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Stochastic Geometry, Spatial Statistics and Random Fields Models and Algorithms
This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.g. in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R …
- Edition
- 1
- ISBN/ISSN
- 978-3-319-10064-7
- Collation
- -
- Series Title
- 70 b/w illustrations, 63 illustrations in colour
- Call Number
- XXIV, 464
Stochastic Evolutions of Dynamic Traffic Flow: Modeling and Applications
This book reveals the underlying mechanisms of complexity and stochastic evolutions of traffic flows. Using Eulerian and Lagrangian measurements, the authors propose lognormal headway/spacing/velocity distributions and subsequently develop a Markov car-following model to describe drivers’ random choices concerning headways/spacings, putting forward a stochastic fundamental diagram model for w…
- Edition
- -
- ISBN/ISSN
- 978-3662515457
- Collation
- -
- Series Title
- -
- Call Number
- -
Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Ma…
This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic proble…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-07587-7
- Collation
- -
- Series Title
- 45 b/w illustrations
- Call Number
- XX, 418
Stochastic Equations for Complex Systems Theoretical and Computational Topics
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. The basic go…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-18206-3
- Collation
- -
- Series Title
- 9 b/w illustrations, 33 illustrations in colour
- Call Number
- VII, 192
Stochastic Analysis for Poisson Point Processes Malliavin Calculus, Wiener-I…
Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication netwo…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-05233-5
- Collation
- -
- Series Title
- 2 illustrations in colour
- Call Number
- XV, 346
Stochastic Analysis for Finance with Simulations
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time seri…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-25589-7
- Collation
- -
- Series Title
- 82 b/w illustrations, 107 illustrations in colour
- Call Number
- XXXII, 657
Statistics of Financial Markets An Introduction
Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods for evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical fin…
- Edition
- 5
- ISBN/ISSN
- 978-3-030-13751-9
- Collation
- -
- Series Title
- 49 b/w illustrations, 288 illustrations in colour
- Call Number
- XXXVI, 585
Stochastic Calculus and Applications
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, t…
- Edition
- 2
- ISBN/ISSN
- 978-1-4939-2867-5
- Collation
- -
- Series Title
- XXIII, 666,
- Call Number
- -
Stochastic Control Theory
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 provide…
- Edition
- -
- ISBN/ISSN
- 978-4-431-55123-2
- Collation
- -
- Series Title
- XV, 250
- Call Number
- -
Stochastic Analysis: A Series of Lectures
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equ…
- Edition
- -
- ISBN/ISSN
- 978-3-0348-0909-2
- Collation
- -
- Series Title
- XIII, 393
- Call Number
- -
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