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Stochastic Models with Power-Law Tails
The Stochastic Equation. The authors of this text (called DB, ED and TM) started their collaboration with the paper Buraczewski et al. [76] in 2011. We studied large deviations and ruin probabilities for the solution ðXtÞ to Kesten’s stochastic recurrence equation
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- 978-3-319-29679-1
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Stochastic Models for Structured Populations
This course concerns the stochastic modeling of population dynamics. In the first part, we focus on monotype populations described by one-dimensional stochastic differential equations with jumps. We consider their scaling limits for large populations and study the long time behavior of the limiting processes. It is achieved, thanks to martingale properties, Poisson measure representations, a…
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- 978-3-319-21711-6
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Stochastic Modeling of Thermal Fatigue Crack Growth
The assessment of thermal fatigue crack growth due to turbulent mixing of hot and cold coolants presents significant challenges, in particular, to determine the thermal loading spectrum. Thermal striping is defined as a random temperature fluctuation produced by incomplete mixing of fluid streams at different temperatures, and it is essentially a random phenomenon in a temporal sense.
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- ISBN 978-3-319-12877-1
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Stochastic Integration in Banach Spaces
The study of stochastic differential equations (SDEs) driven by Lévy processes in R originated in the book by Skorokhod [97]. In view of the Lévy–Itô decomposition, he reduced the problem of studying such SDEs to the analysis of SDEs driven by compensated Poisson random measures (cPrms) and Brownian motion, under a mild restriction [97]. He was aware of the fact that the restriction ca…
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- 978-3-319-12853-5
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Nonlinear Mechanics of Soft Fibrous Materials
The book presents a state-of-the-art overview of the fundamental theories, established models and ongoing research related to the modeling of these materials. Two approaches are conventionally used to develop constitutive relations for highly deformable fibrous materials. According to the phenomenological approach, a strain energy density function can be defined in terms of strain invariants. T…
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- 1
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- 0254-1971
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- VII, 305
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- CISM International Centre for Mechanical Sciences
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Stochastic Dynamics and Irreversibility
Erratic or irregular movements, which we call unpredictable or random, occur spontaneously and are essential part of microscopic and macroscopic worlds. When superimposed to the predictable movements, they make up the random fluctuations sometimes called noise. Heat and temperature are macroscopic manifestations of these fluctuations at the microscopic level, and statistical physics constit…
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- 978-3-319-11770-6
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Stochastic Dominance
Concepts similar to stochastic dominance have been known for many years, but the three papers published by Hadar and Russell and Hanoch and Levy in 1969 and by Rothschild and Stiglitz in 19701 paved the way for a new paradigm called stochastic dominance (SD), with hundreds of studies following these three studies. While Hanoch and Levy and Hadar and Russell developed First and Second degree…
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- 978-3-319-21708-6
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Stochastic Control Theory
The purpose of this book is to provide an introduction to stochastic controls theory, via the method of dynamic programming. The dynamic programming principle, originated by R. Bellman in 1950s, is known as the two stage optimization procedure. When we control the behavior of a stochastic dynamical system in order to optimize some payoff or cost function, which depends on the control inputs…
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- 978-4-431-55123-2
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Stochastic Calculus and Applications
The theory of probability and stochastic calculus has grown significantly since the publication of the first edition of this book. The theory of stochastic integration and semimartingales, a relatively recent development at the time of the first edition, is now a standard and significant part of the working mathematician’s toolkit. Concepts such as Backward SDEs, which were unheard of in 1…
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- 978-1-4939-2867-5
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Theory and Applications of Satisfiability Testing -- SAT 2015 18th Internati…
This book constitutes the refereed proceedings of the 18th International Conference on Theory and Applications of Satisfiability Testing, SAT 2015, held in Austin, TX, USA, in September 2015. The 21 regular papers, 2 short papers and 7 tool papers presented together with 3 invited talks were carefully reviewed and selected from 70 submissions. The papers address different aspects of SAT, includ…
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- 978-3-319-24318-4
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- 94 illustrations in colour
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