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Author : Jean-Pierre Fouque
Publisher :
ISBN 13 : 9789996488368
Total Pages : 214 pages
Book Rating : 4.4/5 (883 download)
Download or read book Stochastic Analysis : Random Fields and Measure-valued Processes written by Jean-Pierre Fouque and published by . This book was released on 1996 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert C. Dalang
Publisher : Birkhäuser
ISBN 13 : 3034882092
Total Pages : 310 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications III written by Robert C. Dalang and published by Birkhäuser. This book was released on 2012-12-06 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Author :
Publisher :
ISBN 13 :
Total Pages : 214 pages
Book Rating : 4.:/5 (222 download)
Download or read book Stochastic analysis written by and published by . This book was released on 1996 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert Dalang
Publisher : Springer Science & Business Media
ISBN 13 : 3034800215
Total Pages : 487 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications VI written by Robert Dalang and published by Springer Science & Business Media. This book was released on 2011-03-16 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.
Author : Robert Dalang
Publisher : Birkhäuser
ISBN 13 : 3034879431
Total Pages : 329 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications IV written by Robert Dalang and published by Birkhäuser. This book was released on 2012-12-06 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.
Author : Robert C. Dalang
Publisher : Springer Science & Business Media
ISBN 13 : 3034805454
Total Pages : 470 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications VII written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2013-09-05 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.
Author : Vidyadhar S. Mandrekar
Publisher : CRC Press
ISBN 13 : 1498707823
Total Pages : 200 pages
Book Rating : 4.4/5 (987 download)
Download or read book Stochastic Analysis for Gaussian Random Processes and Fields written by Vidyadhar S. Mandrekar and published by CRC Press. This book was released on 2015-06-23 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).The book begins with preliminary results on covariance and associated RKHS
Author : Robert Dalang
Publisher : Birkhäuser
ISBN 13 : 3034886810
Total Pages : 300 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications written by Robert Dalang and published by Birkhäuser. This book was released on 2012-12-06 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
Author : Robert Dalang
Publisher : Springer Science & Business Media
ISBN 13 : 3764384581
Total Pages : 518 pages
Book Rating : 4.7/5 (643 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications V written by Robert Dalang and published by Springer Science & Business Media. This book was released on 2008-03-12 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
Author : Volker Schmidt
Publisher : Springer
ISBN 13 : 3319100645
Total Pages : 484 pages
Book Rating : 4.3/5 (191 download)
Download or read book Stochastic Geometry, Spatial Statistics and Random Fields written by Volker Schmidt and published by Springer. This book was released on 2014-10-24 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.g. in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R which are widely used in the mathematical community. It can be seen as a continuation of the recent volume 2068 of Lecture Notes in Mathematics, where other issues of stochastic geometry, spatial statistics and random fields were considered with a focus on asymptotic methods.
Author : Erwin Bolthausen
Publisher : Birkhäuser
ISBN 13 : 3034870264
Total Pages : 392 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications written by Erwin Bolthausen and published by Birkhäuser. This book was released on 2012-12-06 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Author : Donald Andrew Dawson
Publisher : American Mathematical Soc.
ISBN 13 : 9780821870440
Total Pages : 260 pages
Book Rating : 4.8/5 (74 download)
Download or read book Measure-valued Processes, Stochastic Partial Differential Equations, and Interacting Systems written by Donald Andrew Dawson and published by American Mathematical Soc.. This book was released on 1994-01-01 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this collection explore the connections between the rapidly developing fields of measure-valued processes, stochastic partial differential equations, and interacting particle systems, each of which has undergone profound development in recent years. Bringing together ideas and tools arising from these different sources, the papers include contributions to major directions of research in these fields, explore the interface between them, and describe newly developing research problems and methodologies. Several papers are devoted to different aspects of measure-valued branching processes (also called superprocesses). Some new classes of these processes are described, including branching in catalytic media, branching with change of mass, and multilevel branching. Sample path and spatial clumping properties of superprocesses are also studied. The papers on Fleming-Viot processes arising in population genetics include discussions of the role of genealogical structures and the application of the Dirichlet form methodology. Several papers are devoted to particle systems studied in statistical physics and to stochastic partial differential equations which arise as hydrodynamic limits of such systems. With overview articles on some of the important new developments in these areas, this book would be an ideal source for an advanced graduate course on superprocesses.
Author : Diego Bricio Hern ndez
Publisher : World Scientific
ISBN 13 : 9789810219086
Total Pages : 172 pages
Book Rating : 4.2/5 (19 download)
Download or read book Lectures on Probability and Second Order Random Fields written by Diego Bricio Hern ndez and published by World Scientific. This book was released on 1995 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book of lecture notes contains theoretical background material required for computer generation of random fields, which is of interest in various fields of applied mathematics.The necessary probabilistic background suitable for applied work in engineering as well as signal and image processing is also covered.The book is a valuable guide for higher level engineering students.
Author : Erik Vanmarcke
Publisher : World Scientific
ISBN 13 : 9812563539
Total Pages : 363 pages
Book Rating : 4.8/5 (125 download)
Download or read book Random Fields written by Erik Vanmarcke and published by World Scientific. This book was released on 2010 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patterns of variation and interdependence using random fields, as both deterministic treatment and conventional statistics are often insufficient. An ideal random field model will capture key features of complex random phenomena in terms of a minimum number of physically meaningful and experimentally accessible parameters. This volume, a revised and expanded edition of an acclaimed book first published by the M I T Press, offers a synthesis of methods to describe and analyze and, where appropriate, predict and control random fields. There is much new material, covering both theory and applications, notably on a class of probability distributions derived from quantum mechanics, relevant to stochastic modeling in fields such as cosmology, biology and system reliability, and on discrete-unit or agent-based random processes.Random Fields is self-contained and unified in presentation. The first edition was found, in a review in EOS (American Geophysical Union) to be ?both technically interesting and a pleasure to read ? the presentation is clear and the book should be useful to almost anyone who uses random processes to solve problems in engineering or science ? and (there is) continued emphasis on describing the mathematics in physical terms.?
Author : Jean-Marc Azais
Publisher : John Wiley & Sons
ISBN 13 : 0470434635
Total Pages : 407 pages
Book Rating : 4.4/5 (74 download)
Download or read book Level Sets and Extrema of Random Processes and Fields written by Jean-Marc Azais and published by John Wiley & Sons. This book was released on 2009-02-17 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.
Author : Robert J. Adler
Publisher : SIAM
ISBN 13 : 0898716934
Total Pages : 295 pages
Book Rating : 4.8/5 (987 download)
Download or read book The Geometry of Random Fields written by Robert J. Adler and published by SIAM. This book was released on 2010-01-28 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.
Author : Aleksandr Vadimovich Bulinski?
Publisher : World Scientific
ISBN 13 : 9812709401
Total Pages : 447 pages
Book Rating : 4.8/5 (127 download)
Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinski? and published by World Scientific. This book was released on 2007 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).
