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Recommended For You

Introduction To Stochastic Calculus With Applications (2nd Edition)

by Fima C Klebaner ...

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book ... Read more

32,96 €

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book
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Methoden zum Umgang mit fehlenden Werten in der Analyse von kategorialen Daten

by Andreas Wolf ...

Studienarbeit aus dem Jahr 2003 im Fachbereich Mathematik - Statistik, Note: 1,3, Johann Wolfgang Goethe-Universität Frankfurt am Main (Fachbereich Wirtschaftswissenschaften), Veranstaltung: Seminar "Angewandte Statistik", Sprache: Deutsch, Abstract: Obwohl Methoden für kategoriale Daten wie z. B. die logistische Regression und das loglineare Modellieren in fast allen bedeutenden Bereichen der ... Read more

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Studienarbeit aus dem Jahr 2003 im Fachbereich Mathematik - Statistik, Note: 1,3, Johann Wolfgang Goethe-Universität Frankfurt am Main (Fachbereich Wirtschaftswissenschaften), Veranstaltung: Seminar "Angewandte Statistik", Sprache: Deutsch, Abstract: Obwohl Methoden für kategoriale Daten wie z. B. die logistische Regression und das loglineare Modellieren in fast allen bedeutenden Bereichen der
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Tychastic Measure of Viability Risk

by Luxi Chen, Jean-Pierre Aubin, Olivier Dordan ...

This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized ... Read more

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This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized
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Entropies and Fractionality

Entropy Functionals, Small Deviations and Related Integral Equations

by Yuliya Mishura, Kostiantyn Ralchenko ...

Series series Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series
Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi, and some others) of selected absolutely continuous probability distributions. The properties of the entropies are analyzed. Subsequently, a related problem is addressed: the computation and investigation of the ... Read more

213,09 €

Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi, and some others) of selected absolutely continuous probability distributions. The properties of the entropies are analyzed. Subsequently, a related problem is addressed: the computation and investigation of the
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Stationary Stochastic Models

An Introduction

by Riccardo Gatto ...

Series Book 4 - World Scientific Series on Probability Theory and Its Applications
This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are ... Read more

88,39 €

This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are
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A Comprehensive Summary of the Benford's Law Phenomenon

On the Unequal Spread of Digits within Scientific and Typical Data

by Alex Ely Kossovsky ...

Numbers are written in our digital language system by conveniently and efficiently utilizing the ten digits 0 to 9 in much the same way as sentences and books are written in the English language system by conveniently utilizing the 26 letters A to Z. Surprisingly, and against all common sense or intuition, the spread of these ten digits within numbers of random data is not uniform, but rather ... Read more

32,11 €

Numbers are written in our digital language system by conveniently and efficiently utilizing the ten digits 0 to 9 in much the same way as sentences and books are written in the English language system by conveniently utilizing the 26 letters A to Z. Surprisingly, and against all common sense or intuition, the spread of these ten digits within numbers of random data is not uniform, but rather
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Market-Consistent Prices

An Introduction to Arbitrage Theory

by Pablo Koch-Medina, Cosimo Munari ...

Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arbitrage pricing in a discrete-time, finite-state economy in which a finite number of securities are traded. In a first step, various versions of the ... Read more

62,00 €

Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arbitrage pricing in a discrete-time, finite-state economy in which a finite number of securities are traded. In a first step, various versions of the
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Experimentelle Studien

by Sascha Wahl ...

Studienarbeit aus dem Jahr 2011 im Fachbereich Mathematik - Statistik, Universität Hohenheim, Sprache: Deutsch, Abstract: Inhaltsverzeichnis 1. Einleitung………………………………………………………………………………….-1- 2. Potentielle Probleme bei der Durchführung experimenteller Studien…………………….-2- 2.1 Störungen der internen Validität…………………………………………………-2- 2.2 Störungen der externen Validität………………………………………………...-4- 3. ... Read more

13,99 €

Studienarbeit aus dem Jahr 2011 im Fachbereich Mathematik - Statistik, Universität Hohenheim, Sprache: Deutsch, Abstract: Inhaltsverzeichnis 1. Einleitung………………………………………………………………………………….-1- 2. Potentielle Probleme bei der Durchführung experimenteller Studien…………………….-2- 2.1 Störungen der internen Validität…………………………………………………-2- 2.2 Störungen der externen Validität………………………………………………...-4- 3.
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New Frontiers in Bayesian Statistics

BAYSM 2021, Online, September 1–3

Edited by Raffaele Argiento, Federico Camerlenghi, Sally Paganin ...

