Stochastic Solutions

Problems and Solutions in Mathematical Finance: Stochastic Calculus (repost)  eBooks & eLearning

Posted by arundhati at Sept. 20, 2016
Problems and Solutions in Mathematical Finance: Stochastic Calculus (repost)

Eric Chin, Sverrir Ólafsson, Dian Nel, "Problems and Solutions in Mathematical Finance: Stochastic Calculus"
2014 | ISBN-10: 1119965837 | 400 pages | PDF | 4 MB
Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions (Monographs and Research Notes in Mathematics) by Irina V. Melnikova
2016 | ISBN: 1482210509 | English | 306 pages | PDF | 3 MB
Optimal Design of Control Systems: Stochastic and Deterministic Problems [Repost]

Optimal Design of Control Systems: Stochastic and Deterministic Problems by Gennadii E. Kolosov
English | 1 Jun. 1999 | ISBN: 0824775376 | 424 Pages | PDF | 18 MB

"Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."
Random Fields and Stochastic Partial Differential Equations (Mathematics and Its Applications) by Y. Rozanov

Random Fields and Stochastic Partial Differential Equations (Mathematics and Its Applications) by Y. Rozanov
English | Mar 31, 1998 | ISBN: 0792349849 | 236 Pages | PDF | 8 MB

This book considers some models described by means of partial dif­ ferential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic Partial Differential Equa­ tions an approach is suggested to generalize solutions of stochastic Boundary Problems.

Stochastic Optimization Methods by Kurt Marti [Repost]  

Posted by tanas.olesya at April 3, 2015
Stochastic Optimization Methods by Kurt Marti [Repost]

Stochastic Optimization Methods by Kurt Marti
English | 2005 | ISBN: 3540222723 | 315 Pages | DJVU | 11 MB

Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed.
Solutions Manual to accompany Probability, Random Variables and Stochastic Processes, Fourth Edition

Athanasios Papoulis, S. Unnikrishna Pillai, "Solutions Manual to accompany Probability, Random Variables and Stochastic Processes, Fourth Edition"
English | 2002 | ISBN: 0071226613 | PDF | pages: 186 | 16,3 mb
Stochastic Differential Inclusions and Applications (repost)

Stochastic Differential Inclusions and Applications by Michal Kisielewicz
English | ISBN: 1461467551 | 2013 | 347 pages | PDF | 2,4 MB

This book aims to further develop the theory of stochastic functional inclusions and their applications for describing the solutions of the initial and boundary value problems for partial differential inclusions.
Stochastic Analysis of Offshore Steel Structures: An Analytical Appraisal (repost)

Stochastic Analysis of Offshore Steel Structures: An Analytical Appraisal by Halil Karadeniz
English | 2012 | ISBN: 1849961891 | 448 pages | PDF | 4,9 MB

Stochastic Analysis of Offshore Steel Structures provides a clear and detailed guide to advanced analysis methods of fixed offshore steel structures using 3D beam finite elements under random wave and earthquake loadings. Advanced and up-to-date research results are coupled with modern analysis methods and essential theoretical information to consider optimal solutions to structural issues.
An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition

An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition by Nicolas Privault
English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 MB

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.

Stochastic Optimization (Scientific Computation)  eBooks & eLearning

Posted by mox1x2 at Oct. 9, 2007
Stochastic Optimization (Scientific Computation)

Johannes J. Schneider, Scott Kirkpatrick, "Stochastic Optimization (Scientific Computation)"
Pages: 568 | Publisher: Springer; 1 edition (November 29, 2006) | ISBN:3540345590 | English | Djvu | 6.1 MB

The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play an eminent role whenever exact solutions to a given problem are not at hand or a compromise has to be sought, e.g. to obtain a sufficiently accurate solution within a given amount of time. This book addresses stochastic optimization procedures in a broad manner, giving an overview of the most relevant optimization philosophies in the first part. The second part deals with benchmark problems in depth, by applying in sequence a selection of optimization procedures to them. While having primarily scientists and students from the physical and engineering sciences in mind, this book addresses the larger community of all those wishing to learn about stochastic optimization techniques and how to use them