32 résultat(s)
Télécharger le livre : Stochastic Optimal Control in Infinite Dimension
Giorgio Fabbri , Fausto Gozzi , Andrzej Swiech
Stochastic Optimal Control in Infinite Dimension
Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control...
Editeur : Springer
Parution : 2017-06-22
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
231,04 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Asymptotic Theory of Weakly Dependent Random Processes
Emmanuel Rio
Asymptotic Theory of Weakly Dependent Random Processes
Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly mixing in the sense of Rosenblatt, or absolutely regular. The first...
Editeur : Springer
Parution : 2017-04-13
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
89,66 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Random Measures, Theory and Applications
Olav Kallenberg
Random Measures, Theory and Applications
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and...
Editeur : Springer
Parution : 2017-04-12
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF
158,24 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Random Walks in the Quarter Plane
Guy Fayolle , Roudolf Iasnogorodski , Vadim Malyshev
Random Walks in the Quarter Plane
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in numerous applications and are of interest in several areas of mathematical research,...
Editeur : Springer
Parution : 2017-02-06
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
94,94 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
T. E. Govindan
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic...
Editeur : Springer
Parution : 2016-11-11
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
116,04 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
Nicolas Bouleau , Laurent Denis
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random...
Editeur : Springer
Parution : 2016-01-08
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
126,59 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Stable Convergence and Stable Limit Theorems
Erich Häusler , Harald Luschgy
Stable Convergence and Stable Limit Theorems
The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. Stable...
Editeur : Springer
Parution : 2015-06-09
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
94,94 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Stochastic Multi-Stage Optimization
Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel De Lara
Stochastic Multi-Stage Optimization
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle...
Editeur : Springer
Parution : 2015-05-05
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
105,49 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Stochastic Integration in Banach Spaces
Vidyadhar Mandrekar , Barbara Rüdiger
Stochastic Integration in Banach Spaces
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states...
Editeur : Springer
Parution : 2014-12-03
Collection : Probability Theory and Stochastic Modelling
Format(s) : ePub
73,84 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Stochastic Control Theory
Makiko Nisio
Stochastic Control Theory
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.First we consider completely observable control problems with finite horizons. Using a time...
Editeur : Springer
Parution : 2014-11-27
Collection : Probability Theory and Stochastic Modelling
Format(s) : ePub
126,59 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Limit Theorems for Multi-Indexed Sums of Random Variables
Oleg Klesov
Limit Theorems for Multi-Indexed Sums of Random Variables
Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the field. Several new results are introduced, even in the classical setting, as well as some new approaches that are...
Editeur : Springer
Parution : 2014-10-13
Collection : Probability Theory and Stochastic Modelling
Format(s) : ePub
94,94 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : Probability on Compact Lie Groups
David Applebaum
Probability on Compact Lie Groups
Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with...
Editeur : Springer
Parution : 2014-06-26
Collection : Probability Theory and Stochastic Modelling
Format(s) : ePub
79,11 €
Téléchargement immédiat
Dès validation de votre commande
<< < 12