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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

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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
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Variational Inequalities in Management Science and Finance

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Series series Business and Management (R0)
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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
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Some Recent Advances In Mathematics And Statistics - Proceedings Of Statistics 2011 Canada/imst 2011-fim Xx

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This volume consists of a series of research papers presented at the conference Statistics 2011 Canada: 5th Canadian Conference in Applied Statistics held together with the 20th conference of the Forum for Interdisciplinary Mathematics titled, “Interdisciplinary Mathematical & Statistical Techniques”. These papers cover a wide range of topics from applications of Mathematics and Statistics such as ... Read more

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This volume consists of a series of research papers presented at the conference Statistics 2011 Canada: 5th Canadian Conference in Applied Statistics held together with the 20th conference of the Forum for Interdisciplinary Mathematics titled, “Interdisciplinary Mathematical & Statistical Techniques”. These papers cover a wide range of topics from applications of Mathematics and Statistics such as
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Variational Calculus with Engineering Applications

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VARIATIONAL CALCULUS WITH ENGINEERING APPLICATIONSA comprehensive overview of foundational variational methods for problems in engineeringVariational calculus is a field in which small alterations in functions and functionals are used to find their relevant maxima and minima. It is a potent tool for addressing a range of dynamic problems with otherwise counter-intuitive solutions, particularly ... Read more

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VARIATIONAL CALCULUS WITH ENGINEERING APPLICATIONSA comprehensive overview of foundational variational methods for problems in engineeringVariational calculus is a field in which small alterations in functions and functionals are used to find their relevant maxima and minima. It is a potent tool for addressing a range of dynamic problems with otherwise counter-intuitive solutions, particularly
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Probabilistic Spiking Neuronal Nets

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Series series Mathematics and Statistics (R0)
This book provides a self-contained introduction to a new class of stochastic models for systems of spiking neurons. These systems have a large number of interacting components, each one evolving as a stochastic process with a memory of variable length. Several mathematical tools are put to use, such as Markov chains, stochastic chains having memory of variable length, point processes having ... Read more

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This book provides a self-contained introduction to a new class of stochastic models for systems of spiking neurons. These systems have a large number of interacting components, each one evolving as a stochastic process with a memory of variable length. Several mathematical tools are put to use, such as Markov chains, stochastic chains having memory of variable length, point processes having
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High-Dimensional Optimization

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Series series Mathematics and Statistics (R0)
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This book is interdisciplinary and unites several areas of applied probability, statistics, and computational mathematics including computer experiments, optimal experimental design, and global optimization. The bulk of the book is based on several recent papers by the authors but also contains new results. Considering applications, this brief highlights multistart and other methods of global
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Series Book 142 - Cambridge Studies in Advanced Mathematics
In this new edition of a classic work on empirical processes the author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included in the first edition, including the Bretagnolle–Massart theorem giving constants in the Komlos–Major–Tusnady rate of convergence for the classical empirical process, Massart's form of the Dvoretzky ... Read more

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In this new edition of a classic work on empirical processes the author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included in the first edition, including the Bretagnolle–Massart theorem giving constants in the Komlos–Major–Tusnady rate of convergence for the classical empirical process, Massart's form of the Dvoretzky
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Introduction to Probability and Statistics for Engineers

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The theory of probability and mathematical statistics is becoming an indispensable discipline in many branches of science and engineering. This is caused by increasing significance of various uncertainties affecting performance of complex technological systems. Fundamental concepts and procedures used in analysis of these systems are often based on the theory of probability and mathematical
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Series series Life Science and Basic Disciplines (German Language)
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Series series Physics and Astronomy (R0)
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Series series SpringerBriefs in Probability and Mathematical Statistics
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The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for
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This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013.
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Series series Chapman and Hall/CRC Financial Mathematics Series
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Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance? How do we tell which models are usable and when does c
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Introduction to Credit Risk Modeling

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Series series Chapman and Hall/CRC Financial Mathematics Series
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Series series Automation and Control Engineering
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More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation
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Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also
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Environmental Data Analysis with MatLab

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Environmental Data Analysis with MatLab is a new edition that expands fundamentally on the original with an expanded tutorial approach, new crib sheets, and problem sets providing a clear learning path for students and researchers working to analyze real data sets in the environmental sciences. Since publication of the bestselling Environmental Data Analysis with MATLAB®, many advances have been
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Stochastic Control Theory

