Stochastic differential equations processes (34 Ergebnisse)

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Zustand: New. Explores the connections between the fields of measure-valued processes, stochastic partial differential equations, and interacting particle systems, each of which has undergone profound development. Editor(s): Dawson, D.A. Series: CRM Proceedings & Lecture Notes. Num Pages: 241 pages. BIC Classification: PBKJ; PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 260 x 184. Weight in Grams: 454. . 1994. Paperback. . . . . Books ship from the US and Ireland. …

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Taschenbuch. Zustand: Neu. Stochastic Differential Equations Driven by Levy Processes | Numerical Weak Approximation | Changyong Zhang | Taschenbuch | 120 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783847306054 | Verantwortliche Person für die EU: OmniScriptum GmbH & Co. KG, Bahnhofstr. 28, 66111 Saarbrücken, info[at]akademikerverlag[dot]de | Anbieter: preigu. …

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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.After a review of some background material, the reader is introduced to semigroup theory, including the Hille-Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller's seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô's fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.…

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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.After a review of some background material, the reader is introduced to semigroup theory, including the Hille-Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller's seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô's fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Selected papers submitted by participants of the international Conference 'Stochastic Analysis and Applied Probability 2010' ( saap2010.org ) make up the basis of this volume.The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the 'Applied Mathematics & Mathematical Physics' research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili.The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few.As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz.…

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Selected papers submitted by participants of the international Conference 'Stochastic Analysis and Applied Probability 2010' ( saap2010.org ) make up the basis of this volume.The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the 'Applied Mathematics & Mathematical Physics' research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili.The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few.As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz. …

Taschenbuch. Zustand: Neu. Stochastic Differential Equations and Processes | SAAP, Tunisia, October 7-9, 2010 | Mounir Zili (u. a.) | Taschenbuch | Springer Proceedings in Mathematics | xii | Englisch | 2013 | Springer | EAN 9783642270956 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

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