Stochastic Pdf

Stochastic Calculus in Infinite Dimensions and SPDEs  eBooks & eLearning

Posted by AvaxGenius at Aug. 31, 2024
Stochastic Calculus in Infinite Dimensions and SPDEs

Stochastic Calculus in Infinite Dimensions and SPDEs by Daniel Goodair , Dan Crisan
English | PDF EPUB (True) | 2024 | 143 Pages | ISBN : 3031695852 | 17.1 MB

Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach. Firstly, Stratonovich SPDEs are explicitly addressed. Widely used in physics, Stratonovich SPDEs have typically been converted to Ito form for mathematical treatment. While this conversion is understood heuristically, a comprehensive treatment in infinite dimensions has been lacking, primarily due to insufficient rigorous results on martingale properties.

Stochastic Choice Theory  eBooks & eLearning

Posted by hill0 at Jan. 14, 2025
Stochastic Choice Theory

Stochastic Choice Theory
English | 2025 | ISBN: 1009512765 | 221 Pages | PDF | 3 MB

Symplectic Integration of Stochastic Hamiltonian Systems  eBooks & eLearning

Posted by sasha82 at Feb. 23, 2023
Symplectic Integration of Stochastic Hamiltonian Systems

Symplectic Integration of Stochastic Hamiltonian Systems (Lecture Notes in Mathematics) by Jialin Hong, Liying Sun
2023 | ISBN: 9811976694 | English | 298 pages | PDF | 6.5 MB
"Stochastic Processes Complex Systems Theoretical Advances and Applications" ed. by Don Kulasiri

"Stochastic Processes Complex Systems Theoretical Advances and Applications" ed. by Don Kulasiri
ITexLi | 2024 | ISBN: 1837695490 9781837695492 1837695504 9781837695508 1837695512 9781837695515 | 122 pages | PDF | 12 MB

This book contains chapters on stochastic processes in both theory and practice in wide-ranging contextual settings.
Stochastic Models, Information Theory, and Lie Groups, Volume 1: Classical Results and Geometric Methods

Stochastic Models, Information Theory, and Lie Groups, Volume 1: Classical Results and Geometric Methods by Gregory S. Chirikjian
English | PDF (True) | 2009 | 396 Pages | ISBN : 081764802X | 6.2 MB

The subjects of stochastic processes, information theory, and Lie groups are usually treated separately from each other. This unique two-volume set presents these topics in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena.

Variable Gain Design in Stochastic Iterative Learning Control  eBooks & eLearning

Posted by hill0 at Jan. 4, 2025
Variable Gain Design in Stochastic Iterative Learning Control

Variable Gain Design in Stochastic Iterative Learning Control
English | 2024 | ISBN: 9819782805 | 590 Pages | PDF EPUB (True) | 68 MB

Theory of Stochastic Integrals  eBooks & eLearning

Posted by hill0 at Feb. 14, 2025
Theory of Stochastic Integrals

Theory of Stochastic Integrals
English | 2025 | ISBN: 1032778121 | 472 Pages | PDF EPUB (True) | 15 MB

Stochastic Differential Equations: An Introduction with Applications, Third Edition  eBooks & eLearning

Posted by AvaxGenius at Jan. 2, 2024
Stochastic Differential Equations: An Introduction with Applications, Third Edition

Stochastic Differential Equations: An Introduction with Applications, Third Edition by Bernt Øksendal
English | PDF | 1992 | 240 Pages | ISBN : 3540533354 | 12 MB

From the reviews to the first edition: Most of the literature about stochastic differential equations seems to place so much emphasis on rigor and completeness that it scares the nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view.: Not knowing anything … about a subject to start with, what would I like to know first of all. My answer would be: 1) In what situations does the subject arise ? 2) What are its essential features? 3) What are the applications and the connections to other fields?" The author, a lucid mind with a fine pedagocical instinct, has written a splendid text that achieves his aims set forward above. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how thetheory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respectto Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications"… It can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about. From: Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986.

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance  eBooks & eLearning

Posted by AvaxGenius at July 26, 2024
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance by Fred Espen Benth
English | PDF (True) | 2004 | 172 Pages | ISBN : 354040502X | 13.4 MB

Since 1972 and the appearance of the famous Black & Scholes option pric­ ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex­ posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi­ nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as­ sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques.

Dynamical System and Stochastic Analysis  eBooks & eLearning

Posted by AvaxGenius at Jan. 7, 2025
Dynamical System and Stochastic Analysis

Dynamical System and Stochastic Analysis by Jun Huang, Yueyuan Zhang
English | PDF (True) | 2024 | 178 Pages | ISBN : 3725825181 | 9.3 MB

Almost all real-world systems are inevitably subject to random structures, parameters, and noises, and stochastic systems have been playing increasingly important roles in all areas of science and engineering.The purpose of this Special Issue is to solicit the recent achievements of control theory and applications of stochastic systems so as to further improve and develop the theoretical methods of stochastic system estimation, fault diagnosis, prognostics, and optimization, among others.