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Stochastic Processes and Calculus: An Elementary Introduction with Applications

Posted By: AvaxGenius
Date: 2 Apr 2023 06:42:35
Stochastic Processes and Calculus: An Elementary Introduction with Applications

Stochastic Processes and Calculus: An Elementary Introduction with Applications by Uwe Hassler
English | EPUB (True) | 2016 | 398 Pages | ISBN : 3319234277 | 4.64 MB

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes.
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Probability, Second Edition

Posted By: AvaxGenius
Date: 21 Oct 2022 10:19:58
Probability, Second Edition

Probability, Second Edition by A. N. Shiryaev
English | PDF | 1996 | 636 Pages | ISBN : 1475725418 | 38.5 MB

In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil­ ity, Statistics, and Stochastic Processors, I, II" and published by that Univer­ sity. Our original intention in writing the first edition of this book was to divide the contents into three parts: probability, mathematical statistics, and theory of stochastic processes, which corresponds to an outline of a three­ semester course of lectures for university students of mathematics. However, in the course of preparing the book, it turned out to be impossible to realize this intention completely, since a full exposition would have required too much space.
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Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity (Repost)

Posted By: AvaxGenius
Date: 24 Mar 2022 04:49:36
Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity (Repost)

Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity by Eitan Altman
English | PDF | 2003 | 303 Pages | ISBN : 3540203583 | 4 MB

Opening new directions in research in both discrete event dynamic systems as well as in stochastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers. This is a counterpart of convex optimization in the setting of discrete optimization. The theory developed is applied to the control of stochastic discrete-event dynamic systems. Some applications are admission, routing, service allocation and vacation control in queueing networks. Pure and applied mathematicians will enjoy reading the book since it brings together many disciplines in mathematics: combinatorics, stochastic processes, stochastic control and optimization, discrete event dynamic systems, algebra.
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Numerical Methods for Stochastic Control Problems in Continuous Time

Posted By: AvaxGenius
Date: 14 Mar 2022 12:24:23
Numerical Methods for Stochastic Control Problems in Continuous Time

Numerical Methods for Stochastic Control Problems in Continuous Time by Harold J. Kushner
English | PDF | 2001 | 480 Pages | ISBN : 0387951393 | 39.8 MB

Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest.
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Denumerable Markov Chains: with a chapter of Markov Random Fields by David Griffeath

Posted By: AvaxGenius
Date: 5 Mar 2022 14:53:38
Denumerable Markov Chains: with a chapter of Markov Random Fields by David Griffeath

Denumerable Markov Chains: with a chapter of Markov Random Fields by David Griffeath by John G. Kemeny
English | PDF | 1976 | 495 Pages | ISBN : 0387901779 | 36.1 MB

With the first edition out of print, we decided to arrange for republi­ cation of Denumerrible Markov Ohains with additional bibliographic material. The new edition contains a section Additional Notes that indicates some of the developments in Markov chain theory over the last ten years.
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Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity (Repost)

Posted By: AvaxGenius
Date: 29 Jan 2022 23:01:43
Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity (Repost)

Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity by Eitan Altman
English | PDF | 2003 | 303 Pages | ISBN : 3540203583 | 4 MB

Opening new directions in research in both discrete event dynamic systems as well as in stochastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers. This is a counterpart of convex optimization in the setting of discrete optimization. The theory developed is applied to the control of stochastic discrete-event dynamic systems. Some applications are admission, routing, service allocation and vacation control in queueing networks. Pure and applied mathematicians will enjoy reading the book since it brings together many disciplines in mathematics: combinatorics, stochastic processes, stochastic control and optimization, discrete event dynamic systems, algebra.
Details

Quantum-Classical Correspondence: Dynamical Quantization and the Classical Limit

Posted By: AvaxGenius
Date: 3 Dec 2021 04:05:17
Quantum-Classical Correspondence: Dynamical Quantization and the Classical Limit

Quantum-Classical Correspondence: Dynamical Quantization and the Classical Limit by A. O. Bolivar
English | PDF | 2004 | 196 Pages | ISBN : 3540201467 | 15.2 MB

At what level of physical existence does "quantum behavior" begin? How does it develop from classical mechanics? This book addresses these questions and thereby sheds light on fundamental conceptual problems of quantum mechanics. Quantum-Classical Correspondence elucidates the problem by developing a procedure for quantizing stochastic systems (e.g. Brownian systems) described by Fokker-Planck equations.
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Dynamical Models In Neurocognitive Psychology

Posted By: AvaxGenius
Date: 27 Mar 2021 22:46:26
Dynamical Models In Neurocognitive Psychology

Dynamical Models In Neurocognitive Psychology by Ralf Engbert
English | EPUB | 2021 | 158 Pages | ISBN : 3030672980 | 25.6 MB

The development of cognitive models is a key step in the challenging research program to advance our understanding of human cognition and behavior. Dynamical models represent a general and flexible approach to cognitive modeling. This introduction focuses on applications of stochastic processes and dynamical systems to model cognition.
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Dynamical Models In Neurocognitive Psychology

Posted By: AvaxGenius
Date: 2 Mar 2021 17:42:50
Dynamical Models In Neurocognitive Psychology

Dynamical Models In Neurocognitive Psychology by Ralf Engbert
English | PDF | 2021 | 158 Pages | ISBN : 3030672980 | 7.8 MB

The development of cognitive models is a key step in the challenging research program to advance our understanding of human cognition and behavior. Dynamical models represent a general and flexible approach to cognitive modeling. This introduction focuses on applications of stochastic processes and dynamical systems to model cognition.
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Applied Probability and Statistics (Repost)

Posted By: AvaxGenius
Date: 15 Nov 2020 23:13:41
Applied Probability and Statistics (Repost)

Applied Probability and Statistics by Mario Lefebvre
English | PDF | 2006 | 364 Pages | ISBN : 0387284540 | 11.6 MB

This text is designed for a one-semester course on Probability and Statistics. The exposition unfolds systematically from an introductory chapter to such topics as random variables and vectors, stochastic processes, estimation, testing and regression. The topics are well chosen and the presentation is enriched by many examples from real life.
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Geodetic Time Series Analysis in Earth Sciences

Posted By: AvaxGenius
Date: 13 Apr 2020 23:16:43
Geodetic Time Series Analysis in Earth Sciences

Geodetic Time Series Analysis in Earth Sciences by Jean-Philippe Montillet
English | EPUB | 2020 | 438 Pages | ISBN : 3030217175 | 76.58 MB

This book provides an essential appraisal of the recent advances in technologies, mathematical models and computational software used by those working with geodetic data. It explains the latest methods in processing and analyzing geodetic time series data from various space missions (i.e. GNSS, GRACE) and other technologies (i.e. tide gauges), using the most recent mathematical models. The book provides practical examples of how to apply these models to estimate seal level rise as well as rapid and evolving land motion changes due to gravity (ice sheet loss) and earthquakes respectively. It also provides a necessary overview of geodetic software and where to obtain them.
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