Series series Springer Nature Proceedings excluding Computer Science
This book presents a selection of peer-reviewed contributions to the fifth Bayesian Young Statisticians Meeting, BaYSM 2021, held virtually due to the COVID-19 pandemic on 1-3 September 2021. Despite all the challenges of an online conference, the meeting provided a valuable opportunity for early career researchers, including MSc students, PhD students, and postdocs to connect with the broader ... Read more

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This book presents a selection of peer-reviewed contributions to the fifth Bayesian Young Statisticians Meeting, BaYSM 2021, held virtually due to the COVID-19 pandemic on 1-3 September 2021. Despite all the challenges of an online conference, the meeting provided a valuable opportunity for early career researchers, including MSc students, PhD students, and postdocs to connect with the broader
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Weak Convergence And Its Applications

by Zhengyan Lin, Hanchao Wang ...

Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of ... Read more

30,52 €

Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of
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Die Monte-Carlo-Methode

Beispiele unter Excel VBA

by Harald Nahrstedt ...

Series series essentials
Harald Nahrstedt zeigt hier den pragmatisch technischen und weniger den wissenschaftlichen Ansatz, wie Excel mit seinen Programmiermöglichkeiten sich immer mehr zu einem universellen Arbeitsmittel entwickelt. So ist die Simulation mit Hilfe von Pseudozufallszahlen ein schneller und preiswerter Weg zu fachlichen Aussagen. Den Rahmen dieser Abhandlung bildet der geschichtliche Hintergrund. ... Read more

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Harald Nahrstedt zeigt hier den pragmatisch technischen und weniger den wissenschaftlichen Ansatz, wie Excel mit seinen Programmiermöglichkeiten sich immer mehr zu einem universellen Arbeitsmittel entwickelt. So ist die Simulation mit Hilfe von Pseudozufallszahlen ein schneller und preiswerter Weg zu fachlichen Aussagen. Den Rahmen dieser Abhandlung bildet der geschichtliche Hintergrund.
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Free Boundary Problems in PDEs and Particle Systems

by Gioia Carinci, Anna De Masi, Errico Presutti, Cristian Giardina ...

Series Book 12 - SpringerBriefs in Mathematical Physics
In this volume a theory for models of transport in the presence of a free boundary is developed.Macroscopic laws of transport are described by PDE's.When the system is open, there are several mechanisms to couple the system with the external forces. Here a class of systems where the interaction with the exterior takes place in correspondence of a free boundary is considered. Both continuous and ... Read more

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In this volume a theory for models of transport in the presence of a free boundary is developed.Macroscopic laws of transport are described by PDE's.When the system is open, there are several mechanisms to couple the system with the external forces. Here a class of systems where the interaction with the exterior takes place in correspondence of a free boundary is considered. Both continuous and
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Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model

by Makoto Katori ...

Series Book 11 - SpringerBriefs in Mathematical Physics
The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm–Loewner evolution (SLE) and interacting particle systems related to random matrix theory. A typical example of the latter systems is Dyson's Brownian motion (BM) model. The SLE and Dyson's BM model may be considered as "children" of the Bessel process with parameter D, BES(D), and ... Read more

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The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm–Loewner evolution (SLE) and interacting particle systems related to random matrix theory. A typical example of the latter systems is Dyson's Brownian motion (BM) model. The SLE and Dyson's BM model may be considered as "children" of the Bessel process with parameter D, BES(D), and
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Let Us Use White Noise

by Takeyuki Hida, Ludwig Streit ...

Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by 'time'. And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz, ... Read more

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Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by 'time'. And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz,
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Arbres pour l’Algorithmique

by Brigitte Chauvin, Julien Clément, Danièle Gardy ...

Series Book 83 - Mathématiques et Applications
Cet ouvrage présente les types d'arbres les plus utilisés en informatique, sous les angles algorithmique et mathématique. Pour chaque type, nous donnons les algorithmes courants associés et des exemples d'utilisation, directe ou en modélisation, puis nous étudions leurs performances d'un point de vue mathématique. Nos outils sont les mathématiques discrètes, les probabilités et la combinatoire ... Read more

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Cet ouvrage présente les types d'arbres les plus utilisés en informatique, sous les angles algorithmique et mathématique. Pour chaque type, nous donnons les algorithmes courants associés et des exemples d'utilisation, directe ou en modélisation, puis nous étudions leurs performances d'un point de vue mathématique. Nos outils sont les mathématiques discrètes, les probabilités et la combinatoire
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Generalized Optimal Stopping Problems and Financial Markets

by Dennis Wong ...

Series series Chapman & Hall/CRC Research Notes in Mathematics Series
Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented. ... Read more

68,18 €

Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented.
... Read more
Set-Indexed Martingales

by Ely Merzbach, Gail Ivanoff ...

