Path Integrals For Stochastic Processes

Path Integrals for Stochastic Processes - An Introduction  eBooks & eLearning

Posted by ksveta6 at March 28, 2018
Path Integrals for Stochastic Processes - An Introduction

Path Integrals for Stochastic Processes - An Introduction by Horacio S Wio
2013 | ISBN: 9814447994 | English | 176 pages | PDF | 2 MB

Simulation and Inference for Stochastic Processes with YUIMA  eBooks & eLearning

Posted by AvaxGenius at June 4, 2018
Simulation and Inference for Stochastic Processes with YUIMA

Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes By Stefano M. Iacus
English | PDF,EPUB | 2018 | 277 Pages | ISBN : 3319555677 | 12.31 MB

The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on.
How to Gamble If You Must: Inequalities for Stochastic Processes (Dover Books on Mathematics)

How to Gamble If You Must: Inequalities for Stochastic Processes (Dover Books on Mathematics) by Lester E. Dubins,‎ Leonard J. Savage
English | August 13th, 2014 | ASIN: B00MH6M65W, ISBN: 0486780643 | 304 Pages | EPUB | 9.78 MB

This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence of many years' research into a dozen concise chapters. "Strongly recommended" by the Journal of the American Statistical Association upon its initial publication, this revised and updated edition features contributions from two well-known statisticians that include a new Preface, updated references, and findings from recent research.

Large Deviations for Stochastic Processes (Mathematical Surveys and Monographs)  eBooks & eLearning

Posted by Nice_smile) at Feb. 15, 2017
Large Deviations for Stochastic Processes (Mathematical Surveys and Monographs)

Large Deviations for Stochastic Processes (Mathematical Surveys and Monographs) by Jin Feng
English | 2006 | ISBN: 0821841459 | 410 Pages | DJVU | 2.81 MB

Asymptotic Statistical Methods for Stochastic Processes  eBooks & eLearning

Posted by roxul at April 17, 2016
Asymptotic Statistical Methods for Stochastic Processes

Yu. N. Lin'kov, "Asymptotic Statistical Methods for Stochastic Processes"
English | ISBN: 0821811835 | 2000 | 216 pages | PDF, DJVU | 13 MB
Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems (Repost)

Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems By Michel Talagrand
2014 | 644 Pages | ISBN: 3642540740 | PDF | 5 MB

Upper and Lower Bounds for Stochastic Processes by Michel Talagrand [Repost]  eBooks & eLearning

Posted by tanas.olesya at Aug. 19, 2015
Upper and Lower Bounds for Stochastic Processes by Michel Talagrand [Repost]

Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems by Michel Talagrand
English | 21 Feb. 2014 | ISBN: 3642540740 | 830 Pages | PDF | 6 MB

The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes.

Path Regularity for Stochastic Differential Equations in Banach Spaces  eBooks & eLearning

Posted by step778 at May 27, 2015
Path Regularity for Stochastic Differential Equations in Banach Spaces

Johanna Dettweiler, "Path Regularity for Stochastic Differential Equations in Banach Spaces"
2007 | pages: 100 | ISBN: 3866441444 | PDF | 1,3 mb
Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems

Michel Talagrand, "Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems "
ISBN: 3642540740 | 2014 | PDF | 630 pages | 6.1 MB
Bosq D., "Nonparametric Statistics for Stochastic Processes: Estimation and Prediction" (repost)

Bosq D., "Nonparametric Statistics for Stochastic Processes: Estimation and Prediction"
Publisher: Springer | 1996 | ISBN: 0387947132 | English | PDF | 169 pages | 3.7 Mb

This work discusses discrete time and continuous time, with emphasis on the kernel methods. Recent results concerning optimal and superoptimal convergence rates are presented, and the implementation of the method is discussed.