| CRC Press

0원  | 20250523  | 9781466587045

A stochastic flow is a mathematical model used to simulate a system of interacting particles in random media. There have been many developments in methodology and applications in recent years, and this book synthesizes this research. The methods are important for applications, particularly in physics and engineering. The book also covers stochastic flows with singular interaction, which are not covered in great detail in other books.

 | Taylor & Francis

0원  | 20250523  | 9781466566415

This text focuses on the parts of stochastic theory that are particularly relevant to applications. It begins with a description of Brownian motion and the associated stochastic calculus, including the relationship to partial differential equations. It then solves stochastic differential equations by a variety of methods. The author also studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions as well as weak convergence of Markov chains to diffusions.

 | Springer Nature B.V.

74,480원  | 20230601  | 9783031314490

Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories. It provides an equivalent formulation of quantum theories, but substantiates it with a mathematically rigorous stochastic interpretation by means of a stochastic quantization prescription.

 | Springer

220,480원  | 20211103  | 9789811588662

Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.

Jan Vecer  | CRC Press

447,750원  | 20210101  | 9781439812501

Managing people is fraught with challenges even if you're a seasoned manager. This book inspires you to tailor your management styles to fit your people; motivate with more responsibility, not more money; support first-time managers; build trust by soliciting input; teach smart people how to learn from failure; and build high-performing teams.

 | Springer Nature B.V.

73,480원  | 20220903  | 9783031066931

Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.

 |

467,770원  | 20250313  | 9781032778105

Theory of Stochastic Integrals aims to provide an answer to the problem of phenomena that cannot be analyzed through the classical Ito theory by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales.

 |

0원  | 20250523  | 9781466556461

This book presents a thorough treatment of tractable pricing algorithms and models for derivative markets. It discusses the fundamentals of pricing theory, ideal for students and practitioners beginning their careers. The book also covers cutting-edge modeling and risk management issues stemming from stochastic volatility processes with jumps. It includes pseudo-code, exercises, and solutions to selected problems.

 | Springer

0원  | 20201128  | 9789811588631

Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.

Henry P. McKean  | American Mathematical Society

51,220원  | 20210101  | 9780821838877

Presents Brownian motion and deals with stochastic integrals and differentials, including Ito lemma. This book is devoted to topics of stochastic integral equations and stochastic integral equations on smooth manifolds. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

 | CRC Press

118,030원  | 20250730  | 9780367720407

This comprehensive presentation of robust design optimization of structures combines structural optimization with reliability-based design and robust design through a unified framework of non-parametric stochastic methodologies, to design safe civil or mechanical structures which take account of uncertainty.

 | MDPI AG

119,010원  | 20191212  | 9783039219629

The aim of this special issue is to publish original research papers that cover recent advances in the theory and application of stochastic processes. There is especial focus on applications of stochastic processes as models of dynamic phenomena in various research areas, such as queuing theory, physics, biology, economics, medicine, reliability theory, and financial mathematics.

 | Springer Nature B.V.

74,480원  | 20211215  | 9783030898700

This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA), and provides stochastic models in DEA for the possibility of variations in inputs and outputs. It focuses on the application of theories and interpretations of the mathematical programs, which are combined with economic and organizational thinking.

 | Springer Nature B.V.

74,480원  | 20230619  | 9783031312830

This book provides the essential theoretical tools for stochastic modeling.?The authors address the most used models in applications such as Markov chains with discrete-time parameters, hidden Markov chains, Poisson processes, and birth and death processes. This book also presents specific examples with simulation methods that apply the topics to different areas of knowledge. These examples include practical applications, such as modeling the COVID-19 pandemic and animal movement modeling.

 | CRC Press

126,940원  | 20241219  | 9780367712624

Stochastic modeling is a set of quantitative techniques for analyzing practical systems with random factors. This area is highly technical and mainly developed by mathematicians. Most existing books are for those with extensive mathematical training; this book minimizes that need and makes the topics easily understandable.