Tous les ebooks de la collection "Probability Theory and Stochastic Modelling" - Springer

33 Livre(s)


Ajouter à ma liste d'envies Convex Stochastic Optimization Teemu Pennanen , Ari-Pekka Perkkiö This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal control. We extend the theory of dynamic programming and convex... Editeur : Springer Parution : 2024-12-18 Collection : Probability Theory and Stochastic Modelling PDF, ePub 158,24 € PDF ePub
Ajouter à ma liste d'envies Marginal and Functional Quantization of Stochastic Processes Harald Luschgy , Gilles Pagès Vector Quantization, a pioneering discretization method based on nearest neighbor search, emerged in the 1950s primarily in signal processing, electrical engineering, and information theory. Later in the 1960s, it evolved into an automatic classification technique for... Editeur : Springer Parution : 2023-12-06 Collection : Probability Theory and Stochastic Modelling PDF 210,99 €
Ajouter à ma liste d'envies Concentration and Gaussian Approximation for Randomized Sums Sergey Bobkov , Gennadiy Chistyakov , Friedrich Götze This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their distributions... Editeur : Springer Parution : 2023-05-17 Collection : Probability Theory and Stochastic Modelling PDF 158,24 €
Ajouter à ma liste d'envies Measure-Valued Branching Markov Processes Zenghu Li This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes.Measure-valued branching processes arise as high density limits of branching particle systems. The first part of... Editeur : Springer Parution : 2023-03-13 Collection : Probability Theory and Stochastic Modelling PDF 147,69 €
Ajouter à ma liste d'envies The Quasispecies Equation and Classical Population Models Raphaël Cerf , Joseba Dalmau This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the quasispecies equation, a general non-linear equation which describes the mutation-selection equilibrium in Manfred Eigen’s... Editeur : Springer Parution : 2022-07-30 Collection : Probability Theory and Stochastic Modelling PDF 147,69 €
Ajouter à ma liste d'envies Mathematical Control Theory for Stochastic Partial Differential Equations Qi Lü , Xu Zhang This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control... Editeur : Springer Parution : 2021-09-17 Collection : Probability Theory and Stochastic Modelling PDF 158,24 €
Ajouter à ma liste d'envies Markov Renewal and Piecewise Deterministic Processes Christiane Cocozza-Thivent This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are... Editeur : Springer Parution : 2021-06-09 Collection : Probability Theory and Stochastic Modelling PDF, ePub 126,59 € PDF ePub
Ajouter à ma liste d'envies Point Process Calculus in Time and Space Pierre Brémaud This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed... Editeur : Springer Parution : 2020-12-05 Collection : Probability Theory and Stochastic Modelling PDF 137,14 €
Ajouter à ma liste d'envies Continuous-Time Markov Decision Processes Alexey Piunovskiy , Yi Zhang This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to... Editeur : Springer Parution : 2020-11-09 Collection : Probability Theory and Stochastic Modelling PDF, ePub 147,69 € PDF ePub
Ajouter à ma liste d'envies Nonlinear Expectations and Stochastic Calculus under Uncertainty Shige Peng This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related... Editeur : Springer Parution : 2019-09-09 Collection : Probability Theory and Stochastic Modelling PDF, ePub 116,04 € PDF ePub
Ajouter à ma liste d'envies Analysis and Approximation of Rare Events Amarjit Budhiraja , Paul Dupuis This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as... Editeur : Springer Parution : 2019-08-10 Collection : Probability Theory and Stochastic Modelling PDF, ePub 137,14 € PDF ePub
Ajouter à ma liste d'envies Stochastic Flows and Jump-Diffusions Hiroshi Kunita This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes... Editeur : Springer Parution : 2019-03-26 Collection : Probability Theory and Stochastic Modelling PDF, ePub 116,04 € PDF ePub
Ajouter à ma liste d'envies Stochastic Disorder Problems Andrei Iacob , Albert N. Shiryaev This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in... Editeur : Springer Parution : 2019-03-12 Collection : Probability Theory and Stochastic Modelling PDF, ePub 126,59 € PDF ePub
Ajouter à ma liste d'envies Ambit Stochastics Ole E. Barndorff-Nielsen , Fred Espen Benth , Almut E. D. Veraart Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven... Editeur : Springer Parution : 2018-11-01 Collection : Probability Theory and Stochastic Modelling PDF, ePub 126,59 € PDF ePub
Ajouter à ma liste d'envies Dynamic Markov Bridges and Market Microstructure Umut Çetin , Albina Danilova This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. In Part I, theory is developed using tools from stochastic filtering, partial... Editeur : Springer Parution : 2018-10-25 Collection : Probability Theory and Stochastic Modelling PDF, ePub 126,59 € PDF ePub
Ajouter à ma liste d'envies Pseudo-Regularly Varying Functions and Generalized Renewal Processes Valerii V. Buldygin , Karl-Heinz Indlekofer , Oleg I. Klesov , Josef G. Steinebach One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and... Editeur : Springer Parution : 2018-10-12 Collection : Probability Theory and Stochastic Modelling PDF, ePub 89,66 € PDF ePub
Ajouter à ma liste d'envies Stochastic Evolution Systems Sergey V. Lototsky , Boris L. Rozovsky This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic... Editeur : Springer Parution : 2018-10-03 Collection : Probability Theory and Stochastic Modelling PDF, ePub 89,66 € PDF ePub
Ajouter à ma liste d'envies Probabilistic Theory of Mean Field Games with Applications II René Carmona , François Delarue This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including... Editeur : Springer Parution : 2018-03-08 Collection : Probability Theory and Stochastic Modelling PDF 137,14 €
Ajouter à ma liste d'envies Probabilistic Theory of Mean Field Games with Applications I René Carmona , François Delarue This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including... Editeur : Springer Parution : 2018-03-01 Collection : Probability Theory and Stochastic Modelling PDF 158,24 €
Ajouter à ma liste d'envies Theory of Random Sets Ilya Molchanov This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance. The... Editeur : Springer Parution : 2017-12-14 Collection : Probability Theory and Stochastic Modelling PDF, ePub 179,34 € PDF ePub
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