Stokastik

This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed...

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Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." -Mathematical Reviews ". . . amazingly interesting . . ." -Technometrics Thoroughly updated to showcase the interrelationships ...

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The first comprehensive graduate-level introduction to stochastic thermodynamics Stochastic thermodynamics is a well-defined subfield of statistical physics that aims to interpret thermodynamic concepts for systems ranging in size from a few to hu...

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This friendly guide is the companion you need to convert pure mathematics into understanding and facility with a host of probabilistic tools. The book provides a high-level view of probability and its most powerful applications. It begins with the...

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Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "...

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The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.

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This is the first book to promote the use of stochastic, or random, processes to understand, model and predict our climate system. One of the most important applications of this technique is in the representation of comprehensive climate models of...

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This book is devoted to one of the fastest developing fields in modern control theory - the so-called H-infinity optimal control theory. The book can be used for a second or third year graduate level course in the subject, and researchers working ...

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The new edition of Fundamentals of Computational Neuroscience build on the success and strengths of the previous editions. Completely redesigned and revised, it introduces the theoretical foundations of neuroscience with a focus on the nature of i...

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Probability theory has diverse applications in a plethora of fields, including physics, engineering, computer science, chemistry, biology and economics. This book will familiarize students with various applications of probability theory, stochasti...

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Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability theory and Markov chains bef...

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Simulation, Sixth Edition continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers...

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This title, for students in pure and applied probability, contains lots of applications.

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This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving sto...

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Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers. The book is divided into four main parts. Part I discusses the fundamentals...

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This volume gives a state of the art of triangular norms which can be used for the generalization of several mathematical concepts, such as conjunction, metric, measure, etc. 16 chapters written by leading experts provide a state of the art overvi...

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Mixing up various disciplines frequently produces something that are profound and far-reaching. Cybernetics is such an often-quoted example. Mix of information theory, statistics and computing technology proves to be very useful, which leads to th...

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This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochast...

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This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this vo...

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Traditionally, randomness and determinism have been viewed as being diametrically opposed, based on the idea that causality and determinism is complicated by "e;noise. Although recent research has suggested that noise can have a productive rol...

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The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisf...

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Statistics and Probability for Engineering Applications provides a complete discussion of all the major topics typically covered in a college engineering statistics course. This textbook minimizes the derivations and mathematical theory, focusing ...

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Differential Equations, Dynamical Systems, and an Introduction to Chaos, Second Edition, provides a rigorous yet accessible introduction to differential equations and dynamical systems. The original text by three of the world's leading mathematici...

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Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research, including propositional satisfiability, const...

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Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The ...

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Stochastic Methods for Flow in Porous Media: Coping with Uncertainties explores fluid flow in complex geologic environments. The parameterization of uncertainty into flow models is important for managing water resources, preserving subsurface wate...

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A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such...

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"e;Beyond Wavelets"e; presents state-of-the-art theories, methods, algorithms, and applications of mathematical extensions for classical wavelet analysis. Wavelets, introduced 20 years ago byMorlet and Grossmann and developed very rapidly ...

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Volumes 1A and 1B.These volumes give a comprehensive survey of dynamics written by specialists in the various subfields of dynamical systems. The presentation attains coherence through a major introductory survey by the editors that organizes the ...

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This book introduces and explains the statistical methods used to describe, analyze, test, and forecast atmospheric data. It will be useful to students, scientists, and other professionals who seek to make sense of the scientific literature in met...

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