Series series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Set-Indexed Martingales offers a unique, comprehensive development of a general theory of Martingales indexed by a family of sets. The authors establish-for the first time-an appropriate framework that provides a suitable structure for a theory of Martingales with enough generality to include many interesting examples. Developed from first principles, the theory brings together the theories of ... Read more

68,18 €

Set-Indexed Martingales offers a unique, comprehensive development of a general theory of Martingales indexed by a family of sets. The authors establish-for the first time-an appropriate framework that provides a suitable structure for a theory of Martingales with enough generality to include many interesting examples. Developed from first principles, the theory brings together the theories of
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Stochastic Models for Carcinogenesis

by Wai-Yuan Tan ...

Series series Statistics: A Series of Textbooks and Monographs
An up-to-date survey of mathematical models of carcinogenesis, providing the most recent findings of cancer biology as evidence of the models, as well as extensive bibliographies of cancer biology and in-depth mathematical analyses for each of the models. May be used as a reference for biostaticians, biometricians, mathematical and molecular biologists, applied mathematicians, oncologists, cancer ... Read more

43,82 €

An up-to-date survey of mathematical models of carcinogenesis, providing the most recent findings of cancer biology as evidence of the models, as well as extensive bibliographies of cancer biology and in-depth mathematical analyses for each of the models. May be used as a reference for biostaticians, biometricians, mathematical and molecular biologists, applied mathematicians, oncologists, cancer
... Read more
Statistical Methods for Stochastic Differential Equations

by Mathieu Kessler, Alexander Lindner, Michael Sorensen ...

Series series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th ... Read more

68,18 €

The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th
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Performance Modeling and Design of Computer Systems

Queueing Theory in Action

by Mor Harchol-Balter ...

Tackling the questions that systems designers care about, this book brings queueing theory decisively back to computer science. The book is written with computer scientists and engineers in mind and is full of examples from computer systems, as well as manufacturing and operations research. Fun and readable, the book is highly approachable, even for undergraduates, while still being thoroughly ... Read more

81,19 €

Tackling the questions that systems designers care about, this book brings queueing theory decisively back to computer science. The book is written with computer scientists and engineers in mind and is full of examples from computer systems, as well as manufacturing and operations research. Fun and readable, the book is highly approachable, even for undergraduates, while still being thoroughly
... Read more
Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations

by Sabir Umarov, Marjorie Hahn, Kei Kobayashi ...

The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck ... Read more

62,64 €

The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck
... Read more
High Dimensional Space to Formulate Marriage and Birth Functions

by Shuichirou Ike ...

With the collapse of Demographic Transition Theory, new theories of population must not just be explanations, but should be falsifiable theories which can compute the number of occurrences of marriages and births. This book reviews computable marriage and birth function using dynamic properties. To do that, the functions are defined in high dimensional space. The reaction-diffusion equation of the ... Read more

102,27 €

With the collapse of Demographic Transition Theory, new theories of population must not just be explanations, but should be falsifiable theories which can compute the number of occurrences of marriages and births. This book reviews computable marriage and birth function using dynamic properties. To do that, the functions are defined in high dimensional space. The reaction-diffusion equation of the
... Read more
Martingale Methods in Statistics

by Yoichi Nishiyama ...

Series series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Martingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author’s strong desire to present what is not available in other textbooks. While the author chooses to omit the well-known proofs of some of fundamental theorems in martingale theory by making clear citations instead, the author does his best to describe some intuitive ... Read more

71,83 €

Martingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author’s strong desire to present what is not available in other textbooks. While the author chooses to omit the well-known proofs of some of fundamental theorems in martingale theory by making clear citations instead, the author does his best to describe some intuitive
... Read more
Variational Inequalities in Management Science and Finance

Modelling, Analysis, Numerics and Applications

by Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos ...

Series series Business and Management (R0)
This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature.Building on fundamental ... Read more

104,93 €

This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature.Building on fundamental
... Read more

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Recommended For You

Probability eBooks

Introduction To Stochastic Calculus With Applications (2nd Edition)

Methoden zum Umgang mit fehlenden Werten in der Analyse von kategorialen Daten

Tychastic Measure of Viability Risk

Entropies and Fractionality

Stationary Stochastic Models

A Comprehensive Summary of the Benford's Law Phenomenon

Market-Consistent Prices

Experimentelle Studien

New Frontiers in Bayesian Statistics

Weak Convergence And Its Applications

Die Monte-Carlo-Methode

Free Boundary Problems in PDEs and Particle Systems

Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model

Let Us Use White Noise

Arbres pour l’Algorithmique

Generalized Optimal Stopping Problems and Financial Markets

Set-Indexed Martingales

Stochastic Models for Carcinogenesis

Statistical Methods for Stochastic Differential Equations

Performance Modeling and Design of Computer Systems

Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations

High Dimensional Space to Formulate Marriage and Birth Functions

Martingale Methods in Statistics

Variational Inequalities in Management Science and Finance