Author : Ekhaguere G O S
Publisher : #N/A
Page : 160 pages
File Size : 26,31 MB
Release : 1991-06-28
Category :
ISBN : 981455605X
The following topical subjects were discussed: quantum stochastic calculus; unbounded quantum dynamical system; the principles of nonstandard analysis that are fundamental to an understanding of a modern approach to stochastic analysis on fractals; Brownian motion on nested fractals; stable processes; stochastic modelling of sexually transmitted diseases.
Author : Alexey B. Piunovskiy
Publisher : Luniver Press
Page : 342 pages
File Size : 16,23 MB
Release : 2010-09
Category : Mathematics
ISBN : 1905986300
World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise deterministic processes etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several numerical methods, index-based approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization and Information Transmission. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.
Author : Samuel N. Cohen
Publisher : Springer Nature
Page : 303 pages
File Size : 50,73 MB
Release : 2019-08-31
Category : Mathematics
ISBN : 3030222853
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics. This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.
Author : British Library. Document Supply Centre
Publisher :
Page : 870 pages
File Size : 12,33 MB
Release : 2003
Category : Conference proceedings
ISBN :
Author : Carl Chiarella
Publisher : Springer Science & Business Media
Page : 421 pages
File Size : 29,24 MB
Release : 2010-07-01
Category : Mathematics
ISBN : 3642034799
This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the international conference “Quantitative Methods in Finance” (QMF) in Sydney in December 2009. The QMF Conference Series was initiated by Eckhard Platen in 1993 when he was at the Australian - tional University (ANU) in Canberra. Since joining UTS in 1997 the conference came to be organised on a much larger scale and has grown to become a signi?cant international event in quantitative ?nance. Professor Platen has held the Chair of Quantitative Finance at the University of Technology, Sydney (UTS) jointly in the Faculties of Business and Science since 1997. Prior to this appointment, he was the Founding Head of the Centre for Fin- cial Mathematics at the Institute of Advanced Studies at ANU, a position to which he was appointed in 1994. Eckhard completed a PhD in Mathematics at the Technical University in Dresden in 1975 and in 1985 obtained his Doctor of Science degree (Habilitation degree in the German system) from the Academy of Sciences in Berlin where he headed the Stochastics group at the Weierstrass Institute.
Author : Simo Särkkä
Publisher : Cambridge University Press
Page : 327 pages
File Size : 21,42 MB
Release : 2019-05-02
Category : Business & Economics
ISBN : 1316510085
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author : Alexey Piunovskiy
Publisher : Springer Nature
Page : 356 pages
File Size : 42,17 MB
Release : 2021-06-04
Category : Technology & Engineering
ISBN : 3030769283
This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is a collection of extended papers discussed at the traditional Liverpool workshop on controlled stochastic processes with participants from both the east and the west. New problems are formulated, and progresses of ongoing research are reported. Topics covered in this book include theoretical results and numerical methods for Markov and semi-Markov decision processes, optimal stopping of Markov processes, stochastic games, problems with partial information, optimal filtering, robust control, Q-learning, and self-organizing algorithms. Real-life case studies and applications, e.g., queueing systems, forest management, control of water resources, marketing science, and healthcare, are presented. Scientific researchers and postgraduate students interested in stochastic optimal control,- as well as practitioners will find this book appealing and a valuable reference.
Author : Susan G. Williams
Publisher : American Mathematical Soc.
Page : 168 pages
File Size : 13,36 MB
Release : 2004
Category : Mathematics
ISBN : 0821831577
Symbolic dynamics originated as a tool for analyzing dynamical systems and flows by discretizing space as well as time. The development of information theory gave impetus to the study of symbol sequences as objects in their own right. Today, symbolic dynamics has expanded to encompass multi-dimensional arrays of symbols and has found diverse applications both within and beyond mathematics. This volume is based on the AMS Short Course on Symbolic Dynamics and its Applications. It contains introductory articles on the fundamental ideas of the field and on some of its applications. Topics include the use of symbolic dynamics techniques in coding theory and in complex dynamics, the relation between the theory of multi-dimensional systems and the dynamics of tilings, and strong shift equivalence theory. Contributors to the volume are experts in the field and are clear expositors. The book is suitable for graduate students and research mathematicians interested in symbolic dynamics and its applications.
Author : Mark Lʹvovich Agranovskiĭ
Publisher : American Mathematical Soc.
Page : 314 pages
File Size : 40,81 MB
Release : 2011
Category : Mathematics
ISBN : 0821851977
The papers in this volume cover a wide variety of topics in differential geometry, general relativity, and partial differential equations. In addition, there are several articles dealing with various aspects of Lie groups and mathematics physics. Taken together, the articles provide the reader with a panorama of activity in general relativity and partial differential equations, drawn by a number of leading figures in the field. The companion volume (Contemporary Mathematics, Volume 553) is devoted to function theory and optimization.
Author : Edward I. Salkovitz
Publisher :
Page : 608 pages
File Size : 33,70 MB
Release : 1976
Category : Naval art and science
ISBN :
