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Título : Almost Periodic Stochastic Processes Tipo de documento: documento electrónico Autores: Paul H. Bezandry ; SpringerLink (Online service) ; Toka Diagana Editorial: New York, NY : Springer New York Fecha de publicación: 2011 Número de páginas: XV, 235 p Il.: online resource ISBN/ISSN/DL: 978-1-4419-9476-9 Idioma : Inglés (eng) Palabras clave: Mathematics Functional analysis Integral equations Operator theory Differential Partial differential Probabilities Ordinary Equations Probability Theory and Stochastic Processes Analysis Clasificación: 51 Matemáticas Resumen: Almost Periodic Stochastic Processes is among the few published books that is entirely devoted to almost periodic stochastic processes and their applications. The topics treated range from existence, uniqueness, boundedness, and stability of solutions, to stochastic difference and differential equations. Motivated by the studies of the natural fluctuations in nature, this work aims to lay the foundations for a theory on almost periodic stochastic processes and their applications. This book is divided in to eight chapters and offers useful bibliographical notes at the end of each chapter. Highlights of this monograph include the introduction of the concept of p-th mean almost periodicity for stochastic processes and applications to various equations. The book offers some original results on the boundedness, stability, and existence of p-th mean almost periodic solutions to (non)autonomous first and/or second order stochastic differential equations, stochastic partial differential equations, stochastic functional differential equations with delay, and stochastic difference equations. Various illustrative examples are also discussed throughout the book. The results provided in the book will be of particular use to those conducting research in the field of stochastic processing including engineers, economists, and statisticians with backgrounds in functional analysis and stochastic analysis. Advanced graduate students with backgrounds in real analysis, measure theory, and basic probability, may also find the material in this book quite useful and engaging En línea: http://dx.doi.org/10.1007/978-1-4419-9476-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33186 Almost Periodic Stochastic Processes [documento electrónico] / Paul H. Bezandry ; SpringerLink (Online service) ; Toka Diagana . - New York, NY : Springer New York, 2011 . - XV, 235 p : online resource.
ISBN : 978-1-4419-9476-9
Idioma : Inglés (eng)
Palabras clave: Mathematics Functional analysis Integral equations Operator theory Differential Partial differential Probabilities Ordinary Equations Probability Theory and Stochastic Processes Analysis Clasificación: 51 Matemáticas Resumen: Almost Periodic Stochastic Processes is among the few published books that is entirely devoted to almost periodic stochastic processes and their applications. The topics treated range from existence, uniqueness, boundedness, and stability of solutions, to stochastic difference and differential equations. Motivated by the studies of the natural fluctuations in nature, this work aims to lay the foundations for a theory on almost periodic stochastic processes and their applications. This book is divided in to eight chapters and offers useful bibliographical notes at the end of each chapter. Highlights of this monograph include the introduction of the concept of p-th mean almost periodicity for stochastic processes and applications to various equations. The book offers some original results on the boundedness, stability, and existence of p-th mean almost periodic solutions to (non)autonomous first and/or second order stochastic differential equations, stochastic partial differential equations, stochastic functional differential equations with delay, and stochastic difference equations. Various illustrative examples are also discussed throughout the book. The results provided in the book will be of particular use to those conducting research in the field of stochastic processing including engineers, economists, and statisticians with backgrounds in functional analysis and stochastic analysis. Advanced graduate students with backgrounds in real analysis, measure theory, and basic probability, may also find the material in this book quite useful and engaging En línea: http://dx.doi.org/10.1007/978-1-4419-9476-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33186 Ejemplares
