Stochastics

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Probability And Stochastics

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Author : Erhan Çınlar
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-02-21

Probability And Stochastics written by Erhan Çınlar 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 2011-02-21 with Mathematics categories.

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author’s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President’s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.

Stochastic Analysis And Related Topics

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Author : J.E. Lindstrom
language : en
Publisher: CRC Press
Release Date : 1993-12-08

Stochastic Analysis And Related Topics written by J.E. Lindstrom and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-12-08 with Mathematics categories.

First published in 1993. Routledge is an imprint of Taylor & Francis, an informa company.

Stochastic Analysis

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Author : Michael Craig Cranston
language : en
Publisher: American Mathematical Soc.
Release Date : 1995

Stochastic Analysis written by Michael Craig Cranston 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 1995 with Mathematics categories.

This book deals with current developments in stochastic analysis and its interfaces with partial differential equations, dynamical systems, mathematical physics, differential geometry, and infinite-dimensional analysis. The origins of stochastic analysis can be found in Norbert Wiener's construction of Brownian motion and Kiyosi Itô's subsequent development of stochastic integration and the closely related theory of stochastic (ordinary) differential equations. The papers in this volume indicate the great strides that have been made in recent years, exhibiting the tremendous power and diversity of stochastic analysis while giving a clear indication of the unsolved problems and possible future directions for development. The collection represents the proceedings of the AMS Summer Institute on Stochastic Analysis, held in July 1993 at Cornell University. Many of the papers are largely expository in character while containing new results.

Stochastic Processes And Related Topics

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Author : Jeff Englebert
language : en
Publisher: CRC Press
Release Date : 1996-02-09

Stochastic Processes And Related Topics written by Jeff Englebert and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-02-09 with Mathematics categories.

The aim of this volume is to make accessible to a greater audience papers given at the 10th Winterschool on Stochastic Processes in Siegmundsburg, Germany, March 1994. The papers include developments in stochastic analysis, applications to finance mathematics, Markov processes and diffusion processes, stochastic differential equations and stochastic partial differential equations.

Stochastic Partial Differential Equations

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Author : Alison Etheridge
language : en
Publisher: Cambridge University Press
Release Date : 1995-07-13

Stochastic Partial Differential Equations written by Alison Etheridge 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 1995-07-13 with Mathematics categories.

Consists of papers given at the ICMS meeting held in 1994 on this topic, and brings together some of the world's best known authorities on stochastic partial differential equations.

Defining The Science Of Stochastics

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Author : Elart von Collani
language : en
Publisher:
Release Date : 2004

Defining The Science Of Stochastics written by Elart von Collani and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Stochastic processes categories.

The contributions to this volume are revised and updated versions of lectures delivered at the Symposium "Defining the Science of Stochastics", which took place at Schloss Zeilitzheim, Germany, in October 2000. The authors reflect on the history and nature of statistical science and propose to establish "Stochastics" as an independent, mathematically based science, the subject of which is uncertainty generated by ignorance and randomness.

Quantum Stochastics

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Author : Mou-Hsiung Chang
language : en
Publisher: Cambridge University Press
Release Date : 2015-02-19

Quantum Stochastics written by Mou-Hsiung Chang 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 2015-02-19 with Language Arts & Disciplines categories.

This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes for graduate students and researchers. Building a framework that parallels the development of classical probability, it aims to help readers up the steep learning curve of the quantum theory.

Stochastic Processes And Related Topics

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Author : Rainer Buckdahn
language : en
Publisher: CRC Press
Release Date : 2002-05-16

Stochastic Processes And Related Topics written by Rainer Buckdahn and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-05-16 with Mathematics categories.

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference.

Stochastic Analysis And Applications

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Author : Fred Espen Benth
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-04-24

Stochastic Analysis And Applications written by Fred Espen Benth 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 2007-04-24 with Mathematics categories.

The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest developments within the exciting and fast growing field of stochastic analysis. This volume combines both papers from the invited speakers and contributions by the presenting lecturers. In addition, it includes the Memoirs that Kiyoshi Ito wrote for this occasion.

Stochastic Processes And Applications To Mathematical Finance

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Author : Jiro Akahori
language : en
Publisher: World Scientific
Release Date : 2006

Stochastic Processes And Applications To Mathematical Finance written by Jiro Akahori and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.

Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance. Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles. Contents: Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (E Barucci et al.); Hedging of Credit Derivatives in Models with Totally Unexpected Default (T R Bielecki et al.); A Large Trader-Insider Model (A Kohatsu-Higa & A Sulem); [GLP & MEMM] Pricing Models and Related Problems (Y Miyahara); Topics Related to Gamma Processes (M Yamazato); On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index a (H Hashimoto et al.); Martingale Representation Theorem and Chaos Expansion (S Watanabe). Readership: Graduate students, researchers and practitioners in the field of stochastic processes and mathematical finance.