Stochastic

MathematicsHamiltonian,integration,Lecture,Mathematics,Notes,Stochastic,Symplectic,Systems

By：Jialin Hong
Update：2021
ISBN/ASIN：9811976694

This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimens ...

MathematicsCalculus,Gruyter,Jump,Mathematics,Processes,Stochastic,Studies,Variations

By：Yasushi Ishikawa
Update：2021
ISBN/ASIN：3110675285

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in ...

MathematicsFinancial,Mathematics,Processes,Resources,Stochastic,Study

By：Ludger Ruschendorf
Update：2021
ISBN/ASIN：3662647109

The book provides an introduction to advanced topics in stochastic processes and related stochastic analysis, and combines them with a sound presentat ...

MathematicsElliptic,extensions,Mathematical,Physics,SpringerBriefs,Statistical,Stochastic,Systems

By：Makoto Katori
Update：2021
ISBN/ASIN：9811995265

Hermite's theorem makes it known that there are three levels of mathematical frames in which a simple addition formula is valid. They are rational, q- ...

MathematicsModels,Realized,SpringerBriefs,Statistics,Stochastic,Volatility

By：Makoto Takahashi
Update：2021
ISBN/ASIN：9819909341

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations ...

MathematicsBranching,Markov,Measure-Valued,Modelling,Probability,Processes,Stochastic,Theory

By：Zenghu Li
Update：2021
ISBN/ASIN：3662669099

This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and OrnsteinUhlenbeck type processes.

MathematicsCalculus,Gruyter,Mathematics,Stochastic,Studies,Variations

By：Yasushi Ishikawa
Update：2021
ISBN/ASIN：3110377764

This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is wri ...

Other EngineeringFundamentals,Models,Operations,Research,Stochastic

By：Zhe George Zhang
Update：2021
ISBN/ASIN：036771261X

Stochastic modeling is a set of quantitative techniques for analyzing practical systems with random factors. This area is highly technical and mainly de ...

Finances and MoneyDeterministic,Finance,Mathematical,Models,Stochastic

By：Jacques Janssen
Update：2023
ISBN/ASIN：1848210817

This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomati ...

MathematicsBrownian,Mechanics,Motion,Physics,Quantum,SpringerBriefs,Stochastic,Unification

By：Folkert Kuipers
Update：2021
ISBN/ASIN：3031314476

Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path ...