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24 produkter
Stochastic Partial Differential Equations
A Modeling, White Noise Functional Approach
Av Tusheng Zhang, Jan Uboe m. fl.
E-bok, 2009
1059 kr
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Stochastic Models and Option Values
Applications to Resources, Environment and Investment Problems
Inbunden, 1991
2398 kr
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This book is a result of recent developments in several fields. Mathematicians, statisticians, finance theorists, and economists found several interconnections in their research. The emphasis was on common methods, although the applications were also interrelated. The main topic is dynamic …
Stochastic Partial Differential Equations
A Modeling, White Noise Functional Approach
Av Helge Holden, Bernt Oksendal m. fl.
Inbunden, 1996
1636 kr
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This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den …
Stochastic Analysis and Related Topics VI
Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996
Av Laurent Decreusefond, Jon Gjerde m. fl.
Inbunden, 1998
1093 kr
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This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures * Stochastic Differential Equations with Memory, by S.E. A. Mohammed, * Backward SDE's and Viscosity …
Stochastic Analysis and Related Topics VII
Proceedings of the Seventh Silivri Workshop
Av L. Decreusefond, B. Oksendal m. fl.
Inbunden, 2001
1093 kr
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One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard …
Stochastic Analysis and Related Topics VII
Proceedings of the Seventh Silivri Workshop
Av Ali S. Ustunel, Bernt Oksendal m. fl.
E-bok, 2012
1459 kr
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One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard …
Stochastic Analysis and Related Topics VI
Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996
Av Suleyman Ustunel, Bernt Oksendal m. fl.
E-bok, 2012
1427 kr
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Stochastic Analysis and Related Topics VII
Proceedings of the Seventh Silivri Workshop
Av Laurent Decreusefond, Bernt Oksendal m. fl.
Häftad, 2012
1093 kr
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One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard …
Stochastic Analysis and Related Topics VI
Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996
Av Laurent Decreusefond, Jon Gjerde m. fl.
Häftad, 2012
1093 kr
Lägg i varukorg
This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures * Stochastic Differential Equations with Memory, by S.E. A. Mohammed, * Backward SDE's and Viscosity …
Stochastic Partial Differential Equations
A Modeling, White Noise Functional Approach
Av Tusheng Zhang, Jan Uboe m. fl.
E-bok, 2013
2065 kr
Lägg i varukorg
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den …
Stochastic Partial Differential Equations
A Modeling, White Noise Functional Approach
Av Helge Holden, Bernt Oksendal m. fl.
Häftad, 2012
1636 kr
Lägg i varukorg
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den …
Stochastic Calculus for Fractional Brownian Motion and Applications
Av Tusheng Zhang, Bernt oksendal m. fl.
E-bok, 2008
1785 kr
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Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for …
Applied Stochastic Control of Jump Diffusions
Av Agnes Sulem, Bernt oksendal
E-bok, 2019
877 kr
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The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle method are …
Applied Stochastic Control of Jump Diffusions
Av Agnes Sulem, Bernt oksendal
E-bok, 2005
522 kr
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This book offers a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion extends to both the dynamic programming method and the maximum principle method, as well as the relation …
Applied Stochastic Control of Jump Diffusions
Av Agnes Sulem, Bernt oksendal
E-bok, 2007
978 kr
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This book offers a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion extends to both the dynamic programming method and the maximum principle method, as well as the relation …
Stochastic Analysis and Applications
The Abel Symposium 2005
Av Tusheng Zhang, Bernt oksendal m. fl.
E-bok, 2007
2049 kr
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Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, …
Malliavin Calculus for Levy Processes with Applications to Finance
Av Frank Proske, Bernt oksendal m. fl.
E-bok, 2008
1059 kr
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Stochastic Differential Equations
An Introduction with Applications
E-bok, 2010
797 kr
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An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to …
Advanced Mathematical Methods for Finance
Av Bernt oksendal, Julia Di Nunno
E-bok, 2011
1459 kr
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This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its …
Stochastic Differential Equations
An Introduction with Applications
E-bok, 2013
1174 kr
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From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he …
Stochastic Differential Equations
An Introduction with Applications
E-bok, 2013
1174 kr
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From the reviews to the first edition:Most of the literature about stochastic differentialequations seems to place so much emphasis on rigor andcompleteness that it scares the nonexperts away. These notesare an attempt to approach the subject from the nonexpertpoint of view.: Not knowing anything …
Stochastic Differential Equations
An Introduction with Applications
E-bok, 2013
1174 kr
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The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applications to mathematical finance. I found it natural to include this material as another major application of stochastic analysis, in view of the amazing development in this field during the last 10-20 …
Stochastic Differential Equations
An Introduction with Applications
E-bok, 2013
1148 kr
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These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should …
