Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download On The Connection Between Ordinary And Generalized Stochastic Processes full books in PDF, epub, and Kindle. Read online On The Connection Between Ordinary And Generalized Stochastic Processes ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : R. Meidan
Publisher :
ISBN 13 : 9780798811156
Total Pages : 15 pages
Book Rating : 4.8/5 (111 download)
Download or read book On the Connection Between Ordinary and Generalized Stochastic Processes written by R. Meidan and published by . This book was released on 1977 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Malempati M. Rao
Publisher : Springer Science & Business Media
ISBN 13 : 1475765983
Total Pages : 629 pages
Book Rating : 4.4/5 (757 download)
Download or read book Stochastic Processes: General Theory written by Malempati M. Rao and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 629 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.
Author : Cinlar
Publisher : Springer Science & Business Media
ISBN 13 : 1468405624
Total Pages : 352 pages
Book Rating : 4.4/5 (684 download)
Download or read book Seminar on Stochastic Processes, 1990 written by Cinlar and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 1990 Seminar on Stochastic Processes was held at the University of British Columbia from May 10 through May 12, 1990. This was the tenth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, the Univer sity of Florida, the University of Virginia and the University of California, San Diego. Following the successful format of previous years, there were five invited lectures, delivered by M. Marcus, M. Vor, D. Nualart, M. Freidlin and L. C. G. Rogers, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1990 Seminar was made possible by the support of the Natural Sciences and Engin~ring Research Council of Canada, the Southwest University Mathematics Society of British Columbia, and the University of British Columbia. To these entities and the organizers of this year's conference, Ed Perkins and John Walsh, we extend oul' thanks. Finally, we acknowledge the support and assistance of the staff at Birkhauser Boston.
Author : Malempati M. Rao
Publisher : Springer
ISBN 13 :
Total Pages : 650 pages
Book Rating : 4.3/5 (91 download)
Download or read book Stochastic Processes: General Theory written by Malempati M. Rao and published by Springer. This book was released on 1995-10-31 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.
Author : Sergio Fajardo
Publisher : CRC Press
ISBN 13 : 1482279150
Total Pages : 140 pages
Book Rating : 4.4/5 (822 download)
Download or read book Model Theory of Stochastic Processes written by Sergio Fajardo and published by CRC Press. This book was released on 2002-01-01 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents new research in probability theory using ideas from mathematical logic. It is a general study of stochastic processes on adapted probability spaces, employing the concept of similarity of stochastic processes based on the notion of adapted distribution. The authors use ideas from model theory and methods from nonstandard analysis
Author : Rúben Sousa
Publisher : Springer Nature
ISBN 13 : 303105296X
Total Pages : 269 pages
Book Rating : 4.0/5 (31 download)
Download or read book Convolution-like Structures, Differential Operators and Diffusion Processes written by Rúben Sousa and published by Springer Nature. This book was released on 2022-07-27 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. Seeking to generalize this useful connection, and also motivated by its probabilistic applications, the book focuses on the following question: given a diffusion process Xt on a metric space E, can we construct a convolution-like operator * on the space of probability measures on E with respect to which the law of Xt has the *-convolution semigroup property? A detailed analysis highlights the connection between the construction of convolution-like structures and disciplines such as stochastic processes, ordinary and partial differential equations, spectral theory, special functions and integral transforms. The book will be valuable for graduate students and researchers interested in the intersections between harmonic analysis, probability theory and differential equations.
