Stochastic Inequalities And Applications
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Applications Of Variational Inequalities In Stochastic Control
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Author : Alain Bensoussan
language : en
Publisher: North Holland
Release Date : 1982
Applications Of Variational Inequalities In Stochastic Control written by Alain Bensoussan and has been published by North Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Calculus of variations categories.
Stochastic Inequalities And Applications
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Author : Evariste Giné
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Stochastic Inequalities And Applications written by Evariste Giné 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.
Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.
Harnack Inequalities For Stochastic Partial Differential Equations
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Author : Feng-Yu Wang
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-13
Harnack Inequalities For Stochastic Partial Differential Equations written by Feng-Yu Wang 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 2013-08-13 with Mathematics categories.
In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and delayed differential equations. Since the semigroup refers to Fokker-Planck equations on infinite-dimensional spaces, the Harnack inequalities the author investigates are dimension-free. This is an essentially different point from the above mentioned classical Harnack inequalities. Moreover, the main tool in the study is a new coupling method (called coupling by change of measures) rather than the usual maximum principle in the current literature.
Stochastic Calculus And Financial Applications
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Author : J. Michael Steele
language : en
Publisher: Springer Science & Business Media
Release Date : 2001
Stochastic Calculus And Financial Applications written by J. Michael Steele 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 2001 with Mathematics categories.
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, ‘This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract’. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH
Advances In Stochastic Inequalities
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Author : Theodore Preston Hill
language : en
Publisher: American Mathematical Soc.
Release Date : 1999
Advances In Stochastic Inequalities written by Theodore Preston Hill and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Stochastic inequalities categories.
Contains 15 articles based on invited talks given at an AMS Special Session on 'Stochastic Inequalities and Their Applications' held at Georgia Institute of Technology (Atlanta). This book includes articles that offer a comprehensive picture of this area of mathematical probability and statistics.
Stochastic Processes
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Author : Pierre Del Moral
language : en
Publisher: CRC Press
Release Date : 2017-02-24
Stochastic Processes written by Pierre Del Moral and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-24 with Mathematics categories.
Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
Stochastic Orders And Applications
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Author : Karl Mosler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Orders And Applications written by Karl Mosler 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.
A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.
Stochastic Inequalities
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Author : Moshe Shaked
language : en
Publisher: IMS
Release Date : 1992
Stochastic Inequalities written by Moshe Shaked and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Mathematics categories.
Inequalities Theory Of Majorization And Its Applications
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Author : Albert W. Marshall
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-25
Inequalities Theory Of Majorization And Its Applications written by Albert W. Marshall 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 2010-11-25 with Mathematics categories.
This book’s first edition has been widely cited by researchers in diverse fields. The following are excerpts from reviews. “Inequalities: Theory of Majorization and its Applications” merits strong praise. It is innovative, coherent, well written and, most importantly, a pleasure to read. ... This work is a valuable resource!” (Mathematical Reviews). “The authors ... present an extremely rich collection of inequalities in a remarkably coherent and unified approach. The book is a major work on inequalities, rich in content and original in organization.” (Siam Review). “The appearance of ... Inequalities in 1979 had a great impact on the mathematical sciences. By showing how a single concept unified a staggering amount of material from widely diverse disciplines–probability, geometry, statistics, operations research, etc.–this work was a revelation to those of us who had been trying to make sense of his own corner of this material.” (Linear Algebra and its Applications). This greatly expanded new edition includes recent research on stochastic, multivariate and group majorization, Lorenz order, and applications in physics and chemistry, in economics and political science, in matrix inequalities, and in probability and statistics. The reference list has almost doubled.
Stochastic Differential Equations And Applications
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Author : Avner Friedman
language : en
Publisher: Academic Press
Release Date : 2014-06-20
Stochastic Differential Equations And Applications written by Avner Friedman and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-20 with Mathematics categories.
Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems. This volume is divided into nine chapters. Chapters 1 to 5 deal with the basic theory of stochastic differential equations, including discussions of the Markov processes, Brownian motion, and the stochastic integral. Chapter 6 examines the connections between solutions of partial differential equations and stochastic differential equations, while Chapter 7 describes the Girsanov’s formula that is useful in the stochastic control theory. Chapters 8 and 9 evaluate the behavior of sample paths of the solution of a stochastic differential system, as time increases to infinity. This book is intended primarily for undergraduate and graduate mathematics students.