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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
- -
Stochastic Geometry, Spatial Statistics and Random Fields
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
- XXIV, 464, 70 b/w illustrations, 63 illustrations in colour
- 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
- XX, 418, 45 b/w illustrations
- Call Number
- -
Stochastic Geometry, Spatial Statistics and Random Fields
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
- XXIV, 464, 70 b/w illustrations, 63 illustrations in colour
- Call Number
- -
Stochastic Analysis: A Series of Lectures
The thirteen articles in this volume were written by leading experts, with the objective of helping researchers entering the field to learn about the state of the art. They cover much, but certainly not all, of the modern activity in stochastic analysis. In particular, they deal with stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; with stochastic part…
- Edition
- -
- ISBN/ISSN
- 978-3-0348-0909-2
- Collation
- -
- Series Title
- -
- Call Number
- -
Stochastic Analysis for Poisson Point Processes
The first four surveys can be seen as a “crash course” in stochastic analysis on the Poisson space. Starting from the careful construction of Malliavin operators on abstract Poisson spaces via Fock space representations (G. Last), the elegant combinatorial properties of (multiple) Poisson stochastic integrals are explored (N. Privault) and an introduction provided to variational formula…
- Edition
- -
- ISBN/ISSN
- 978-3-319-05233-5
- Collation
- -
- Series Title
- -
- Call Number
- -
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