Proceedings Of The International Conference On Stochastic Analysis And Applications

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Proceedings of the International Conference on Stochastic Analysis and Applications

Author : Sergio Albeverio
Publisher : Springer Science & Business Media
ISBN 13 : 1402024681
Total Pages : 347 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Proceedings of the International Conference on Stochastic Analysis and Applications by : Sergio Albeverio

Download or read book Proceedings of the International Conference on Stochastic Analysis and Applications written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2013-03-20 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject. This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.

Stochastic analysis and applications

Author :
Publisher :
ISBN 13 : 9780387138916
Total Pages : pages
Book Rating : 4.1/5 (389 download)

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Book Synopsis Stochastic analysis and applications by :

Download or read book Stochastic analysis and applications written by and published by . This book was released on 1984 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Analysis and Applications

Author :
Publisher :
ISBN 13 : 9780387138916
Total Pages : 0 pages
Book Rating : 4.1/5 (389 download)

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Book Synopsis Stochastic Analysis and Applications by :

Download or read book Stochastic Analysis and Applications written by and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Analysis and Applications

Author : University College of Swansea. Dept. of Mathematics and Computer Science
Publisher :
ISBN 13 :
Total Pages : 199 pages
Book Rating : 4.:/5 (66 download)

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Book Synopsis Stochastic Analysis and Applications by : University College of Swansea. Dept. of Mathematics and Computer Science

Download or read book Stochastic Analysis and Applications written by University College of Swansea. Dept. of Mathematics and Computer Science and published by . This book was released on 1984 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Algebraic Structures and Applications

Author : Sergei Silvestrov
Publisher : Springer Nature
ISBN 13 : 3030418502
Total Pages : 976 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Algebraic Structures and Applications by : Sergei Silvestrov

Download or read book Algebraic Structures and Applications written by Sergei Silvestrov and published by Springer Nature. This book was released on 2020-06-18 with total page 976 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the latest advances in algebraic structures and applications, and focuses on mathematical concepts, methods, structures, problems, algorithms and computational methods important in the natural sciences, engineering and modern technologies. In particular, it features mathematical methods and models of non-commutative and non-associative algebras, hom-algebra structures, generalizations of differential calculus, quantum deformations of algebras, Lie algebras and their generalizations, semi-groups and groups, constructive algebra, matrix analysis and its interplay with topology, knot theory, dynamical systems, functional analysis, stochastic processes, perturbation analysis of Markov chains, and applications in network analysis, financial mathematics and engineering mathematics. The book addresses both theory and applications, which are illustrated with a wealth of ideas, proofs and examples to help readers understand the material and develop new mathematical methods and concepts of their own. The high-quality chapters share a wealth of new methods and results, review cutting-edge research and discuss open problems and directions for future research. Taken together, they offer a source of inspiration for a broad range of researchers and research students whose work involves algebraic structures and their applications, probability theory and mathematical statistics, applied mathematics, engineering mathematics and related areas.

Stochastic Analysis and Applications

Author : Ana Bela Cruzeiro
Publisher : Springer Science & Business Media
ISBN 13 : 9780817635671
Total Pages : 216 pages
Book Rating : 4.6/5 (356 download)

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Book Synopsis Stochastic Analysis and Applications by : Ana Bela Cruzeiro

Download or read book Stochastic Analysis and Applications written by Ana Bela Cruzeiro and published by Springer Science & Business Media. This book was released on 1991 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.

Stochastic Analysis

Author : Avner Friedman
Publisher :
ISBN 13 :
Total Pages : 340 pages
Book Rating : 4.:/5 (252 download)

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Book Synopsis Stochastic Analysis by : Avner Friedman

Download or read book Stochastic Analysis written by Avner Friedman and published by . This book was released on 1978 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Analysis

Author : Avner Friedman
Publisher :
ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Analysis by : Avner Friedman

Download or read book Stochastic Analysis written by Avner Friedman and published by . This book was released on 1978 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal stopping in a reliability problem; On the Hamilton-Jacobi approach for the optimal control of diffusion processes with Jumps; On the number of distinct sites visited by a Random Walk; Duality for markov processes; Stochastic dynamical systems and their flows; Some measure-valued population processes; Optimal stopping for random evolution of multidimensional poisson processes with partial observation; The tail 0-field of one dimensional diffusions.