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Título : An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine Tipo de documento: documento electrónico Autores: Vincenzo Capasso ; SpringerLink (Online service) ; David Bakstein Editorial: Boston, MA : Birkhäuser Boston Fecha de publicación: 2012 Otro editor: Imprint: Birkhäuser Colección: Modeling and Simulation in Science, Engineering and Technology, ISSN 2164-3679 Número de páginas: XIII, 434 p. 14 illus Il.: online resource ISBN/ISSN/DL: 978-0-8176-8346-7 Idioma : Inglés (eng) Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical models Probabilities Biomathematics Probability Theory and Stochastic Processes Modeling Industrial Quantitative Finance Computational Biology Applications of Appl.Mathematics/Computational Methods Clasificación: 51 Matemáticas Resumen: From reviews of First Edition: The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications. —Zentralblatt MATH This is an introductory text on continuous time stochastic processes and their applications to finance and biology. ... The book will be useful for applied mathematicians who are not probabilists to get a quick flavour of the techniques of stochastic calculus, and for professional probabilists to get a quick flavour of the applications. —Mathematical Reviews Revised and enhanced, this concisely written second edition of An Introduction to Continuous-Time Stochastic Processes is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics * Agent-based models New to the Second Edition: * Improved presentation of original concepts * Expanded background on probability theory * Substantial material applicable to finance and biology, including stable laws, Lévy processes, and Itô-Lévy calculus * Supplemental appendix to provide basic facts on semigroups of linear operators An Introduction to Continuous-Time Stochastic Processes, Second Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided Nota de contenido: Part I. The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Part II. The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Part III. Appendices -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Elliptic and Parabolic Operators -- D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations -- References En línea: http://dx.doi.org/10.1007/978-0-8176-8346-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32703 An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine [documento electrónico] / Vincenzo Capasso ; SpringerLink (Online service) ; David Bakstein . - Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2012 . - XIII, 434 p. 14 illus : online resource. - (Modeling and Simulation in Science, Engineering and Technology, ISSN 2164-3679) .
ISBN : 978-0-8176-8346-7
Idioma : Inglés (eng)
Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical models Probabilities Biomathematics Probability Theory and Stochastic Processes Modeling Industrial Quantitative Finance Computational Biology Applications of Appl.Mathematics/Computational Methods Clasificación: 51 Matemáticas Resumen: From reviews of First Edition: The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications. —Zentralblatt MATH This is an introductory text on continuous time stochastic processes and their applications to finance and biology. ... The book will be useful for applied mathematicians who are not probabilists to get a quick flavour of the techniques of stochastic calculus, and for professional probabilists to get a quick flavour of the applications. —Mathematical Reviews Revised and enhanced, this concisely written second edition of An Introduction to Continuous-Time Stochastic Processes is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics * Agent-based models New to the Second Edition: * Improved presentation of original concepts * Expanded background on probability theory * Substantial material applicable to finance and biology, including stable laws, Lévy processes, and Itô-Lévy calculus * Supplemental appendix to provide basic facts on semigroups of linear operators An Introduction to Continuous-Time Stochastic Processes, Second Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided Nota de contenido: Part I. The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Part II. The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Part III. Appendices -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Elliptic and Parabolic Operators -- D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations -- References En línea: http://dx.doi.org/10.1007/978-0-8176-8346-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32703 Ejemplares
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Título : An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine Tipo de documento: documento electrónico Autores: Vincenzo Capasso ; SpringerLink (Online service) ; David Bakstein Editorial: Boston, MA : Birkhäuser Boston Fecha de publicación: 2005 Colección: Modeling and Simulation in Science, Engineering and Technology, ISSN 2164-3679 Número de páginas: XIV, 344 p. 13 illus Il.: online resource ISBN/ISSN/DL: 978-0-8176-4428-4 Idioma : Inglés (eng) Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical models Probabilities Biomathematics Applications of Probability Theory and Stochastic Processes Modeling Industrial Computational Biology Quantitative Finance Appl.Mathematics/Computational Methods Clasificación: 51 Matemáticas Resumen: This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided Nota de contenido: The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine En línea: http://dx.doi.org/10.1007/b138900 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35184 An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine [documento electrónico] / Vincenzo Capasso ; SpringerLink (Online service) ; David Bakstein . - Boston, MA : Birkhäuser Boston, 2005 . - XIV, 344 p. 13 illus : online resource. - (Modeling and Simulation in Science, Engineering and Technology, ISSN 2164-3679) .
