Stochastic

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Repost)

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory by Dmytro Gusak
English PDF,EPUB | 2010 | 379 Pages | ISBN : 0387878610 | 11.6 MB

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.

Stochastic Processes in Cell Biology: Volume I  eBooks & eLearning

Posted by AvaxGenius at Aug. 31, 2022
Stochastic Processes in Cell Biology: Volume I

Stochastic Processes in Cell Biology: Volume I by Paul C. Bressloff
English | EPUB(True) | 2021 | 773 Pages | ISBN : 3030725146 | 78.8 MB

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. In the second edition the material has been significantly expanded, particularly within the context of nonequilibrium and self-organizing systems. Given the amount of additional material, the book has been divided into two volumes, with volume I mainly covering molecular processes and volume II focusing on cellular processes.

Stochastic Models in Reliability  eBooks & eLearning

Posted by AvaxGenius at March 14, 2022
Stochastic Models in Reliability

Stochastic Models in Reliability by Terje Aven
English | PDF(True) | 2013 | 307 Pages | ISBN : 1461478936 | 3 MB

This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based on a more advanced probabilistic framework using the modern theory of stochastic processes. This framework allows analysts to formulate general failure models, establish formulae for computing various performance measures, as well as determine how to identify optimal replacement policies in complex situations.

Brownian Motion, Martingales, and Stochastic Calculus (Repost)  eBooks & eLearning

Posted by AvaxGenius at May 6, 2020
Brownian Motion, Martingales, and Stochastic Calculus (Repost)

Brownian Motion, Martingales, and Stochastic Calculus by Jean-François Le Gall
English | EPUB | 2016 | 282 Pages | ISBN : 3319310887 | 4.21 MB

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter.

Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity (Repost)  eBooks & eLearning

Posted by AvaxGenius at March 24, 2022
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.
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (Repost

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions by Qi Lü, Xu Zhang
English | PDF | 2014 | 148 Pages | ISBN : 3319066315 | 1.7 MB

The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations when the diffusion term contains the control variables and the control domains are allowed to be non-convex. Indeed, it is one of the longstanding unsolved problems in stochastic control theory to establish the Pontryagintype maximum principle for this kind of general control systems: this book aims to give a solution to this problem. This book will be useful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations.

Computational Methods in Stochastic Dynamics: Volume 2 (Repost)  eBooks & eLearning

Posted by AvaxGenius at April 2, 2022
Computational Methods in Stochastic Dynamics: Volume 2 (Repost)

Computational Methods in Stochastic Dynamics: Volume 2 by Manolis Papadrakakis
English | PDF | 2013 | 362 Pages | ISBN : 9400751338 | 12.9 MB

The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology.
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations

Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations by Peter Kotelenez
English | PDF | 2008 | 449 Pages | ISBN : 0387743162 | 3.9 MB

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation.

Stochastic Mechanics: The Unification of Quantum Mechanics with Brownian Motion  eBooks & eLearning

Posted by AvaxGenius at June 2, 2023
Stochastic Mechanics: The Unification of Quantum Mechanics with Brownian Motion

Stochastic Mechanics: The Unification of Quantum Mechanics with Brownian Motion by Folkert Kuipers
English | PDF EPUB (True) | 2023 | 132 Pages | ISBN : 3031314476 | 9.5 MB

Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories. It provides an equivalent formulation of quantum theories, but substantiates it with a mathematically rigorous stochastic interpretation by means of a stochastic quantization prescription.

Stochastic Volitility Modelling  eBooks & eLearning

Posted by eBookRat at March 12, 2024
Stochastic Volitility Modelling

Stochastic Volitility Modelling: Trading Strategies with Python: An Introductory Guide
by Hayden Van Der Post, Vincent Bisette, Alice Schwartz

English | March 11, 2024 | ASIN: B0CTHSM8H3 | 337 pages | PNG (.rar) | 48 Mb