Asymptotic Methods In Stochastics
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Asymptotic Methods In Stochastics
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Author : Lajos Horvath and Barbara Szyszkowicz
language : en
Publisher: American Mathematical Soc.
Release Date :
Asymptotic Methods In Stochastics written by Lajos Horvath and Barbara Szyszkowicz and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on with Mathematics categories.
Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Asymptotic Laws And Methods In Stochastics
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Author : Donald Dawson
language : en
Publisher: Springer
Release Date : 2015-11-12
Asymptotic Laws And Methods In Stochastics written by Donald Dawson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-12 with Mathematics categories.
This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.
Asymptotic Methods In The Theory Of Stochastic Differential Equations
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Author : A. V. Skorokhod
language : en
Publisher: American Mathematical Soc.
Release Date : 2009-01-07
Asymptotic Methods In The Theory Of Stochastic Differential Equations written by A. V. Skorokhod and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-07 with Mathematics categories.
Ergodic theorems: General ergodic theorems Densities for transition probabilities and resolvents for Markov solutions of stochastic differential equations Ergodic theorems for one-dimensional stochastic equations Ergodic theorems for solutions of stochastic equations in $R^d$ Asymptotic behavior of systems of stochastic equations containing a small parameter: Equations with a small right-hand side Processes with rapid switching Averaging over variables for systems of stochastic differential equations Stability. Linear systems: Stability of sample paths of homogeneous Markov processes Linear equations in $R^d$ and the stochastic semigroups connected with them. Stability Stability of solutions of stochastic differential equations Linear stochastic equations in Hilbert space. Stochastic semigroups. Stability: Linear equations with bounded coefficients Strong stochastic semigroups with second moments Stability Bibliography
Statistical Methods For Stochastic Differential Equations
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Author : Mathieu Kessler
language : en
Publisher: CRC Press
Release Date : 2012-05-17
Statistical Methods For Stochastic Differential Equations written by Mathieu Kessler and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-17 with Mathematics categories.
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a spectrum of estimation methods, including nonparametric estimation as well as parametric estimation based on likelihood methods, estimating functions, and simulation techniques. Two chapters are devoted to high-frequency data. Multivariate models are also considered, including partially observed systems, asynchronous sampling, tests for simultaneous jumps, and multiscale diffusions. Statistical Methods for Stochastic Differential Equations is useful to the theoretical statistician and the probabilist who works in or intends to work in the field, as well as to the applied statistician or financial econometrician who needs the methods to analyze biological or financial time series.
Linearization Methods For Stochastic Dynamic Systems
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Author : Leslaw Socha
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-20
Linearization Methods For Stochastic Dynamic Systems written by Leslaw Socha and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-20 with Technology & Engineering categories.
For most cases of interest, exact solutions to nonlinear equations describing stochastic dynamical systems are not available. This book details the relatively simple and popular linearization techniques available, covering theory as well as application. It examines models with continuous external and parametric excitations, those that cover the majority of known approaches.
Translations Of Mathematical Monographs
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Author :
language : en
Publisher:
Release Date : 1962
Translations Of Mathematical Monographs written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1962 with Mathematical statistics categories.
Stochastic Methods In Quantum Mechanics
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Author : Stanley P. Gudder
language : en
Publisher: Courier Corporation
Release Date : 2014-05-05
Stochastic Methods In Quantum Mechanics written by Stanley P. Gudder and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-05 with Science categories.
This introductory survey of stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering also serves as a useful and comprehensive reference volume. 1979 edition.
Stochastic Stability Of Differential Equations In Abstract Spaces
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Author : Kai Liu
language : en
Publisher: Cambridge University Press
Release Date : 2019-05-02
Stochastic Stability Of Differential Equations In Abstract Spaces written by Kai Liu and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-02 with Mathematics categories.
Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.
Stochastic Analysis Stochastic Systems And Applications To Finance
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Author : Allanus Hak-Man Tsoi
language : en
Publisher: World Scientific
Release Date : 2011
Stochastic Analysis Stochastic Systems And Applications To Finance written by Allanus Hak-Man Tsoi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
This book introduces some advanced topics in probability theories ? both pure and applied ? is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading modeling.
Stochastic Optimization Methods
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Author : Kurt Marti
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-05
Stochastic Optimization Methods written by Kurt Marti and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-05 with Business & Economics categories.
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.