Processus Stochastiques
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Processus Stochastiques Appliqu S
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Author : Mario Lefebvre
language : fr
Publisher: Presses inter Polytechnique
Release Date : 2005
Processus Stochastiques Appliqu S written by Mario Lefebvre and has been published by Presses inter Polytechnique this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
Processus Stochastiques Pour L Ing Nieur
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Author : Bassel Solaiman
language : fr
Publisher: EPFL Press
Release Date : 2006-01-01
Processus Stochastiques Pour L Ing Nieur written by Bassel Solaiman and has been published by EPFL Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-01 with Stochastic processes categories.
Cet ouvrage propose une présentation didactique et homogène de la théorie des processus stochastiques, vue comme une extension de la théorie des probabilités. Il s’adresse donc tout autant aux étudiants ingénieurs qu’aux ingénieurs souhaitant s’initier à ce puissant outil de modélisation et d’analyse. Les concepts essentiels des processus stochastiques sont tout d’abord décrits, commentés et illustrés d’exemples dans le traitement du signal aléatoire. Plusieurs cas concrets de processus stochastiques (processus gaussiens ou de Poisson, chaînes de Markov) sont ensuite présentés dans différents contextes d’applications réelles (files d’attente, analyse de données médicales...). De très nombreux exercices corrigés illustrent l’ouvrage, et permettent au lecteur de se familiariser avec certains points particuliers de l’exposé
Harmonic And Stochastic Analysis Of Dunkl Processes
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Author : Piotr Graczyk
language : en
Publisher: Editions Hermann
Release Date : 2008
Harmonic And Stochastic Analysis Of Dunkl Processes written by Piotr Graczyk and has been published by Editions Hermann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Harmonic analysis categories.
Le livre présente un thème important, qui se développe actuellement de façon intense, de l'analyse et la théorie stochastique contemporaines: les opérateurs, les semi-groupes et les processus stochastiques de Dunkl. Les motivations et les applications de ces sujets, à l'origine en provenance de la Physique (modèles quantiques intégrables), s'étendent aujourd'hui à de vastes domaines de l'analyse harmonique et du calcul stochastique, y compris les espaces symétriques, et les processus de diffusion à valeurs dans ces espaces. Les auteurs du livre ont obtenu des résultats importants de la théorie de Dunkl. Le livre est écrit de façon accessible à des chercheurs ayant des connaissances standard en analyse harmonique et calcul stochastique.
Processus Stochastiques Et Fiabilit Des Syst Mes
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Author : Christiane Cocozza-Thivent
language : fr
Publisher: Springer Science & Business Media
Release Date : 1997-09-25
Processus Stochastiques Et Fiabilit Des Syst Mes written by Christiane Cocozza-Thivent 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 1997-09-25 with Mathematics categories.
Le fil directeur de ce livre, construit à partir des cours de DESS et de DEA de l'auteur, est la fiabilité. Son but est de montrer concrètement ce que peut apporter l'étude des processus stochasitques dans ce domaine. Chemin faisant, cela permet d'aborder, dans des cas relativement simples, des techniques variées utilisées dans l'étude des processus stochastiques, tout en conservant l'esprit des démonstrations générales.
Syst Mes Dynamiques Discrets Non R Guliers D Terministes Ou Stochastiques Applications Aux Mod Les Avec Frottement Ou Impact
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Author : BASTIEN Jérôme
language : en
Publisher: Lavoisier
Release Date : 2012-11-21
Syst Mes Dynamiques Discrets Non R Guliers D Terministes Ou Stochastiques Applications Aux Mod Les Avec Frottement Ou Impact written by BASTIEN Jérôme and has been published by Lavoisier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-21 with categories.
