Brownian Motion and Stochastic Calculus 现货图书
Product Details 基本信息 ISBN-13 书号 9780387976556 Author 作者 Karatzas Format 版本 平装-胶订 Pages Number 页数 470页 Publication Date 出版日期 1991-08-16 Product Dimensions 商品尺寸 23.1 x 15.5 x 2.8 cm Shipping Weight 商品重量 0.7 kg Language 语种 其它（含多语） Book Contents 内容简介 This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measu
¥475.00
英文原版 An Introduction to Stochastic Dynamics 随机动力系统导论 段金桥 剑桥应
¥814.00
海外直订Adaptation in Stochastic Environments 随机环境中的适应
¥550.00
Introduction to Stochastic Processes 随机过程导论 概率论与统计学入门 英文版 进口
¥245.00
Introduction to Stochastic Processes with R 9781118740651 现货图书
¥1372
英文原版 随机分析及扩散过程 Stochastic Analysis and Diffusion Processes 全
¥708.00
海外直订Adaptive Stochastic Optimization Techniques with... 自适应随
¥1990
【中商原版】平稳随机模型 导论 Stationary Stochastic Models An Introduction
¥1030
海外直订Optimal Control of Stochastic Difference Volterra Equati
¥1028
Probability Theory and Stochastic Processes 9783030401825 现货图书
Product Details 基本信息 ISBN-13 书号 9783030401825 Author 作者 Bremaud Format 版本 平装-胶订 Pages Number 页数 713页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2020-04-08 Language 语种 英语 Book Contents 内容简介 The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing.In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory be
¥293.00
Introduction to Stochastic Calculus Applied to Finance 现货图书
Product Details 基本信息 ISBN-13 书号 9781032477817 Author 作者 Damien Lamberton and Bernard Lapeyre Format 版本 平装-胶订 Pages Number 页数 254页 Publisher 出版社 CRC Press Publication Date 出版日期 2023-01-09 Product Dimensions 商品尺寸 234 x 156 mm (6.14 x 9.21 Language 语种 其它（含多语） Book Contents 内容简介 Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field. New to the Second EditionComplements on discrete models, i
¥399.00
海外直订Markov Chains and Stochastic Stability 马尔可夫链与随机稳定性
¥1757
Limit Theorems for Stochastic Processes 9783540439325 现货图书
Product Details 基本信息 ISBN-13 书号 9783540439325 Author 作者 Jacod Format 版本 精装 Pages Number 页数 664页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2002-10-10 Language 语种 英语 Book Contents 内容简介 Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detai
¥1755
海外直订Product of Random Stochastic Matrices and Distributed Av
¥1028
海外直订Product of Random Stochastic Matrices and Distributed Av
¥1028
Numerical Methods for Stochastic Computations 现货图书
Product Details 基本信息 ISBN-13 书号 9780691142128 Author 作者 Dongbin Xiu Format 版本 精装 Pages Number 页数 125页 Publication Date 出版日期 2010-07-21 Product Dimensions 商品尺寸 23.6 x 15.5 x 1.5 cm Shipping Weight 商品重量 0.4 kg Language 语种 其它（含多语） Book Contents 内容简介 The@ first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). These fast, efficient, and accurate methods are an extension of the classical spectral methods of high-dimensional random spaces. Designed to simulate complex systems subject to random inputs, these methods are widely used in many areas of computer science and engineering. The book introduces polynomial approximation theory and probability theory; describes the basic theory of gPC methods through n
¥494.00
英文原版 Quantum Stochastic Thermodynamics 量子随机热力学 牛津研究生教材系列 精装
¥698.00
【中商原版】随机方法 自然和社会科学手册 英文原版 Stochastic Methods the Natural and
¥1017
英文原版 An Introduction to Stochastic Processes 随机过程导论 计算机科学 Ed
¥198.00
海外直订Nonlinear Stochastic Systems with Incomplete Information
¥1028
海外直订Non-Cooperative Stochastic Differential Game Theory of G
¥1542
【中商原版】随机分析及扩散过程 英文原版 Stochastic Analysis and Diffusion Proce 牛津大学数学研究生教材
¥681.00
Continuous-time Stochastic Control and Optimization with Fi. 现货图书
Product Details 基本信息 ISBN-13 书号 9783642100444 Author 作者 Pham Format 版本 平装-胶订 Pages Number 页数 232页 Publication Date 出版日期 2010-10-19 Shipping Weight 商品重量 391g Language 语种 英语 Book Contents 内容简介 Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the wor
¥546.00
海外直订Non-Cooperative Stochastic Differential Game Theory of G
¥1542
【中商原版】反应扩散过程的随机建模 Stochastic Modelling of Reaction Diffusion
¥442.00
