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Author : Moshe Shaked
Publisher : IMS
ISBN 13 : 9780940600294
Total Pages : 434 pages
Book Rating : 4.6/5 (2 download)
Download or read book Stochastic Inequalities written by Moshe Shaked and published by IMS. This book was released on 1992 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Evariste Giné
Publisher : Birkhäuser
ISBN 13 : 3034880693
Total Pages : 362 pages
Book Rating : 4.0/5 (348 download)
Download or read book Stochastic Inequalities and Applications written by Evariste Giné and published by Birkhäuser. This book was released on 2012-12-06 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.
Author : Theodore Preston Hill
Publisher : American Mathematical Soc.
ISBN 13 : 0821810863
Total Pages : 226 pages
Book Rating : 4.8/5 (218 download)
Download or read book Advances in Stochastic Inequalities written by Theodore Preston Hill and published by American Mathematical Soc.. This book was released on 1999 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains 15 articles based on invited talks given at an AMS Special Session on 'Stochastic Inequalities and Their Applications' held at Georgia Institute of Technology (Atlanta). This book includes articles that offer a comprehensive picture of this area of mathematical probability and statistics.
Author : Feng-Yu Wang
Publisher : Springer Science & Business Media
ISBN 13 : 1461479347
Total Pages : 135 pages
Book Rating : 4.4/5 (614 download)
Download or read book Harnack Inequalities for Stochastic Partial Differential Equations written by Feng-Yu Wang and published by Springer Science & Business Media. This book was released on 2013-08-13 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and delayed differential equations. Since the semigroup refers to Fokker-Planck equations on infinite-dimensional spaces, the Harnack inequalities the author investigates are dimension-free. This is an essentially different point from the above mentioned classical Harnack inequalities. Moreover, the main tool in the study is a new coupling method (called coupling by change of measures) rather than the usual maximum principle in the current literature.
Author : A. Bensoussan
Publisher : Elsevier
ISBN 13 : 9780080875330
Total Pages : 563 pages
Book Rating : 4.8/5 (753 download)
Download or read book Applications of Variational Inequalities in Stochastic Control written by A. Bensoussan and published by Elsevier. This book was released on 2011-08-18 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applications of Variational Inequalities in Stochastic Control
Author : Giuseppe Da Prato
Publisher : Birkhäuser
ISBN 13 : 3034879091
Total Pages : 182 pages
Book Rating : 4.0/5 (348 download)
Download or read book Kolmogorov Equations for Stochastic PDEs written by Giuseppe Da Prato and published by Birkhäuser. This book was released on 2012-12-06 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.
Author : Karl Mosler
Publisher : Springer Science & Business Media
ISBN 13 : 3642499724
Total Pages : 385 pages
Book Rating : 4.6/5 (424 download)
Download or read book Stochastic Orders and Applications written by Karl Mosler and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.
Author : Lester E. Dubins
Publisher : Courier Corporation
ISBN 13 : 0486780643
Total Pages : 307 pages
Book Rating : 4.4/5 (867 download)
Download or read book How to Gamble If You Must written by Lester E. Dubins and published by Courier Corporation. This book was released on 2014-08-20 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence of many years' research into a dozen concise chapters. "Strongly recommended" by the Journal of the American Statistical Association upon its initial publication, this revised and updated edition features contributions from two well-known statisticians that include a new Preface, updated references, and findings from recent research. Following an introductory chapter, the book formulates the gambler's problem and discusses gambling strategies. Succeeding chapters explore the properties associated with casinos and certain measures of subfairness. Concluding chapters relate the scope of the gambler's problems to more general mathematical ideas, including dynamic programming, Bayesian statistics, and stochastic processes. Dover (2014) revised and updated republication of the 1976 Dover edition entitled Inequalities for Stochastic Processes. See every Dover book in print at www.doverpublications.com
Author : Yung Liang Tong
Publisher : IMS
ISBN 13 : 9780940600041
Total Pages : 270 pages
Book Rating : 4.6/5 ( download)
Download or read book Inequalities in Statistics and Probability written by Yung Liang Tong and published by IMS. This book was released on 1984 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James Radford Kirkwood
Publisher :
ISBN 13 :
Total Pages : 122 pages
Book Rating : 4.X/5 (1 download)
Download or read book Stochastic Inequalities and Phase Transitions for Markov Semigroups written by James Radford Kirkwood and published by . This book was released on 1982 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Library of Congress
Publisher :
ISBN 13 :
Total Pages : 1160 pages
Book Rating : 4.:/5 (3 download)
Download or read book Library of Congress Subject Headings written by Library of Congress and published by . This book was released on 2013 with total page 1160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Library of Congress. Cataloging Policy and Support Office
Publisher :
ISBN 13 :
Total Pages : 1662 pages
Book Rating : 4.3/5 (91 download)
Download or read book Library of Congress Subject Headings written by Library of Congress. Cataloging Policy and Support Office and published by . This book was released on 2004 with total page 1662 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Zhengyan Lin
Publisher : Springer Science & Business Media
ISBN 13 : 3642052614
Total Pages : 192 pages
Book Rating : 4.6/5 (42 download)
Download or read book Probability Inequalities written by Zhengyan Lin and published by Springer Science & Business Media. This book was released on 2011-05-30 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inequality has become an essential tool in many areas of mathematical research, for example in probability and statistics where it is frequently used in the proofs. "Probability Inequalities" covers inequalities related with events, distribution functions, characteristic functions, moments and random variables (elements) and their sum. The book shall serve as a useful tool and reference for scientists in the areas of probability and statistics, and applied mathematics. Prof. Zhengyan Lin is a fellow of the Institute of Mathematical Statistics and currently a professor at Zhejiang University, Hangzhou, China. He is the prize winner of National Natural Science Award of China in 1997. Prof. Zhidong Bai is a fellow of TWAS and the Institute of Mathematical Statistics; he is a professor at the National University of Singapore and Northeast Normal University, Changchun, China.
Author :
Publisher : American Mathematical Soc.
ISBN 13 : 9780821855706
Total Pages : 212 pages
Book Rating : 4.8/5 (557 download)
Download or read book Advances in Stochastic Inequalities written by and published by American Mathematical Soc.. This book was released on 1999 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Author : Jinqiao Duan
Publisher : Elsevier
ISBN 13 : 0128012692
Total Pages : 283 pages
Book Rating : 4.1/5 (28 download)
Download or read book Effective Dynamics of Stochastic Partial Differential Equations written by Jinqiao Duan and published by Elsevier. This book was released on 2014-03-06 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors’ experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension. New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertainty Accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations Solutions or hints to all Exercises
Author : Evarist Giné
Publisher : Birkhauser
ISBN 13 : 9780817621971
Total Pages : 365 pages
Book Rating : 4.6/5 (219 download)
Download or read book Stochastic Inequalities and Applications written by Evarist Giné and published by Birkhauser. This book was released on 2003 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book also contains a sample of recent advances on several aspects of stochastic analysis such as diffusion processes, stochastic differential equations driven by fractional Brownian motion, Lyapunov exponents for stochastic differential equations with jumps, and Levy processes."--BOOK JACKET.
