Ditapis dengan
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
Seminar on stochastic analysis, random fields and applications VII : centro s…
This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximatio…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783034805452
- Deskripsi Fisik
- xi, 469 hlm.
- Judul Seri
- -
- No. Panggil
- E675
Stochastic processes : from Physics to Finance
This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their m…
- Edisi
- 2nd edition
- ISBN/ISSN
- 9783319003276
- Deskripsi Fisik
- xiii, 280 hlm. : il.
- Judul Seri
- -
- No. Panggil
- E1642
Statistics and analysis of scientific data
Statistics and Analysis of Scientific Data covers the foundations of probability theory and statistics, and a number of numerical and analytical methods that are essential for the present-day analyst of scientific data. Topics covered include probability theory, distribution functions of statistics, fits to two-dimensional datasheets and parameter estimation, Monte Carlo methods and Markov chai…
- Edisi
- -
- ISBN/ISSN
- 9781461479840
- Deskripsi Fisik
- xv, 301 hlm. : il. warna.
- Judul Seri
- Graduate Texts in Physics (GTP)
- No. Panggil
- E1628
Mean field games and mean field type control theory
Mean field games and Mean field type control introduce new problems in Control Theory. The terminology “games” may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these problems are not standard, since both the evolution of the state and the objective functional is influenced…
- Edisi
- 1
- ISBN/ISSN
- 9781461485087
- Deskripsi Fisik
- X, 128 hlm.
- Judul Seri
- -
- No. Panggil
- E637
Advances in superprocesses and nonlinear PDEs
Sergei Kuznetsov is one of the top experts on measure valued branching processes (also known as “superprocesses”) and their connection to nonlinear partial differential operators. His research interests range from stochastic processes and partial differential equations to mathematical statistics, time series analysis and statistical software; he has over 90 papers published in internation…
- Edisi
- 1
- ISBN/ISSN
- 9781461462408
- Deskripsi Fisik
- x, 126hlm.
- Judul Seri
- Springer Proceedings in Mathematics & Statistics
- No. Panggil
- E537
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