Advances In Deterministic And Stochastic Analysis

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Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

Author : Samuel N Cohen
Publisher : World Scientific
ISBN 13 : 9814483915
Total Pages : 605 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott by : Samuel N Cohen

Download or read book Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott written by Samuel N Cohen and published by World Scientific. This book was released on 2012-08-10 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

Deterministic and Stochastic Scheduling

Author : M.A. Dempster
Publisher : Springer Science & Business Media
ISBN 13 : 9400978014
Total Pages : 418 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Deterministic and Stochastic Scheduling by : M.A. Dempster

Download or read book Deterministic and Stochastic Scheduling written by M.A. Dempster and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of an Advanced Study and Re search Institute on Theoretical Approaches to Scheduling Problems. The Institute was held in Durham, England, from July 6 to July 17, 1981. It was attended by 91 participants from fifteen different countries. The format of the Institute was somewhat unusual. The first eight of the ten available days were devoted to an Advanced Study Insti tute, with lectures on the state of the art with respect to deter ministic and stochastic scheduling models and on the interface between these two approaches. The last two days were occupied by an Advanced Research Institute, where recent results and promising directions for future research, especially in the interface area, were discussed. Altogether, 37 lectures were delivered by 24 lecturers. They have all contributed to these proceedings, the first part of which deals with the Advanced Study Institute and the second part of which covers the Advanced Research Institute. Each part is preceded by an introduction, written by the editors. While confessing to a natural bias as organizers, we believe that the Institute has been a rewarding and enjoyable event for everyone concerned. We are very grateful to all those who have contributed to its realization.

Advances in Stochastic Modelling and Data Analysis

Author : Jacques Janssen
Publisher : Springer Science & Business Media
ISBN 13 : 9401706638
Total Pages : 428 pages
Book Rating : 4.4/5 (17 download)

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Book Synopsis Advances in Stochastic Modelling and Data Analysis by : Jacques Janssen

Download or read book Advances in Stochastic Modelling and Data Analysis written by Jacques Janssen and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers. Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.

Stochastic Climate Models

Author : Peter Imkeller
Publisher : Birkhäuser
ISBN 13 : 3034882874
Total Pages : 413 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Stochastic Climate Models by : Peter Imkeller

Download or read book Stochastic Climate Models written by Peter Imkeller and published by Birkhäuser. This book was released on 2012-12-06 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of articles written by mathematicians and physicists, designed to describe the state of the art in climate models with stochastic input. Mathematicians will benefit from a survey of simple models, while physicists will encounter mathematically relevant techniques at work.

Stochastic versus Deterministic Systems of Differential Equations

Author : G. S. Ladde
Publisher : CRC Press
ISBN 13 : 0824758757
Total Pages : 269 pages
Book Rating : 4.8/5 (247 download)

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Book Synopsis Stochastic versus Deterministic Systems of Differential Equations by : G. S. Ladde

Download or read book Stochastic versus Deterministic Systems of Differential Equations written by G. S. Ladde and published by CRC Press. This book was released on 2003-12-05 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its methodological backbone, Stochastic Versus Deterministic Systems of Differential Equations addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/fluctuations and parameter uncertainties both deterministic and stochastic.

Environmental Modelling

Author : John Wainwright
Publisher : John Wiley & Sons
ISBN 13 : 9780471496182
Total Pages : 434 pages
Book Rating : 4.4/5 (961 download)

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Book Synopsis Environmental Modelling by : John Wainwright

Download or read book Environmental Modelling written by John Wainwright and published by John Wiley & Sons. This book was released on 2004-01-26 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description

Advances in Hydroscience

Author : Ven Te Chow
Publisher : Elsevier
ISBN 13 : 1483215210
Total Pages : 448 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Advances in Hydroscience by : Ven Te Chow

