Ditapis dengan
Continuous-time markov jump linear systems
It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of a high-integrity systems or a safety-critical system. Such systems can be found in aircraft control, nuclear power stations, robotic manipulator systems, integrated communication networks and large-scale flexible structures for spac…
- Edisi
- -
- ISBN/ISSN
- 9783642341007
- Deskripsi Fisik
- xii, 288 hlm.
- Judul Seri
- -
- No. Panggil
- E790
Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particular…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642335495
- Deskripsi Fisik
- xxxviii, 446 hlm.
- Judul Seri
- -
- No. Panggil
- E781
Invariant Random Fields on Spaces with a Group Action
The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new …
- Edisi
- -
- ISBN/ISSN
- 9783642334061
- Deskripsi Fisik
- xviii, 262 hlm.
- Judul Seri
- -
- No. Panggil
- E780
Quasi-stationary distributions
Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642331312
- Deskripsi Fisik
- xvi, 280 hlm.
- Judul Seri
- -
- No. Panggil
- E775
Mouvement brownien, martingales et calcul stochastique
Cet ouvrage propose une approche concise mais complète de la théorie de l'intégrale stochastique dans le cadre général des semimartingales continues. Après une introduction au mouvement brownien et à ses principales propriétés, les martingales et les semimartingales continues sont présentées en détail avant la construction de l'intégrale stochastique. Les outils du calcul stochasti…
- Edisi
- -
- ISBN/ISSN
- 9783642318986
- Deskripsi Fisik
- viii, 176
- Judul Seri
- -
- No. Panggil
- E765
Mathematical finance: theory review and exercises
The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises. The book is intended as an exercise textbook to accompany g…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783319013572
- Deskripsi Fisik
- x, 277 hlm.
- Judul Seri
- -
- No. Panggil
- E724
Automatic trend estimation
Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partiti…
- Edisi
- -
- ISBN/ISSN
- 978-94-007-4825-5
- Deskripsi Fisik
- x, 131 hlm : il.
- Judul Seri
- -
- No. Panggil
- E1816
Stochastic world
This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the st…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783319000718
- Deskripsi Fisik
- ix, 339 hlm.
- Judul Seri
- Mathematical Engineering
- No. Panggil
- E696
Gerber–shiu risk theory
Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools used in analysing the distribution of the time of ruin, the wealth prior to ruin and the defic…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783319023038
- Deskripsi Fisik
- viii, 93 hlm.
- Judul Seri
- -
- No. Panggil
- E732
Numerical methods : for mathematics, science, and engineering
No Inv.: 14126-14129/P/Perp/94/4c
- Edisi
- 2nd ed
- ISBN/ISSN
- 0136250475
- Deskripsi Fisik
- x, 646 hlm.
- Judul Seri
- -
- No. Panggil
- 519.4 MAT n
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