ISBN : 978-0-8176-4428-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical models Probabilities Biomathematics Applications of Probability Theory and Stochastic Processes Modeling Industrial Computational Biology Quantitative Finance Appl.Mathematics/Computational Methods Clasificación: 51 Matemáticas Resumen: This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided Nota de contenido: The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine En línea: http://dx.doi.org/10.1007/b138900 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35184 Ejemplares
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Título : An Introduction to Markov Processes Tipo de documento: documento electrónico Autores: Daniel W. Stroock ; SpringerLink (Online service) Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2005 Colección: Graduate Texts in Mathematics, ISSN 0072-5285 num. 230 Número de páginas: XIV, 178 p Il.: online resource ISBN/ISSN/DL: 978-3-540-26990-8 Idioma : Inglés (eng) Palabras clave: Mathematics Probabilities Probability Theory and Stochastic Processes Clasificación: 51 Matemáticas Resumen: To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i. e. , all entries (P)»j are n- negative and each row of P sums to 1) to higher and higher powers or one exponentiates R(P — I), where R is a diagonal matrix with non-negative entries. Indeed, when it comes right down to it, that is all that is done in this book. However, I, and others of my ilk, would take offense at such a dismissive characterization of the theory of Markov chains and processes with values in a countable state space, and a primary goal of mine in writing this book was to convince its readers that our offense would be warranted. The reason why I, and others of my persuasion, refuse to consider the theory here as no more than a subset of matrix theory is that to do so is to ignore the pervasive role that probability plays throughout. Namely, probability theory provides a model which both motivates and provides a context for what we are doing with these matrices. To wit, even the term "transition probability matrix" lends meaning to an otherwise rather peculiar set of hypotheses to make about a matrix Nota de contenido: Random Walks A Good Place to Begin -- Doeblin's Theory for Markov Chains -- More about the Ergodic Theory of Markov Chains -- Markov Processes in Continuous Time -- Reversible Markov Processes -- Some Mild Measure Theory En línea: http://dx.doi.org/10.1007/b138428 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35265 An Introduction to Markov Processes [documento electrónico] / Daniel W. Stroock ; SpringerLink (Online service) . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2005 . - XIV, 178 p : online resource. - (Graduate Texts in Mathematics, ISSN 0072-5285; 230) .
ISBN : 978-3-540-26990-8
Idioma : Inglés (eng)
Palabras clave: Mathematics Probabilities Probability Theory and Stochastic Processes Clasificación: 51 Matemáticas Resumen: To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i. e. , all entries (P)»j are n- negative and each row of P sums to 1) to higher and higher powers or one exponentiates R(P — I), where R is a diagonal matrix with non-negative entries. Indeed, when it comes right down to it, that is all that is done in this book. However, I, and others of my ilk, would take offense at such a dismissive characterization of the theory of Markov chains and processes with values in a countable state space, and a primary goal of mine in writing this book was to convince its readers that our offense would be warranted. The reason why I, and others of my persuasion, refuse to consider the theory here as no more than a subset of matrix theory is that to do so is to ignore the pervasive role that probability plays throughout. Namely, probability theory provides a model which both motivates and provides a context for what we are doing with these matrices. To wit, even the term "transition probability matrix" lends meaning to an otherwise rather peculiar set of hypotheses to make about a matrix Nota de contenido: Random Walks A Good Place to Begin -- Doeblin's Theory for Markov Chains -- More about the Ergodic Theory of Markov Chains -- Markov Processes in Continuous Time -- Reversible Markov Processes -- Some Mild Measure Theory En línea: http://dx.doi.org/10.1007/b138428 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35265 Ejemplares
