Discrete Time Approximations And Limit Theorems
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Discrete Time Approximations And Limit Theorems
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Author : Yuliya S. Mishura
language : en
Publisher:
Release Date : 2021-06-10
Discrete Time Approximations And Limit Theorems written by Yuliya S. Mishura and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-10 with categories.
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays.
Discrete Time Approximations And Limit Theorems
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Author : Yuliya Mishura
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2021-10-25
Discrete Time Approximations And Limit Theorems written by Yuliya Mishura and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-25 with Mathematics categories.
The De Gruyter Series in Probability and Stochastics is devoted to the publication of high-level monographs and specialized graduate texts in any branch of modern probability theory and stochastics, along with their numerous applications in other parts of mathematics, physics and informatics, in economics and finance, and in the life sciences. The aim of the series is to present recent research results in the form of authoritative and comprehensive works that will serve the probability and stochastics community as basis for further research. Editorial Board Itai Benjamini, Weizmann Institute of Science, Israel Jean Bertoin, Universität Zürich, Switzerland Michel Ledoux, Université de Toulouse, France René L. Schilling, Technische Universität Dresden, Germany
Discrete Approximation Theory
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Author : George A Anastassiou
language : en
Publisher: World Scientific
Release Date : 2016-09-29
Discrete Approximation Theory written by George A Anastassiou and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-29 with Mathematics categories.
In this monograph, we present the authors' recent work of the last seven years in Approximation Theory. Chapters are self-contained and can be read independently and advanced courses can be taught out of this book. Here our generalized discrete singular operators are of the following types: Picard, Gauss–Weierstrass and Poisson–Cauchy operators. We treat both the unitary and non-unitary, univariate and multivariate cases of these operators, which are not necessarily positive operators. The book's results are expected to find applications in many areas of pure and applied mathematics, and statistics. As such, it is suitable for researchers, graduate students, and seminars of related subjects, and serves well as an invaluable resource for all science libraries.
A Long Run Collaboration On Long Run Games
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Author : Drew Fudenberg
language : en
Publisher: World Scientific
Release Date : 2009
A Long Run Collaboration On Long Run Games written by Drew Fudenberg and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
This book brings together the joint work of Drew Fudenberg and David Levine (through 2008) on the closely connected topics of repeated games and reputation effects, along with related papers on more general issues in game theory and dynamic games. The unified presentation highlights the recurring themes of their work.
The Mathematics Of Internet Congestion Control
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Author : Rayadurgam Srikant
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Mathematics Of Internet Congestion Control written by Rayadurgam Srikant 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 Science categories.
* Recommended by T.Basar, SC series ed. * This text addresses a new, active area of research and fills a gap in the literature. * Bridges mathematics, engineering, and computer science; considers stochastic and optimization aspects of congestion control in Internet data transfers. * Useful as a supplementary text & reference for grad students with some background in control theory; also suitable for researchers.
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.
Measure Valued Processes And Stochastic Flows
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Author : Andrey A. Dorogovtsev
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2023-11-06
Measure Valued Processes And Stochastic Flows written by Andrey A. Dorogovtsev and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-11-06 with Mathematics categories.
Stochastic Interacting Systems In Life And Social Sciences
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Author : Nicolas Lanchier
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2024-07-01
Stochastic Interacting Systems In Life And Social Sciences written by Nicolas Lanchier and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-01 with Mathematics categories.
This volume provides an overview of two of the most important examples of interacting particle systems, the contact process, and the voter model, as well as their many variants introduced in the past 50 years. These stochastic processes are organized by domains of application (epidemiology, population dynamics, ecology, genetics, sociology, econophysics, game theory) along with a flavor of the mathematical techniques developed for their analysis.
Optimal Input Signals For Parameter Estimation
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Author : Ewaryst Rafajłowicz
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2022-03-07
Optimal Input Signals For Parameter Estimation written by Ewaryst Rafajłowicz and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-07 with History categories.
The aim of this book is to provide methods and algorithms for the optimization of input signals so as to estimate parameters in systems described by PDE’s as accurate as possible under given constraints. The optimality conditions have their background in the optimal experiment design theory for regression functions and in simple but useful results on the dependence of eigenvalues of partial differential operators on their parameters. Examples are provided that reveal sometimes intriguing geometry of spatiotemporal input signals and responses to them. An introduction to optimal experimental design for parameter estimation of regression functions is provided. The emphasis is on functions having a tensor product (Kronecker) structure that is compatible with eigenfunctions of many partial differential operators. New optimality conditions in the time domain and computational algorithms are derived for D-optimal input signals when parameters of ordinary differential equations are estimated. They are used as building blocks for constructing D-optimal spatio-temporal inputs for systems described by linear partial differential equations of the parabolic and hyperbolic types with constant parameters. Optimality conditions for spatially distributed signals are also obtained for equations of elliptic type in those cases where their eigenfunctions do not depend on unknown constant parameters. These conditions and the resulting algorithms are interesting in their own right and, moreover, they are second building blocks for optimality of spatio-temporal signals. A discussion of the generalizability and possible applications of the results obtained is presented.
Fractional Deterministic And Stochastic Calculus
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Author : Giacomo Ascione
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2023-12-31
Fractional Deterministic And Stochastic Calculus written by Giacomo Ascione and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-31 with Mathematics categories.