Stochastic Analysis and Applications 2014

Author : Dan Crisan
Publisher : Springer
ISBN 13 : 3319112929
Total Pages : 520 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Stochastic Analysis and Applications 2014 by : Dan Crisan

Download or read book Stochastic Analysis and Applications 2014 written by Dan Crisan and published by Springer. This book was released on 2014-12-13 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Author : Samuel N. Cohen
Publisher : Springer Nature
ISBN 13 : 3030222853
Total Pages : 300 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications by : Samuel N. Cohen

Download or read book Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications written by Samuel N. Cohen and published by Springer Nature. This book was released on 2019-08-31 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics. This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.

Stochastic Analysis and Applications

Author : A. Truman
Publisher : Springer
ISBN 13 : 3540391037
Total Pages : 206 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Stochastic Analysis and Applications by : A. Truman

Download or read book Stochastic Analysis and Applications written by A. Truman and published by Springer. This book was released on 2006-12-08 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Recent Developments in Stochastic Methods and Applications

Author : Albert N. Shiryaev
Publisher : Springer Nature
ISBN 13 : 303083266X
Total Pages : 370 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Recent Developments in Stochastic Methods and Applications by : Albert N. Shiryaev

Download or read book Recent Developments in Stochastic Methods and Applications written by Albert N. Shiryaev and published by Springer Nature. This book was released on 2021-08-02 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.

Stochastic Analysis and Applications

Author : A.B. Cruzeiro
Publisher : Springer Science & Business Media
ISBN 13 : 146120447X
Total Pages : 207 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Stochastic Analysis and Applications by : A.B. Cruzeiro

Download or read book Stochastic Analysis and Applications written by A.B. Cruzeiro and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.

Analytical and Stochastic Modeling Techniques and Applications

Author : Khalid Al-Begain
Publisher : Springer Science & Business Media
ISBN 13 : 3642022049
Total Pages : 412 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Analytical and Stochastic Modeling Techniques and Applications by : Khalid Al-Begain

Download or read book Analytical and Stochastic Modeling Techniques and Applications written by Khalid Al-Begain and published by Springer Science & Business Media. This book was released on 2009-05-25 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2009, held in Madrid, Spain, in June 2009 in conjunction with ECMS 2009, the 23nd European Conference on Modeling and Simulation. The 27 revised full papers presented were carefully reviewed and selected from 55 submissions. The papers are organized in topical sections on telecommunication networks; wireless & mobile networks; simulation; quueing systems & distributions; queueing & scheduling in telecommunication networks; model checking & process algebra; performance & reliability analysis of various systems.

Mathematical Analysis of Random Phenomena

Author : Ana Bela Ferreira Cruzeiro
Publisher : World Scientific
ISBN 13 : 9812770542
Total Pages : 241 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Mathematical Analysis of Random Phenomena by : Ana Bela Ferreira Cruzeiro

Download or read book Mathematical Analysis of Random Phenomena written by Ana Bela Ferreira Cruzeiro and published by World Scientific. This book was released on 2007 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical analysis and probability theory, this book shows that, in fact, it can provide versatile tools useful in many areas of applied mathematics where the phenomena being described are random. The geometrical aspects of stochastic analysis, often regarded as the most promising for applications, are specially investigated by various contributors to the volume.

Hyperfinite Dirichlet Forms and Stochastic Processes

Author : Sergio Albeverio
Publisher : Springer Science & Business Media
ISBN 13 : 3642196594
Total Pages : 295 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Hyperfinite Dirichlet Forms and Stochastic Processes by : Sergio Albeverio

Download or read book Hyperfinite Dirichlet Forms and Stochastic Processes written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2011-05-27 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.

Handbook of Stochastic Analysis and Applications

Author : D. Kannan
Publisher : CRC Press
ISBN 13 : 1482294702
Total Pages : 808 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Handbook of Stochastic Analysis and Applications by : D. Kannan

Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.