Cet ouvrage présente différents modèles discrets en dynamique pour la modélisation de phénomènes mécaniques non linéaires liés au frottement ou à l’impact. Les sollicitations sont exposées dans un cadre déterministe et stochastique. Pour ce dernier, le cas de variétés de configuration euclidienne ou riemannienne est abordé. La difficulté réside dans le type d’équations différentielles non linéaires particulières utilisées. Le cadre théorique ainsi que des schémas numériques sont détaillés pour chaque équation. Trois types de problèmes sont d’abord étudiés dans le cas particulier d’un solide à un degré de liberté : la force de frottement, la loi d’impact en déterministe et le frottement dans un cadre stochastique. Ensuite, de nombreux exemples sont commentés et fournissent, dans un cadre théorique ou applicatif, de nombreux modèles accompagnés de leurs schémas numériques. Des rappels théoriques fondamentaux sont proposés ainsi que deux preuves complètes de convergence de schémas numériques dans le cas du frottement déterministe ou stochastique.
Lnm
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Author :
language : en
Publisher:
Release Date : 1979
Lnm written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Probabilities categories.
Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80).
Processus Stochastiques Et Applications
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Author : Nicolas Bouleau
language : fr
Publisher:
Release Date : 2000
Processus Stochastiques Et Applications written by Nicolas Bouleau and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.
Introduction To Stochastic Processes Using R
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Author : Sivaprasad Madhira
language : en
Publisher: Springer Nature
Release Date : 2023-12-05
Introduction To Stochastic Processes Using R written by Sivaprasad Madhira and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-05 with Business & Economics categories.
This textbook presents some basic stochastic processes, mainly Markov processes. It begins with a brief introduction to the framework of stochastic processes followed by the thorough discussion on Markov chains, which is the simplest and the most important class of stochastic processes. The book then elaborates the theory of Markov chains in detail including classification of states, the first passage distribution, the concept of periodicity and the limiting behaviour of a Markov chain in terms of associated stationary and long run distributions. The book first illustrates the theory for some typical Markov chains, such as random walk, gambler's ruin problem, Ehrenfest model and Bienayme-Galton-Watson branching process; and then extends the discussion when time parameter is continuous. It presents some important examples of a continuous time Markov chain, which include Poisson process, birth process, death process, birth and death processes and their variations. These processes play a fundamental role in the theory and applications in queuing and inventory models, population growth, epidemiology and engineering systems. The book studies in detail the Poisson process, which is the most frequently applied stochastic process in a variety of fields, with its extension to a renewal process. The book also presents important basic concepts on Brownian motion process, a stochastic process of historic importance. It covers its few extensions and variations, such as Brownian bridge, geometric Brownian motion process, which have applications in finance, stock markets, inventory etc. The book is designed primarily to serve as a textbook for a one semester introductory course in stochastic processes, in a post-graduate program, such as Statistics, Mathematics, Data Science and Finance. It can also be used for relevant courses in other disciplines. Additionally, it provides sufficient background material for studying inference in stochastic processes. The book thus fulfils the need of a concise but clear and student-friendly introduction to various types of stochastic processes.
Stochastic Processes For Insurance And Finance
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Author : Tomasz Rolski
language : en
Publisher: John Wiley & Sons
Release Date : 2009-09-25
Stochastic Processes For Insurance And Finance written by Tomasz Rolski 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 2009-09-25 with Mathematics categories.
Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors describe in general terms models based on Markov processes, martingales and various types of point processes. Discussing frequently asked insurance questions, the authors present a coherent overview of the subject and specifically address: The principal concepts from insurance and finance Practical examples with real life data Numerical and algorithmic procedures essential for modern insurance practices Assuming competence in probability calculus, this book will provide a fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences. Wiley Series in Probability and Statistics
Basic Stochastic Processes
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Author : Pierre Devolder
language : en
Publisher: John Wiley & Sons
Release Date : 2015-08-05
Basic Stochastic Processes written by Pierre Devolder 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 2015-08-05 with Mathematics categories.
This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented. The authors also present basic concepts so that this series is relatively self-contained for the main audience formed by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk managers, students in Master in mathematics or economics and people involved in Solvency II for insurance companies and in Basel II and III for banks.