Handbook Of Stochastic Analysis And Applications

Author : D. Kannan
Publisher : CRC Press
ISBN 13 : 1482294702
Total Pages : 808 pages
Book Rating : 4.05/5 ( download)

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Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Author : D. Kannan
Publisher : CRC Press
ISBN 13 : 9780824706609
Total Pages : 800 pages
Book Rating : 4.09/5 ( download)

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Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Author : Pierre Del Moral
Publisher : CRC Press
ISBN 13 : 1498701841
Total Pages : 866 pages
Book Rating : 4.46/5 ( download)

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Download or read book Stochastic Processes written by Pierre Del Moral and published by CRC Press. This book was released on 2017-02-24 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.

Author : Grigorios A. Pavliotis
Publisher : Springer
ISBN 13 : 1493913239
Total Pages : 345 pages
Book Rating : 4.37/5 ( download)

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Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Author : Crispin Gardiner
Publisher : Springer
ISBN 13 : 9783642089626
Total Pages : 0 pages
Book Rating : 4.23/5 ( download)

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Download or read book Stochastic Methods written by Crispin Gardiner and published by Springer. This book was released on 2010-10-19 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

Author : Simo Särkkä
Publisher : Cambridge University Press
ISBN 13 : 1316510085
Total Pages : 327 pages
Book Rating : 4.87/5 ( download)

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Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.99/5 ( download)

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Download or read book Stochastic Analysis and applications written by and published by . This book was released on 1984 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Sharples Norris
Publisher :
ISBN 13 : 9781781540909
Total Pages : 368 pages
Book Rating : 4.0X/5 ( download)

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Download or read book Handbook of Stochastic Processes, Optimization and Control Theory written by Sharples Norris and published by . This book was released on 2012-09 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the handbook is highly multi-disciplinary. It addresses operations research, control theory and optimization, stochastic analysis, and financial engineering and reviews and substantially updates the recent progress in these fields.

Author : Crispin Gardiner
Publisher : Springer Science & Business Media
ISBN 13 : 9783540223016
Total Pages : 476 pages
Book Rating : 4.10/5 ( download)

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Download or read book Quantum Noise written by Crispin Gardiner and published by Springer Science & Business Media. This book was released on 2004-08-27 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a systematic and comprehensive exposition of the quantum stochastic methods that have been developed in the field of quantum optics. It includes new treatments of photodetection, quantum amplifier theory, non-Markovian quantum stochastic processes, quantum input--output theory, and positive P-representations. It is the first book in which quantum noise is described by a mathematically complete theory in a form that is also suited to practical applications. Special attention is paid to non-classical effects, such as squeezing and antibunching. Chapters added to the previous edition, on the stochastic Schrödinger equation, and on cascaded quantum systems, and now supplemented, in the third edition by a chapter on recent developments in various pertinent fields such as laser cooling, Bose-Einstein condensation, quantum feedback and quantum information.

Author : Scott Balchin
Publisher : Springer Nature
ISBN 13 : 3030750353
Total Pages : 326 pages
Book Rating : 4.50/5 ( download)

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Download or read book A Handbook of Model Categories written by Scott Balchin and published by Springer Nature. This book was released on 2021-10-29 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book outlines a vast array of techniques and methods regarding model categories, without focussing on the intricacies of the proofs. Quillen model categories are a fundamental tool for the understanding of homotopy theory. While many introductions to model categories fall back on the same handful of canonical examples, the present book highlights a large, self-contained collection of other examples which appear throughout the literature. In particular, it collects a highly scattered literature into a single volume. The book is aimed at anyone who uses, or is interested in using, model categories to study homotopy theory. It is written in such a way that it can be used as a reference guide for those who are already experts in the field. However, it can also be used as an introduction to the theory for novices.