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
Advances in combinatorics
This volume, as Andrew M. Odlzyko writes in the foreword, “commemorates and celebrates the life and achievements of an extraordinary person.” Originally conceived as an 80th birthday tribute to Herbert Wilf, the well-known combinatorialist, the book has evolved beyond the proceeds of the W80 tribute. Professor Wilf was an award-winning teacher, who was supportive of women mathematicians,…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642309793
- Deskripsi Fisik
- xx 293 hlm.
- Judul Seri
- -
- No. Panggil
- E752
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
Discrete–time stochastic control and dynamic potential games
There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783319010595
- Deskripsi Fisik
- xiv, 69 hlm.
- Judul Seri
- -
- No. Panggil
- E718
Modeling conflict dynamics with spatio-temporal data
This authored monograph presents the use of dynamic spatiotemporal modeling tools for the identification of complex underlying processes in conflict, such as diffusion, relocation, heterogeneous escalation, and volatility. The authors use ideas from statistics, signal processing, and ecology, and provide a predictive framework which is able to assimilate data and give confidence estimates on th…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783319010380
- Deskripsi Fisik
- vii, 74 hlm.
- Judul Seri
- -
- No. Panggil
- E717
Analysis of variations for self-similar processes
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783319009360
- Deskripsi Fisik
- xi, 268 hlm.
- Judul Seri
- -
- No. Panggil
- E715
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