Diffusion Processes And Their Sample Paths
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Diffusion Processes And Their Sample Paths
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Author : K. Ito
language : en
Publisher:
Release Date : 1965
Diffusion Processes And Their Sample Paths written by K. Ito and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Brownian motion processes categories.
Diffusion Processes And Their Sample Paths
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Author : Kiyosi Itô
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Diffusion Processes And Their Sample Paths written by Kiyosi Itô 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 2012-12-06 with Mathematics categories.
Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean.
Diffusion Processes And Their Sample Paths
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Author : Kiyosi Itô
language : en
Publisher: Springer
Release Date : 1974-01-01
Diffusion Processes And Their Sample Paths written by Kiyosi Itô and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974-01-01 with Mathematics categories.
Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean.
Multidimensional Diffusion Processes
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Author : Daniel W. Stroock
language : en
Publisher: Springer
Release Date : 2007-02-03
Multidimensional Diffusion Processes written by Daniel W. Stroock and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-03 with Mathematics categories.
From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [...] This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view." Mathematische Operationsforschung und Statistik
Diffusion Processes And Their Sample Paths
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Author : Kiyosi Itō
language : en
Publisher:
Release Date : 1965
Diffusion Processes And Their Sample Paths written by Kiyosi Itō and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Brownian motion processes categories.
Encyclopedic Dictionary Of Mathematics
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Author : Nihon Sūgakkai
language : en
Publisher: MIT Press
Release Date : 1993
Encyclopedic Dictionary Of Mathematics written by Nihon Sūgakkai and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Mathematics categories.
V.1. A.N. v.2. O.Z. Apendices and indexes.
Partial Differential Equations And Diffusion Processes
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Author : Russell Godding
language : en
Publisher:
Release Date : 2018-11-22
Partial Differential Equations And Diffusion Processes written by Russell Godding and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-22 with categories.
In probability theory and statistics, a diffusion process is a solution to a stochastic differential equation. It is a continuous-time Markov process with almost surely continuous sample paths. Brownian motion, reflected Brownian motion and Ornstein-Uhlenbeck processes are examples of diffusion processes. A sample path of a diffusion process models the trajectory of a particle embedded in a flowing fluid and subjected to random displacements due to collisions with other particles, which is called Brownian motion. The position of the particle is then random; its probability density function as a function of space and time is governed by an advection-diffusion equation.
Inference For Diffusion Processes
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Author : Christiane Fuchs
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-01-18
Inference For Diffusion Processes written by Christiane Fuchs 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 2013-01-18 with Mathematics categories.
Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.
Diffusion Processes Jump Processes And Stochastic Differential Equations
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Author : Wojbor A. Woyczyński
language : en
Publisher: CRC Press
Release Date : 2022-03-09
Diffusion Processes Jump Processes And Stochastic Differential Equations written by Wojbor A. Woyczyński and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-09 with Mathematics categories.
Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal operators. The draft of this book has been extensively classroom tested by the author at Case Western Reserve University in a course that enrolled seniors and graduate students majoring in mathematics, statistics, engineering, physics, chemistry, economics and mathematical finance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to financial problems. Features Quickly and concisely builds from basic probability theory to advanced topics Suitable as a primary text for an advanced course in diffusion processes and stochastic differential equations Useful as supplementary reading across a range of topics.
Diffusion Processes And Related Topics In Biology
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Author : Luigi M. Ricciardi
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-13
Diffusion Processes And Related Topics In Biology written by Luigi M. Ricciardi 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 2013-03-13 with Mathematics categories.
These notes are based on a one-quarter course given at the Department of Biophysics and Theoretical Biology of the University of Chicago in 1916. The course was directed to graduate students in the Division of Biological Sciences with interests in population biology and neurobiology. Only a slight acquaintance with probability and differential equations is required of the reader. Exercises are interwoven with the text to encourage the reader to play a more active role and thus facilitate his digestion of the material. One aim of these notes is to provide a heuristic approach, using as little mathematics as possible, to certain aspects of the theory of stochastic processes that are being increasingly employed in some of the population biol ogy and neurobiology literature. While the subject may be classical, the nov elty here lies in the approach and point of view, particularly in the applica tions such as the approach to the neuronal firing problem and its related dif fusion approximations. It is a pleasure to thank Professors Richard C. Lewontin and Arnold J.F. Siegert for their interest and support, and Mrs. Angell Pasley for her excellent and careful typing. I . PRELIMINARIES 1. Terminology and Examples Consider an experiment specified by: a) the experiment's outcomes, ~, forming the space S; b) certain subsets of S (called events) and by the probabilities of these events.