Download or read book Advances in Hydroscience written by Ven Te Chow and published by Elsevier. This book was released on 2013-10-22 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Hydroscience, Volume 11 -1978 covers topics on the progressive development in water science, including stochastic hydrology, the numerical analysis for hydrodynamic modeling, solid-state hydrology, and subsurface waters. The book presents topics on the theory and examples to model lumped quasi-stochastic and stochastic watershed systems; the progress made in the area of multidimensional numerical modeling of hydrodynamic and water-quality processes in estuary and coastal sea systems; and the physical principles governing the flow of water through snow. The text also includes articles on the state of the art of the finite-element modeling techniques in surface and subsurface hydraulic problems; the developments in the area of rainfall-runoff relations and physically-based stochastic hydrologic analysis; as well as well hydraulics in heterogeneous aquifer formations. Hydrologists, ocean engineers, hydraulic engineers, and subsurface engineers will find the book invaluable.

Recent Advances in Stochastic Operations Research

Author : Tadashi Dohi
Publisher : World Scientific
ISBN 13 : 9812706682
Total Pages : 325 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Recent Advances in Stochastic Operations Research by : Tadashi Dohi

Download or read book Recent Advances in Stochastic Operations Research written by Tadashi Dohi and published by World Scientific. This book was released on 2007 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."

Advanced Ecological Theory

Author : J. McGlade
Publisher : John Wiley & Sons
ISBN 13 : 1444311514
Total Pages : 368 pages
Book Rating : 4.4/5 (443 download)

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Book Synopsis Advanced Ecological Theory by : J. McGlade

Download or read book Advanced Ecological Theory written by J. McGlade and published by John Wiley & Sons. This book was released on 2009-04-01 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced Ecological Theory is intended for both postgraduate students and professional researchers in ecology. It provides an overview of current advances in the field as well as closely related areas in evolution, ecological economics, and natural-resource management, familiarizing the reader with the mathematical, computational and statistical approaches used in these different areas. The book has an exciting set of diverse contributions written by leading authorities.

Deterministic and Stochastic Optimal Control and Inverse Problems

Author : Baasansuren Jadamba
Publisher : CRC Press
ISBN 13 : 1000511723
Total Pages : 394 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Deterministic and Stochastic Optimal Control and Inverse Problems by : Baasansuren Jadamba

Download or read book Deterministic and Stochastic Optimal Control and Inverse Problems written by Baasansuren Jadamba and published by CRC Press. This book was released on 2021-12-15 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.

NOAA Technical Memorandum ERL GLERL.

Author :
Publisher :
ISBN 13 :
Total Pages : 448 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis NOAA Technical Memorandum ERL GLERL. by :

Download or read book NOAA Technical Memorandum ERL GLERL. written by and published by . This book was released on 1991 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Deterministic And Stochastic Topics In Computational Finance

Author : Ovidiu Calin
Publisher : World Scientific Publishing Company
ISBN 13 : 9813203102
Total Pages : 482 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Deterministic And Stochastic Topics In Computational Finance by : Ovidiu Calin

Download or read book Deterministic And Stochastic Topics In Computational Finance written by Ovidiu Calin and published by World Scientific Publishing Company. This book was released on 2016-11-25 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.Topics covered:

Pseudodifferential Operators and Wavelets over Real and p-adic Fields

Author : Nguyen Minh Chuong
Publisher : Springer
ISBN 13 : 3319774735
Total Pages : 373 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Pseudodifferential Operators and Wavelets over Real and p-adic Fields by : Nguyen Minh Chuong

Download or read book Pseudodifferential Operators and Wavelets over Real and p-adic Fields written by Nguyen Minh Chuong and published by Springer. This book was released on 2018-11-28 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph offers a self-contained introduction to pseudodifferential operators and wavelets over real and p-adic fields. Aimed at graduate students and researchers interested in harmonic analysis over local fields, the topics covered in this book include pseudodifferential operators of principal type and of variable order, semilinear degenerate pseudodifferential boundary value problems (BVPs), non-classical pseudodifferential BVPs, wavelets and Hardy spaces, wavelet integral operators, and wavelet solutions to Cauchy problems over the real field and the p-adic field.

