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

27 Livre(s)
Télécharger le livre : Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
Nicolas Bouleau , Laurent Denis
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random...

Editeur : Springer
Parution : 2016-01-08
Collection : Probability Theory and Stochastic Modelling PDF, ePub

126,59 €
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Télécharger le livre : Stable Convergence and Stable Limit Theorems
Stable Convergence and Stable Limit Theorems
Erich Häusler , Harald Luschgy
The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. Stable...

Editeur : Springer
Parution : 2015-06-09
Collection : Probability Theory and Stochastic Modelling PDF, ePub

94,94 €
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Télécharger le livre : Stochastic Multi-Stage Optimization
Stochastic Multi-Stage Optimization
Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel De Lara
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 related discretization issues. There is a growing need to tackle...

Editeur : Springer
Parution : 2015-05-05
Collection : Probability Theory and Stochastic Modelling PDF, ePub

105,49 €
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Télécharger le livre : Stochastic Integration in Banach Spaces
Stochastic Integration in Banach Spaces
Vidyadhar Mandrekar , Barbara Rüdiger
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states...

Editeur : Springer
Parution : 2014-12-03
Collection : Probability Theory and Stochastic Modelling ePub

73,84 €
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Télécharger le livre : Stochastic Control Theory
Stochastic Control Theory
Makiko Nisio
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.First we consider completely observable control problems with finite horizons. Using a time...

Editeur : Springer
Parution : 2014-11-27
Collection : Probability Theory and Stochastic Modelling ePub

126,59 €
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Télécharger le livre : Limit Theorems for Multi-Indexed Sums of Random Variables
Limit Theorems for Multi-Indexed Sums of Random Variables
Oleg Klesov
Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the field. Several new results are introduced, even in the classical setting, as well as some new approaches that are...

Editeur : Springer
Parution : 2014-10-13
Collection : Probability Theory and Stochastic Modelling ePub

94,94 €
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Télécharger le livre : Probability on Compact Lie Groups
Probability on Compact Lie Groups
David Applebaum
Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with...

Editeur : Springer
Parution : 2014-06-26
Collection : Probability Theory and Stochastic Modelling ePub

79,11 €
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