Collection : Probability Theory and Stochastic Modelling PDF, ePub 231,04 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Asymptotic Theory of Weakly Dependent Random Processes Emmanuel Rio Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly mixing in the sense of Rosenblatt, or absolutely regular. The first... Editeur : Springer Parution : 2017-04-13 Collection : Probability Theory and Stochastic Modelling PDF, ePub 89,66 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Random Measures, Theory and Applications Olav Kallenberg Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and... Editeur : Springer Parution : 2017-04-12 Collection : Probability Theory and Stochastic Modelling PDF 158,24 € J'achète Téléchargement immédiat Dès validation de votre commande
Random Walks in the Quarter Plane Guy Fayolle , Roudolf Iasnogorodski , Vadim Malyshev This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in numerous applications and are of interest in several areas of mathematical research,... Editeur : Springer Parution : 2017-02-06 Collection : Probability Theory and Stochastic Modelling PDF, ePub 94,94 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications T. E. Govindan This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic... Editeur : Springer Parution : 2016-11-11 Collection : Probability Theory and Stochastic Modelling PDF, ePub 116,04 € PDF ePub J'achète Téléchargement immédiat Dès validation de votre commande
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Tous les livres numériques de la collection "Probability Theory and Stochastic Modelling" - Springer