Discrete Time Branching Processes In Random Environment
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Discrete Time Branching Processes In Random Environment
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Author : Götz Kersting
language : en
Publisher: John Wiley & Sons
Release Date : 2017-11-01
Discrete Time Branching Processes In Random Environment written by Götz Kersting and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-01 with Mathematics categories.
Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next. This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes.
Discrete Time Branching Processes In Random Environment
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Author : Götz Kersting
language : en
Publisher: John Wiley & Sons
Release Date : 2017-10-30
Discrete Time Branching Processes In Random Environment written by Götz Kersting and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-30 with Mathematics categories.
Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next. This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes.
Branching Processes
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Author : Patsy Haccou
language : en
Publisher: Cambridge University Press
Release Date : 2005-05-19
Branching Processes written by Patsy Haccou 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 2005-05-19 with Mathematics categories.
This book covers the mathematical idea of branching processes, and tailors it for a biological audience.
Random Sums And Branching Stochastic Processes
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Author : Ibrahim Rahimov
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Random Sums And Branching Stochastic Processes written by Ibrahim Rahimov 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.
The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behaviour of branching stochastic processes. The author shows how these techniques may yield insight and new results when applied to a wide range of branching processes. In particular, processes with reproduction-dependent and non-stationary immigration may be analysed quite simply from this perspective. On the other hand some new characterizations of the branching process without immigration dealing with its genealogical tree can be studied. Readers are assumed to have a firm grounding in probability and stochastic processes, but otherwise this account is self-contained. As a result, researchers and graduate students tackling problems in this area will find this makes a useful contribution to their work.
Martingales And Financial Mathematics In Discrete Time
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Author : Benoîte de Saporta
language : en
Publisher: John Wiley & Sons
Release Date : 2021-12-20
Martingales And Financial Mathematics In Discrete Time written by Benoîte de Saporta and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-20 with Mathematics categories.
This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time. The book offers a combination of mathematical teaching and numerous exercises for wide appeal. It is a useful reference for students at the master’s or doctoral level who are specializing in applied mathematics or finance as well as teachers, researchers in the field of economics or actuarial science, or professionals working in the various financial sectors. Martingales and Financial Mathematics in Discrete Time is also for anyone who may be interested in a rigorous and accessible mathematical construction of the tools and concepts used in financial mathematics, or in the application of the martingale theory in finance
On Branching Processes In Random Environments
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Author : David Louis Tanny
language : en
Publisher:
Release Date : 1975
On Branching Processes In Random Environments written by David Louis Tanny and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Distribution (Probability theory) categories.
Random Motions In Markov And Semi Markov Random Environments 2
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Author : Anatoliy Pogorui
language : en
Publisher: John Wiley & Sons
Release Date : 2021-01-11
Random Motions In Markov And Semi Markov Random Environments 2 written by Anatoliy Pogorui and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-11 with Mathematics categories.
This book is the second of two volumes on random motions in Markov and semi-Markov random environments. This second volume focuses on high-dimensional random motions. This volume consists of two parts. The first expands many of the results found in Volume 1 to higher dimensions. It presents new results on the random motion of the realistic three-dimensional case, which has so far been barely mentioned in the literature, and deals with the interaction of particles in Markov and semi-Markov media, which has, in contrast, been a topic of intense study. The second part contains applications of Markov and semi-Markov motions in mathematical finance. It includes applications of telegraph processes in modeling stock price dynamics and investigates the pricing of variance, volatility, covariance and correlation swaps with Markov volatility and the same pricing swaps with semi-Markov volatilities.
Random Motions In Markov And Semi Markov Random Environments 1
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Author : Anatoliy Pogorui
language : en
Publisher: John Wiley & Sons
Release Date : 2021-01-12
Random Motions In Markov And Semi Markov Random Environments 1 written by Anatoliy Pogorui and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-12 with Mathematics categories.
This book is the first of two volumes on random motions in Markov and semi-Markov random environments. This first volume focuses on homogenous random motions. This volume consists of two parts, the first describing the basic concepts and methods that have been developed for random evolutions. These methods are the foundational tools used in both volumes, and this description includes many results in potential operators. Some techniques to find closed-form expressions in relevant applications are also presented. The second part deals with asymptotic results and presents a variety of applications, including random motion with different types of boundaries, the reliability of storage systems and solutions of partial differential equations with constant coefficients, using commutative algebra techniques. It also presents an alternative formulation to the Black-Scholes formula in finance, fading evolutions and telegraph processes, including jump telegraph processes and the estimation of the number of level crossings for telegraph processes.
Traditional Functional Discrete Methods For The Problems Of Mathematical Physics
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Author : Volodymyr Makarov
language : en
Publisher: John Wiley & Sons
Release Date : 2024-02-23
Traditional Functional Discrete Methods For The Problems Of Mathematical Physics written by Volodymyr Makarov and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-02-23 with Science categories.
This book is devoted to the construction and study of approximate methods for solving mathematical physics problems in canonical domains. It focuses on obtaining weighted a priori estimates of the accuracy of these methods while also considering the influence of boundary and initial conditions. This influence is quantified by means of suitable weight functions that characterize the distance of an inner point to the boundary of the domain. New results are presented on boundary and initial effects for the finite difference method for elliptic and parabolic equations, mesh schemes for equations with fractional derivatives, and the Cayley transform method for abstract differential equations in Hilbert and Banach spaces. Due to their universality and convenient implementation, the algorithms discussed throughout can be used to solve a wide range of actual problems in science and technology. The book is intended for scientists, university teachers, and graduate and postgraduate students who specialize in the field of numerical analysis.
Branching Processes
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Author : C.C. Heyde
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Branching Processes written by C.C. Heyde 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.
This volume presents the edited proceedings of the First World Congress on Branching Processes. The contributions present new research and surveys of the current research activity in this field. As a result, all those undertaking research in the subject will find this a timely and high-quality volume to have on their shelves.