Author : Lewis I. Pakula
Publisher :
ISBN 13 :
Total Pages : 146 pages
Book Rating : 4.:/5 (3 download)
Download or read book Covariances of Generalized Stochastic Processes written by Lewis I. Pakula and published by . This book was released on 1972 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Richard Durrett
Publisher : Springer
ISBN 13 : 3319456148
Total Pages : 282 pages
Book Rating : 4.3/5 (194 download)
Download or read book Essentials of Stochastic Processes written by Richard Durrett and published by Springer. This book was released on 2016-11-07 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Author : Raúl Toral
Publisher : John Wiley & Sons
ISBN 13 : 3527683127
Total Pages : 518 pages
Book Rating : 4.5/5 (276 download)
Download or read book Stochastic Numerical Methods written by Raúl Toral and published by John Wiley & Sons. This book was released on 2014-06-26 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis (extraction of critical exponents, finite-size effects, etc.), to population dynamics, interfacial growth, chemical reactions, etc. Program listings are integrated in the discussion of numerical algorithms to facilitate their understanding. From the contents: Review of Probability Concepts Monte Carlo Integration Generation of Uniform and Non-uniform Random Numbers: Non-correlated Values Dynamical Methods Applications to Statistical Mechanics Introduction to Stochastic Processes Numerical Simulation of Ordinary and Partial Stochastic Differential Equations Introduction to Master Equations Numerical Simulations of Master Equations Hybrid Monte Carlo Generation of n-Dimensional Correlated Gaussian Variables Collective Algorithms for Spin Systems Histogram Extrapolation Multicanonical Simulations
Author : W. Q. Zhu
Publisher : CRC Press
ISBN 13 : 0203492951
Total Pages : 626 pages
Book Rating : 4.2/5 (34 download)
Download or read book Advances in Stochastic Structural Dynamics written by W. Q. Zhu and published by CRC Press. This book was released on 2003-05-13 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collection of technical papers presented at the 5th International Conference on Stochastic Structural Dynamics (SSD03) in Hangzhou, China during May 26-28, 2003. Topics include direct transfer substructure method for random response analysis, generation of bounded stochastic processes, and sample path behavior of Gaussian processes.
Author : Augustin Louis Baron Cauchy
Publisher : World Scientific
ISBN 13 : 9789971506667
Total Pages : 1010 pages
Book Rating : 4.5/5 (66 download)
Download or read book Topics in Mathematical Analysis written by Augustin Louis Baron Cauchy and published by World Scientific. This book was released on 1989 with total page 1010 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume aims at surveying and exposing the main ideas and principles accumulated in a number of theories of Mathematical Analysis. The underlying methodological principle is to develop a unified approach to various kinds of problems. In the papers presented, outstanding research scientists discuss the present state of the art and the broad spectrum of topics in the theory.
Author : Sergej S. Artemiev
Publisher : VSP
ISBN 13 : 9789067642507
Total Pages : 188 pages
Book Rating : 4.6/5 (425 download)
Download or read book Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations written by Sergej S. Artemiev and published by VSP. This book was released on 1997 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with numerical analysis of systems of both ordinary and stochastic differential equations. The first chapter is devoted to numerical solution problems of the Cauchy problem for stiff ordinary differential equation (ODE) systems by Rosenbrock-type methods (RTMs). Here, general solutions of consistency equations are obtained, which lead to the construction of RTMs from the first to the fourth order. The second chapter deals with statistical simulation problems of the solution of the Cauchy problem for stochastic differential equation (SDE) systems. The mean-square convergence theorem is considered, as well as Taylor expansions of numerical solutions. Also included are applications of numerical methods of SDE solutions to partial differential equations and to analysis and synthesis problems of automated control of stochastic systems.
Author : Alexander I. Saichev
Publisher : Birkhäuser
ISBN 13 : 3319925865
Total Pages : 413 pages
Book Rating : 4.3/5 (199 download)
Download or read book Distributions in the Physical and Engineering Sciences, Volume 3 written by Alexander I. Saichev and published by Birkhäuser. This book was released on 2018-08-03 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Continuing the authors’ multivolume project, this text considers the theory of distributions from an applied perspective, demonstrating how effective a combination of analytic and probabilistic methods can be for solving problems in the physical and engineering sciences. Volume 1 covered foundational topics such as distributional and fractional calculus, the integral transform, and wavelets, and Volume 2 explored linear and nonlinear dynamics in continuous media. With this volume, the scope is extended to the use of distributional tools in the theory of generalized stochastic processes and fields, and in anomalous fractional random dynamics. Chapters cover topics such as probability distributions; generalized stochastic processes, Brownian motion, and the white noise; stochastic differential equations and generalized random fields; Burgers turbulence and passive tracer transport in Burgers flows; and linear, nonlinear, and multiscale anomalous fractional dynamics in continuous media. The needs of the applied-sciences audience are addressed by a careful and rich selection of examples arising in real-life industrial and scientific labs and a thorough discussion of their physical significance. Numerous illustrations generate a better understanding of the core concepts discussed in the text, and a large number of exercises at the end of each chapter expand on these concepts. Distributions in the Physical and Engineering Sciences is intended to fill a gap in the typical undergraduate engineering/physical sciences curricula, and as such it will be a valuable resource for researchers and graduate students working in these areas. The only prerequisites are a three-four semester calculus sequence (including ordinary differential equations, Fourier series, complex variables, and linear algebra), and some probability theory, but basic definitions and facts are covered as needed. An appendix also provides background material concerning the Dirac-delta and other distributions.
