Stochastic

Stochastic and Integral Geometry (Repost)  eBooks & eLearning

Posted by step778 at May 15, 2018
Stochastic and Integral Geometry (Repost)

Rolf Schneider, Wolfgang Weil, "Stochastic and Integral Geometry"
2008 | pages: 688 | ISBN: 3540788581 | PDF | 2,9 mb

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes  eBooks & eLearning

Posted by AvaxGenius at May 12, 2018
Stochastic Interacting Systems: Contact, Voter and Exclusion Processes

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes By Thomas M. Liggett
English | PDF | 1999 | 346 Pages | ISBN : 3642085296 | 24.13 MB

Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and Mathematical Biology. In 1985, the author wrote a book (T. Liggett, Interacting Particle System, ISBN 3-540-96069) that treated the subject as it was at that time. The present book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. In so doing, many of the most useful techniques in the field are explained and developed, so that they can be applied to other models and in other contexts.
Finite Approximations in Discrete-Time Stochastic Control: Quantized Models and Asymptotic Optimality

Finite Approximations in Discrete-Time Stochastic Control: Quantized Models and Asymptotic Optimality By Naci Saldi
English | PDF,EPUB | 2018 | 196 Pages | ISBN : 3319790323 | 4.79 MB

In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems.

Stochastic Dominance: Investment Decision Making under Uncertainty (Repost)  eBooks & eLearning

Posted by step778 at May 11, 2018
Stochastic Dominance: Investment Decision Making under Uncertainty (Repost)

Haim Levy, "Stochastic Dominance: Investment Decision Making under Uncertainty"
2015 | pages: 517 | ISBN: 3319217070 | PDF | 5,8 mb

Fast Variables in Stochastic Population Dynamics (Repost)  eBooks & eLearning

Posted by step778 at May 10, 2018
Fast Variables in Stochastic Population Dynamics (Repost)

George William Albert Constable, "Fast Variables in Stochastic Population Dynamics"
2015 | pages: 172 | ISBN: 3319212176 | PDF | 4,2 mb
Stochastic Reliability and Maintenance Modeling: Essays in Honor of Professor Shunji Osaki on his 70th Birthday (Repost)

Tadashi Dohi, Toshio Nakagawa, "Stochastic Reliability and Maintenance Modeling: Essays in Honor of Professor Shunji Osaki on his 70th Birthday"
English | 2013 | ISBN: 144714970X | PDF | pages: 374 | 4.3 mb

Stochastic Dynamics of Crystal Defects (Repost)  eBooks & eLearning

Posted by step778 at May 8, 2018
Stochastic Dynamics of Crystal Defects (Repost)

Thomas D Swinburne, "Stochastic Dynamics of Crystal Defects"
2015 | pages: 110 | ISBN: 3319200186 | PDF | 4,0 mb

Numerical Methods for Controlled Stochastic Delay Systems (Repost)  eBooks & eLearning

Posted by step778 at May 4, 2018
Numerical Methods for Controlled Stochastic Delay Systems (Repost)

Harold Kushner, "Numerical Methods for Controlled Stochastic Delay Systems"
2008 | pages: 295 | ISBN: 0817645349 | PDF | 3,6 mb
Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation

Floyd B. Hanson, "Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation"
2007 | pages: 473 | ISBN: 0898716330 | DJVU | 3,5 mb

Stochastic Processes: From Physics to Finance, 2nd Edition  eBooks & eLearning

Posted by AvaxGenius at May 3, 2018
Stochastic Processes: From Physics to Finance, 2nd Edition

Stochastic Processes: From Physics to Finance, 2nd Edition By Wolfgang Paul
English | EPUB | 2013 | 287 Pages | ISBN : 3319003267 | 2.99 MB

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 mathematical definition to their importance for financial crashes was included.