Stochastic Pdf

Stochastic Processes  eBooks & eLearning

Posted by roxul at Nov. 26, 2020
Stochastic Processes

Makoto Maejima, "Stochastic Processes"
English | ISBN: 9810245912 | 2002 | 420 pages | PDF | 11 MB

Numerical Solution of Stochastic Differential Equations  eBooks & eLearning

Posted by AvaxGenius at Dec. 10, 2020
Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations by Peter E. Kloeden
English | PDF | 1992 | 666 Pages | ISBN : 364208107X | 48.2 MB

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, in both theory and applications, emphasising the numerical methods needed to solve such equations. It assumes of the reader an undergraduate background in mathematical methods typical of engineers and physicists, though many chapters begin with a descriptive summary.

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.

Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics  eBooks & eLearning

Posted by yoyoloit at June 11, 2021
Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics

Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics
by Patrick Muldowney

English | 2021 | ISBN: 1119595495 | 297 pages | True PDF | 6.47 MB

Stochastic-Process Limits  eBooks & eLearning

Posted by AvaxGenius at Aug. 6, 2023
Stochastic-Process Limits

Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues by Ward Whitt
English | PDF (True) | 2002 | 616 Pages | ISBN : 0387953582 | 7.3 MB

Stochastic Process Limits are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the statistical regularity associated with a macroscopic view of uncertainty.
This book emphasizes the continuous-mapping approach to obtain new stochastic-process limits from previously established stochastic-process limits.

Introduction to Modeling and Analysis of Stochastic Systems, Second Edition  eBooks & eLearning

Posted by AvaxGenius at March 10, 2020
Introduction to Modeling and Analysis of Stochastic Systems, Second Edition

Introduction to Modeling and Analysis of Stochastic Systems, Second Edition by V. G. Kulkarni
English | PDF | 2011 | 323 Pages | ISBN : 1441917713 | 2.71 MB

This is an introductory-level text on stochastic modeling. It is suited for undergraduate students in engineering, operations research, statistics, mathematics, actuarial science, business management, computer science, and public policy. It employs a large number of examples to teach the students to use stochastic models of real-life systems to predict their performance, and use this analysis to design better systems.

Introduction to Stochastic Calculus (Repost)  eBooks & eLearning

Posted by AvaxGenius at April 27, 2021
Introduction to Stochastic Calculus (Repost)

Introduction to Stochastic Calculus by Rajeeva L. Karandikar
English | PDF,EPUB | 2018 | 446 Pages | ISBN : 9811083177 | 43.84 MB

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology.
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.

Itô’s Stochastic Calculus and Probability Theory  eBooks & eLearning

Posted by AvaxGenius at Oct. 21, 2022
Itô’s Stochastic Calculus and Probability Theory

Itô’s Stochastic Calculus and Probability Theory by Nobuyuki Ikeda (Professor), Shinzo Watanabe (Professor), Masatoshi Fukushima (Professor), Hiroshi Kunita (Professor)
English | PDF | 1996 | 425 Pages | ISBN : 4431685340 | 32.2 MB

This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here.

Set-Valued Stochastic Integrals and Applications  eBooks & eLearning

Posted by roxul at June 26, 2020
Set-Valued Stochastic Integrals and Applications

Michał Kisielewicz, "Set-Valued Stochastic Integrals and Applications "
English | ISBN: 3030403289 | 2020 | 293 pages | EPUB, PDF | 33 MB + 4 MB