Author : K. Sobczyk
Publisher : Springer Science & Business Media
ISBN 13 : 9401137129
Total Pages : 414 pages
Book Rating : 4.4/5 (11 download)
Download or read book Stochastic Differential Equations written by K. Sobczyk and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi, ..~ si lavait su CO.llUlJalt en revc:nir, One acMcc matbcmatica bu JaIdcred the human rac:c. It bu put COIDIDOD _ beet je n'y serais point aBe.' Jules Verne wbac it bdoup, 0Jl!be~ IbcII _t to!be dusty cauialcr Iabc & d 'diMardod__ The series is divergent; thc:reforc we may be -'. I!.ticT. Bc:I1 able to do something with it. O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world when: both feedback and non linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statcmalts as: 'One service topology has rendered mathematical physics ...-; 'One service logic has rendered c0m puter science ... '; 'One service category theory has rendered mathematics ... '. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series. This series, Mathematics and Its Applications. started in 19n. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope. At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However. the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branc:hes. It also happens, quite often in fact, that branches which were thought to be completely
Author : León Abreu (José Luis)
Publisher :
ISBN 13 :
Total Pages : 188 pages
Book Rating : 4.:/5 (3 download)
Download or read book Smoothing, Filtering and Prediction of Generalized Stochastic Processes written by León Abreu (José Luis) and published by . This book was released on 1970 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Zhongqiang Zhang
Publisher : Springer
ISBN 13 : 3319575112
Total Pages : 391 pages
Book Rating : 4.3/5 (195 download)
Download or read book Numerical Methods for Stochastic Partial Differential Equations with White Noise written by Zhongqiang Zhang and published by Springer. This book was released on 2017-09-01 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made. Part III covers spatial white noise. Here the authors discuss numerical methods for nonlinear elliptic equations as well as other equations with additive noise. Numerical methods for SPDEs with multiplicative noise are also discussed using the Wiener chaos expansion method. In addition, some SPDEs driven by non-Gaussian white noise are discussed and some model reduction methods (based on Wick-Malliavin calculus) are presented for generalized polynomial chaos expansion methods. Powerful techniques are provided for solving stochastic partial differential equations. This book can be considered as self-contained. Necessary background knowledge is presented in the appendices. Basic knowledge of probability theory and stochastic calculus is presented in Appendix A. In Appendix B some semi-analytical methods for SPDEs are presented. In Appendix C an introduction to Gauss quadrature is provided. In Appendix D, all the conclusions which are needed for proofs are presented, and in Appendix E a method to compute the convergence rate empirically is included. In addition, the authors provide a thorough review of the topics, both theoretical and computational exercises in the book with practical discussion of the effectiveness of the methods. Supporting Matlab files are made available to help illustrate some of the concepts further. Bibliographic notes are included at the end of each chapter. This book serves as a reference for graduate students and researchers in the mathematical sciences who would like to understand state-of-the-art numerical methods for stochastic partial differential equations with white noise.
Author : Dmitrii S. Silvestrov
Publisher : Springer Science & Business Media
ISBN 13 : 0857293907
Total Pages : 408 pages
Book Rating : 4.8/5 (572 download)
Download or read book Limit Theorems for Randomly Stopped Stochastic Processes written by Dmitrii S. Silvestrov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.