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Título : An Introduction to the Theory of Point Processes : Volume II: General Theory and Structure Tipo de documento: documento electrónico Autores: D. J. Daley ; SpringerLink (Online service) ; D. Vere-Jones Editorial: New York, NY : Springer New York Fecha de publicación: 2008 Colección: Probability and Its Applications, A Series of the Applied Probability Trust, ISSN 1431-7028 Número de páginas: XVII, 573 p Il.: online resource ISBN/ISSN/DL: 978-0-387-49835-5 Idioma : Inglés (eng) Palabras clave: Mathematics Probabilities Probability Theory and Stochastic Processes Clasificación: 51 Matemáticas Resumen: Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present An Introduction to the Theory of Point Processes in two volumes with subtitles Volume I: Elementary Theory and Methods and Volume II: General Theory and Structure. Volume I contains the introductory chapters from the first edition together with an account of basic models, second order theory, and an informal account of prediction, with the aim of making the material accessible to readers primarily interested in models and applications. It also has three appendices that review the mathematical background needed mainly in Volume II. Volume II sets out the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. The very substantial new material in this second volume includes expanded discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes. D.J. Daley is recently retired from the Centre for Mathematics and Applications at the Australian National University, with research publications in a diverse range of applied probability models and their analysis; he is coauthor with Joe Gani of an introductory text on epidemic modelling. The Statistical Society of Australia awarded him their Pitman Medal for 2006. D. Vere-Jones is an Emeritus Professor at Victoria University of Wellington, widely known for his contributions to Markov chains, point processes, applications in seismology, and statistical education. He is a fellow and Gold Medallist of the Royal Society of New Zealand, and a director of the consulting group Statistical Research Associates Nota de contenido: Basic Theory of Random Measures and Point Processes -- Special Classes of Processes -- Convergence Concepts and Limit Theorems -- Stationary Point Processes and Random Measures -- Palm Theory -- Evolutionary Processes and Predictability -- Spatial Point Processes En línea: http://dx.doi.org/10.1007/978-0-387-49835-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34150 An Introduction to the Theory of Point Processes : Volume II: General Theory and Structure [documento electrónico] / D. J. Daley ; SpringerLink (Online service) ; D. Vere-Jones . - New York, NY : Springer New York, 2008 . - XVII, 573 p : online resource. - (Probability and Its Applications, A Series of the Applied Probability Trust, ISSN 1431-7028) .
ISBN : 978-0-387-49835-5
Idioma : Inglés (eng)
Palabras clave: Mathematics Probabilities Probability Theory and Stochastic Processes Clasificación: 51 Matemáticas Resumen: Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present An Introduction to the Theory of Point Processes in two volumes with subtitles Volume I: Elementary Theory and Methods and Volume II: General Theory and Structure. Volume I contains the introductory chapters from the first edition together with an account of basic models, second order theory, and an informal account of prediction, with the aim of making the material accessible to readers primarily interested in models and applications. It also has three appendices that review the mathematical background needed mainly in Volume II. Volume II sets out the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. The very substantial new material in this second volume includes expanded discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes. D.J. Daley is recently retired from the Centre for Mathematics and Applications at the Australian National University, with research publications in a diverse range of applied probability models and their analysis; he is coauthor with Joe Gani of an introductory text on epidemic modelling. The Statistical Society of Australia awarded him their Pitman Medal for 2006. D. Vere-Jones is an Emeritus Professor at Victoria University of Wellington, widely known for his contributions to Markov chains, point processes, applications in seismology, and statistical education. He is a fellow and Gold Medallist of the Royal Society of New Zealand, and a director of the consulting group Statistical Research Associates Nota de contenido: Basic Theory of Random Measures and Point Processes -- Special Classes of Processes -- Convergence Concepts and Limit Theorems -- Stationary Point Processes and Random Measures -- Palm Theory -- Evolutionary Processes and Predictability -- Spatial Point Processes En línea: http://dx.doi.org/10.1007/978-0-387-49835-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34150 Ejemplares
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