Advanced Medical Statistics (2nd Edition)

Author : Ying Lu
Publisher : World Scientific
ISBN 13 : 9814583324
Total Pages : 1471 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Advanced Medical Statistics (2nd Edition) by : Ying Lu

Download or read book Advanced Medical Statistics (2nd Edition) written by Ying Lu and published by World Scientific. This book was released on 2015-06-29 with total page 1471 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book aims to provide both comprehensive reviews of the classical methods and an introduction to new developments in medical statistics. The topics range from meta analysis, clinical trial design, causal inference, personalized medicine to machine learning and next generation sequence analysis. Since the publication of the first edition, there have been tremendous advances in biostatistics and bioinformatics. The new edition tries to cover as many important emerging areas and reflect as much progress as possible. Many distinguished scholars, who greatly advanced their research areas in statistical methodology as well as practical applications, also have revised several chapters with relevant updates and written new ones from scratch.The new edition has been divided into four sections, including, Statistical Methods in Medicine and Epidemiology, Statistical Methods in Clinical Trials, Statistical Genetics, and General Methods. To reflect the rise of modern statistical genetics as one of the most fertile research areas since the publication of the first edition, the brand new section on Statistical Genetics includes entirely new chapters reflecting the state of the art in the field.Although tightly related, all the book chapters are self-contained and can be read independently. The book chapters intend to provide a convenient launch pad for readers interested in learning a specific topic, applying the related statistical methods in their scientific research and seeking the newest references for in-depth research.

Stochastic Modelling of Reaction–Diffusion Processes

Author : Radek Erban
Publisher : Cambridge University Press
ISBN 13 : 1108572995
Total Pages : 322 pages
Book Rating : 4.1/5 (85 download)

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Book Synopsis Stochastic Modelling of Reaction–Diffusion Processes by : Radek Erban

Download or read book Stochastic Modelling of Reaction–Diffusion Processes written by Radek Erban and published by Cambridge University Press. This book was released on 2020-01-30 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This practical introduction to stochastic reaction-diffusion modelling is based on courses taught at the University of Oxford. The authors discuss the essence of mathematical methods which appear (under different names) in a number of interdisciplinary scientific fields bridging mathematics and computations with biology and chemistry. The book can be used both for self-study and as a supporting text for advanced undergraduate or beginning graduate-level courses in applied mathematics. New mathematical approaches are explained using simple examples of biological models, which range in size from simulations of small biomolecules to groups of animals. The book starts with stochastic modelling of chemical reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio-temporal models are then studied, including models of diffusion and stochastic reaction-diffusion modelling. The methods covered include molecular dynamics, Brownian dynamics, velocity jump processes and compartment-based (lattice-based) models.

An Introduction to Stochastic Modeling

Author : Howard M. Taylor
Publisher : Academic Press
ISBN 13 : 1483269272
Total Pages : 410 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis An Introduction to Stochastic Modeling by : Howard M. Taylor

Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.

Advances in Sensitivity Analysis and Parametric Programming

Author : Tomas Gal
Publisher : Springer Science & Business Media
ISBN 13 : 1461561035
Total Pages : 595 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Advances in Sensitivity Analysis and Parametric Programming by : Tomas Gal

Download or read book Advances in Sensitivity Analysis and Parametric Programming written by Tomas Gal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard view of Operations Research/Management Science (OR/MS) dichotomizes the field into deterministic and probabilistic (nondeterministic, stochastic) subfields. This division can be seen by reading the contents page of just about any OR/MS textbook. The mathematical models that help to define OR/MS are usually presented in terms of one subfield or the other. This separation comes about somewhat artificially: academic courses are conveniently subdivided with respect to prerequisites; an initial overview of OR/MS can be presented without requiring knowledge of probability and statistics; text books are conveniently divided into two related semester courses, with deterministic models coming first; academics tend to specialize in one subfield or the other; and practitioners also tend to be expert in a single subfield. But, no matter who is involved in an OR/MS modeling situation (deterministic or probabilistic - academic or practitioner), it is clear that a proper and correct treatment of any problem situation is accomplished only when the analysis cuts across this dichotomy.