海外直订Discrete-Time Stochastic Sliding Mode Control Using Func
¥1234
【中商原版】数学建模中的随机积分和微分方程 英文原版 Stochastic Integral In Mathematic
¥870.00
Probability and Stochastic Processes: A Friendly Introductio
¥726.00
A Course in Stochastic Game Theory
Product Details 基本信息 ISBN-13 书号 9781009014793 Author 作者 Eilon Solan Pages Number 页数 275页 Publisher 出版社 Cambridge University Press Publication Date 出版日期 20220501 Product Dimensions 商品尺寸 229x152mm
¥312.00
Brownian Motion, Martingales, and Stochastic Calculus 现货图书
¥542.00
海外直订Structured Controllers for Uncertain Systems: A Stochast
¥1028
海外直订Deep Statistical Comparison for Meta-Heuristic Stochasti
¥1372
海外直订Hybrid L1 Adaptive Control: Applications of Fuzzy Modeli
¥1411
Brownian Motion, Martingales, and Stochastic Calculus 现货图书
¥307.00
海外直订Analysis and Design for Positive Stochastic Jump Systems
¥972.00
【中商原版】随机积分导论第1版 Introduction to Stochastic Integration 英文原版
¥876.00
海外直订Control and System Theory of Discrete-Time Stochastic Sy
¥1851
海外直订Theory of Hybrid Systems: Deterministic and Stochastic 混
¥1542
Reinforcement Learning And Stochastic Optimization 978111981 现货图书
Product Details 基本信息 ISBN-13 书号 9781119815037 Author 作者 Warren Powell Format 版本 精装 Pages Number 页数 1136页 Publisher 出版社 Wiley Publication Date 出版日期 2022-02-24 Language 语种 其它（含多语）
¥1553
Image Processing and Analysis: Variational, PDE, Wavelet, an
¥1638
随机搜索与优化概论 Introduction To Stochastic Search And Optimization
¥2059
随机过程模型的贝叶斯分析 Bayesian Analysis of Stochastic Process Models FabrizioRuggeri
¥1060
海外直订Event-Based State Estimation: A Stochastic Perspective 基
¥1028
海外直订Fuzzy Control Systems with Time-Delay and Stochastic Per
¥1028
Asymptotic and Analytic Methods in Stochastic Evolutionary . 现货图书
Product Details 基本信息 ISBN-13 书号 9781786309112 Author 作者 Dmitri Koroliouk Format 版本 精装 Pages Number 页数 272页 Publisher 出版社 Wiley-ISTE Publication Date 出版日期 2023-08-08 Product Dimensions 商品尺寸 9.21 x 6.14 x 0.63 Shipping Weight 商品重量 1.23磅 Language 语种 其它（含多语）
¥1641
海外直订Foundations of Deterministic and Stochastic Control 确定性和
¥550.00
海外直订Lyapunov Functionals and Stability of Stochastic Functio
¥1028
现货 布朗运动、马丁格尔和随机微积分 Brownian Motion, Martingales, and Stochas 进口原版，现货速发
¥512.00
现货 The Generic Chaining: Upper and Lower Bounds of Stochasti 进口原版，现货速发
¥1239
海外直订Theory of Hybrid Systems: Deterministic and Stochastic 混
¥1542
海外直订Event-Based State Estimation: A Stochastic Perspective 基
¥1028
Harnack Inequalities for Stochastic Partial Differential Equ 现货图书
Product Details 基本信息 ISBN-13 书号 9781461479338 Author 作者 Wang Format 版本 平装-胶订 Pages Number 页数 125页 Publication Date 出版日期 2013-08-09 Product Dimensions 商品尺寸 23.5 x 15.3 x 0.8 cm Shipping Weight 商品重量 0.2 kg Language 语种 其它（含多语） Book Contents 内容简介 In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and delayed differential equations. Since the semigroup refers to Fokker-Planck equations on infinite-dimensional spaces, the Harnack inequalities the author investigates are dimension-free. This is an essentially different point from the above mentioned classical Harnack inequalities. Moreover, the main tool in the study is a new coupling method (called coupling by change of measures) rather than the usual maximum principle in the current literature.
¥520.00
英文原版 随机过程导论 An Introduction to Stochastic Processes 计算机科学 Ed
¥198.00
海外直订Performance Modeling, Stochastic Networks, and Statistic
¥473.00
Learning for Decision and Control in Stochastic Networks 978 现货图书
Product Details 基本信息 ISBN-13 书号 9783031315961 Author 作者 Huang Format 版本 精装 Pages Number 页数 74页 Publisher 出版社 Springer Publication Date 出版日期 2023-07-08 Language 语种 其它（含多语）
¥669.00
海外直订Lyapunov Functionals and Stability of Stochastic Functio
¥1028
海外直订Filtering and Control of Stochastic Jump Hybrid Systems
¥1028
海外直订Rational Matrix Equations in Stochastic Control 随机控制中的有理
¥1028
海外直订Linear Systems Control: Deterministic and Stochastic Met
¥2057
海外直订Fuzzy Control Systems with Time-Delay and Stochastic Per
¥1028
