Handbook Of Brownian Motion
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Handbook Of Brownian Motion
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Author : A. N. Borodin
language : en
Publisher: Birkhauser
Release Date : 1996
Handbook Of Brownian Motion written by A. N. Borodin and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Mathematics categories.
The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The collection contains more than 2500 numbered formulae.This book is of value as a basic reference material to researchers, graduate students, and people doing applied work with Brownian motion and diffusions. It can also be used as a source of explicit examples when teaching stochastic processes.Compared with the first edition published in 1996, this second edition has been revised and considerably expanded. More than 1000 new formulae have been added to the tables and, in particular, geometric Brownian motion is covered both in the theoretical and the formula part of the book.
Handbook Of Brownian Motion
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Author : Andrei Borodin
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Handbook Of Brownian Motion written by Andrei Borodin and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and experience that such a material would be very much welcome by students and people working with applications of diffusions and Brownian motion. In discussions with many of our colleagues we have found that they share this point of view. Our original plan included more things than we were able to realize. It turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to mention Brownian motion in several dimensions which enters only through the discussion of Bessel processes. On the other hand, much attention is given to the theory of local time.
Handbook Of Brownian Motion Facts And Formulae Ex 2
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Author : Andrei N. Borodin
language : en
Publisher:
Release Date : 1996
Handbook Of Brownian Motion Facts And Formulae Ex 2 written by Andrei N. Borodin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with categories.
Stochastic Methods
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Author : Crispin Gardiner
language : en
Publisher: Springer
Release Date : 2009-01-16
Stochastic Methods written by Crispin Gardiner and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-16 with Science categories.
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
Brownian Motion
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Author : Peter Mörters
language : en
Publisher: Cambridge University Press
Release Date : 2010-03-25
Brownian Motion written by Peter Mörters 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 2010-03-25 with Mathematics categories.
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Handbook Of Financial Risk Management
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Author : Thierry Roncalli
language : en
Publisher: CRC Press
Release Date : 2020-04-23
Handbook Of Financial Risk Management written by Thierry Roncalli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-23 with Business & Economics categories.
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
Laws Of Small Numbers Extremes And Rare Events
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Author : Michael Falk
language : en
Publisher: Birkhäuser
Release Date : 2013-11-11
Laws Of Small Numbers Extremes And Rare Events written by Michael Falk and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages. Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework.
Handbook Of Biochemical Kinetics
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Author : Daniel L. Purich
language : en
Publisher: Elsevier
Release Date : 1999-10-26
Handbook Of Biochemical Kinetics written by Daniel L. Purich and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-10-26 with Science categories.
Biochemical kinetics refers to the rate at which a reaction takes place. Kinetic mechanisms have played a major role in defining the metabolic pathways, the mechanistic action of enzymes, and even the processing of genetic material. The Handbook of Biochemical Kinetics provides the "underlying scaffolding" of logic for kinetic approaches to distinguish rival models or mechanisms. The handbook also comments on techniques and their likely limitations and pitfalls, as well as derivations of fundamental rate equations that characterize biochemical processes.Key Features* Over 750 pages devoted to theory and techniques for studying enzymic and metabolic processes* Over 1,500 definitions of kinetic and mechanistic terminology, with key references* Practical advice on experimental design of kinetic experiments* Extended step-by-step methods for deriving rate equations* Over 1,000 enzymes, complete with EC numbers, reactions catalyzed, and references to reviews and/or assay methods* Over 5,000 selected references to kinetic methods appearing in the Methods in Enzymology series* 72-page Wordfinder that allows the reader to search by keywords* Summaries of mechanistic studies on key enzymes and protein systems* Over 250 diagrams, figures, tables, and structures
Asymptotic Methods In Probability And Statistics
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Author : B. Szyszkowicz
language : en
Publisher: Elsevier
Release Date : 1998-10-29
Asymptotic Methods In Probability And Statistics written by B. Szyszkowicz and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-10-29 with Mathematics categories.
One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97.This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.
Handbook Of Game Theory
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Author : Petyon Young
language : en
Publisher: Elsevier
Release Date : 2014-10-01
Handbook Of Game Theory written by Petyon Young and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10-01 with Mathematics categories.
The ability to understand and predict behavior in strategic situations, in which an individual's success in making choices depends on the choices of others, has been the domain of game theory since the 1950s. Developing the theories at the heart of game theory has resulted in 8 Nobel Prizes and insights that researchers in many fields continue to develop. In Volume 4, top scholars synthesize and analyze mainstream scholarship on games and economic behavior, providing an updated account of developments in game theory since the 2002 publication of Volume 3, which only covers work through the mid 1990s. - Focuses on innovation in games and economic behavior - Presents coherent summaries of subjects in game theory - Makes details about game theory accessible to scholars in fields outside economics