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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 discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the ... Read more

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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 discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the
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Poisson Point Processes and Their Application to Markov Processes

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Series series SpringerBriefs in Probability and Mathematical Statistics
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ∈ S called a boundary. The problem is to obtain all possible recurrent extensions ... Read more

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An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ∈ S called a boundary. The problem is to obtain all possible recurrent extensions
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Stochastic versus Deterministic Systems of Iterative Processes

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Series Book 11 - Trends in Abstract and Applied Analysis
Continuous state dynamic models can be reformulated into discrete state processes. This process generates numerical schemes that lead theoretical iterative schemes. This type of method of stochastic modelling generates three basic problems. First, the fundamental properties of solution, namely, existence, uniqueness, measurability, continuous dependence on system parameters depend on mode of ... Read more

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Continuous state dynamic models can be reformulated into discrete state processes. This process generates numerical schemes that lead theoretical iterative schemes. This type of method of stochastic modelling generates three basic problems. First, the fundamental properties of solution, namely, existence, uniqueness, measurability, continuous dependence on system parameters depend on mode of
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Understanding Probability

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Understanding Probability is a unique and stimulating approach to a first course in probability. The first part of the book demystifies probability and uses many wonderful probability applications from everyday life to help the reader develop a feel for probabilities. The second part, covering a wide range of topics, teaches clearly and simply the basics of probability. This fully revised third ... Read more

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Understanding Probability is a unique and stimulating approach to a first course in probability. The first part of the book demystifies probability and uses many wonderful probability applications from everyday life to help the reader develop a feel for probabilities. The second part, covering a wide range of topics, teaches clearly and simply the basics of probability. This fully revised third
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Asymptotic Theory of Weakly Dependent Random Processes

by Emmanuel Rio ...

Series Book 80 - Probability Theory and Stochastic Modelling
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 chapter introduces covariance inequalities under strong mixing or absolute regularity. These covariance inequalities are applied in ... Read more

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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 chapter introduces covariance inequalities under strong mixing or absolute regularity. These covariance inequalities are applied in
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Trends in Biomathematics: Mathematical Modeling for Health, Harvesting, and Population Dynamics

Selected works presented at the BIOMAT Consortium Lectures, Morocco 2018

Edited by Rubem P. Mondaini ...

Series series Mathematics and Statistics (R0)
This volume offers a collection of carefully selected, peer-reviewed papers presented at the BIOMAT 2018 International Symposium, which was held at the University Hassan II, Morocco, from October 29th to November 2nd, 2018. The topics covered include applications of mathematical modeling in hepatitis B, HIV and Chikungunya infections; tumor cell dynamics; inflammatory processes; chemotherapeutic ... Read more

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This volume offers a collection of carefully selected, peer-reviewed papers presented at the BIOMAT 2018 International Symposium, which was held at the University Hassan II, Morocco, from October 29th to November 2nd, 2018. The topics covered include applications of mathematical modeling in hepatitis B, HIV and Chikungunya infections; tumor cell dynamics; inflammatory processes; chemotherapeutic
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Recommended For You

Probability eBooks

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

Variational Inequalities in Management Science and Finance

Some Recent Advances In Mathematics And Statistics - Proceedings Of Statistics 2011 Canada/imst 2011-fim Xx

Variational Calculus with Engineering Applications

Probabilistic Spiking Neuronal Nets

High-Dimensional Optimization

Uniform Central Limit Theorems

Introduction to Probability and Statistics for Engineers

Physik und Finanzen

Nonequilibrium and Irreversibility

Statistik

Nonlinearly Perturbed Semi-Markov Processes

Commodities, Energy and Environmental Finance

Stochastic Volatility Modeling

Introduction to Credit Risk Modeling

Optimal and Robust Estimation

Monte-Carlo Methods and Stochastic Processes

Environmental Data Analysis with MatLab

Stochastic Control Theory

Poisson Point Processes and Their Application to Markov Processes

Stochastic versus Deterministic Systems of Iterative Processes

Understanding Probability

Asymptotic Theory of Weakly Dependent Random Processes

Trends in Biomathematics: Mathematical Modeling for Health, Harvesting, and Population Dynamics