Zobrazeno 1 - 10
of 60
pro vyhledávání: '"63"'
Autor:
Wai-yuan Tan
This book presents a systematic treatment of Markov chains, diffusion processes and state space models, as well as alternative approaches to Markov chains through stochastic difference equations and stochastic differential equations. It illustrates h
Autor:
Anatoliy Swishchuk
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy ma
Autor:
Nasir Uddin Ahmed
This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process — covering the classical Wiener-Ito class
Autor:
Charles J Mode, Candace K Sleeman
The scope of this book is the field of evolutionary genetics. The book contains new methods for simulating evolution at the genomic level. It sets out applications using up to date Monte Carlo simulation methods applied in classical population geneti
Autor:
Tusheng Zhang, Xunyu Zhou
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and f
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collabor
Autor:
Hector Zenil
This review volume consists of a set of chapters written by leading scholars, most of them founders of their fields. It explores the connections of Randomness to other areas of scientific knowledge, especially its fruitful relationship to Computabili
Autor:
Chun-hung Chen, Loo Hay Lee
With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added fle
Autor:
Gade Pandu Rangaiah
Optimization has played a key role in the design, planning and operation of chemical and related processes, for several decades. Global optimization has been receiving considerable attention in the past two decades. Of the two types of techniques for
Autor:
Cristian S Calude
The book is a collection of papers written by a selection of eminent authors from around the world in honour of Gregory Chaitin's 60th birthday. This is a unique volume including technical contributions, philosophical papers and essays.