標(biāo)題: Titlebook: An Introduction to Continuous-Time Stochastic Processes; Theory, Models, and Vincenzo Capasso,David Bakstein Textbook 2021Latest edition T [打印本頁] 作者: Body-Mass-Index 時(shí)間: 2025-3-21 16:14
書目名稱An Introduction to Continuous-Time Stochastic Processes影響因子(影響力)
書目名稱An Introduction to Continuous-Time Stochastic Processes影響因子(影響力)學(xué)科排名
書目名稱An Introduction to Continuous-Time Stochastic Processes網(wǎng)絡(luò)公開度
書目名稱An Introduction to Continuous-Time Stochastic Processes網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱An Introduction to Continuous-Time Stochastic Processes被引頻次
書目名稱An Introduction to Continuous-Time Stochastic Processes被引頻次學(xué)科排名
書目名稱An Introduction to Continuous-Time Stochastic Processes年度引用
書目名稱An Introduction to Continuous-Time Stochastic Processes年度引用學(xué)科排名
書目名稱An Introduction to Continuous-Time Stochastic Processes讀者反饋
書目名稱An Introduction to Continuous-Time Stochastic Processes讀者反饋學(xué)科排名
作者: Obscure 時(shí)間: 2025-3-21 20:33
Stochastic Processeson processes with independent increments, martingales, and Markov processes. The two fundamental classes of processes, Poisson and Wiener, are introduced as well as the larger, more general, class of Lévy processes. Further, a significant introduction to random measures and marked counting processes作者: 演繹 時(shí)間: 2025-3-22 01:02 作者: 津貼 時(shí)間: 2025-3-22 06:16
Stability, Stationarity, Ergodicityence. Connections with semigroup representations of Markov dynamical systems on suitable Banach spaces are presented. Ergodic properies and long time behaviour are analyzed, including concepts of stability, invariant distributions and first passage times.作者: inspired 時(shí)間: 2025-3-22 12:39
Applications to Finance and Insurancengales and Girsanov’s theorem. It explains the standard Black–Scholes theory and relates it to Kolmogorov’s partial differential equations and the Feynman–Kac formula. Extensions and variations of the standard theory are discussed as well as interest rate models and insurance mathematics.作者: osteocytes 時(shí)間: 2025-3-22 15:04
Applications to Biology and Medicineern research, the fundamentals of self-organizing systems, in particular focusing on the social behavior of multiagent systems, with some applications to economics (“price herding”). It also includes a particular application to the neurosciences, illustrating the importance of stochastic differentia作者: Aggregate 時(shí)間: 2025-3-22 19:25
Textbook 2021Latest editionchastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unli作者: Stress-Fracture 時(shí)間: 2025-3-23 01:02
Die Harmonie der Stundenlinien,. As a complement, there is a discussion on environmental noise, in particular evidencing paradoxes that may arise when adding Gaussian white noise to parameters. Models of bounded noise are then discussed. As an example of a multi-scale system with a stochastic geometric structure, a nontrivial model of tumor-driven angiogenesis has been added.作者: vibrant 時(shí)間: 2025-3-23 02:41 作者: 音樂會(huì) 時(shí)間: 2025-3-23 08:42 作者: llibretto 時(shí)間: 2025-3-23 10:59
https://doi.org/10.1007/978-3-662-06682-9ced as well as the larger, more general, class of Lévy processes. Further, a significant introduction to random measures and marked counting processes is also given as a support for the analysis of relevant applications. This new edition includes a rigorous introduction to both Gaussian and Poisson white noises.作者: 痛苦一下 時(shí)間: 2025-3-23 14:14 作者: 清楚 時(shí)間: 2025-3-23 20:32 作者: Factual 時(shí)間: 2025-3-23 22:37 作者: 恃強(qiáng)凌弱的人 時(shí)間: 2025-3-24 05:34 作者: Pander 時(shí)間: 2025-3-24 10:30
Applications to Finance and Insurancengales and Girsanov’s theorem. It explains the standard Black–Scholes theory and relates it to Kolmogorov’s partial differential equations and the Feynman–Kac formula. Extensions and variations of the standard theory are discussed as well as interest rate models and insurance mathematics.作者: 重疊 時(shí)間: 2025-3-24 10:48 作者: 1FAWN 時(shí)間: 2025-3-24 16:45 作者: Spinal-Fusion 時(shí)間: 2025-3-24 21:59 作者: 根除 時(shí)間: 2025-3-25 02:58
https://doi.org/10.1007/978-3-662-06682-9on processes with independent increments, martingales, and Markov processes. The two fundamental classes of processes, Poisson and Wiener, are introduced as well as the larger, more general, class of Lévy processes. Further, a significant introduction to random measures and marked counting processes作者: Terminal 時(shí)間: 2025-3-25 05:44 作者: 小教堂 時(shí)間: 2025-3-25 10:33 作者: GRACE 時(shí)間: 2025-3-25 14:35 作者: 愛花花兒憤怒 時(shí)間: 2025-3-25 17:42
Die Harmonie der Stundenlinien,ern research, the fundamentals of self-organizing systems, in particular focusing on the social behavior of multiagent systems, with some applications to economics (“price herding”). It also includes a particular application to the neurosciences, illustrating the importance of stochastic differentia作者: Accessible 時(shí)間: 2025-3-25 21:32 作者: CLAMP 時(shí)間: 2025-3-26 02:56 作者: 多產(chǎn)魚 時(shí)間: 2025-3-26 05:00
,Erl?uterungen zu den Koronadiagrammen,ifferential equations of second order is demonstrated, via Dynkin and Feynman–Kac formulas. A short account of It?-Lévy stochastic differential equations is presented too. Markov properties of solutions of SDE’s are shown. First hitting times and exit probabilities are analyzed.作者: macular-edema 時(shí)間: 2025-3-26 09:36
Das Astrophysikalische Observatorium Arosa,ence. Connections with semigroup representations of Markov dynamical systems on suitable Banach spaces are presented. Ergodic properies and long time behaviour are analyzed, including concepts of stability, invariant distributions and first passage times.作者: 地殼 時(shí)間: 2025-3-26 13:40
,Zusammenfassung der Tafelerkl?rungen,ngales and Girsanov’s theorem. It explains the standard Black–Scholes theory and relates it to Kolmogorov’s partial differential equations and the Feynman–Kac formula. Extensions and variations of the standard theory are discussed as well as interest rate models and insurance mathematics.作者: Mystic 時(shí)間: 2025-3-26 19:32 作者: 憲法沒有 時(shí)間: 2025-3-27 00:23
Modeling and Simulation in Science, Engineering and Technologyhttp://image.papertrans.cn/a/image/155194.jpg作者: 代替 時(shí)間: 2025-3-27 04:49 作者: 繁榮中國 時(shí)間: 2025-3-27 07:36 作者: galley 時(shí)間: 2025-3-27 11:15 作者: Aerate 時(shí)間: 2025-3-27 14:26
Textbook 2021Latest editionond half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of pop作者: 責(zé)任 時(shí)間: 2025-3-27 20:30 作者: CHURL 時(shí)間: 2025-3-27 23:35
10樓作者: 不能逃避 時(shí)間: 2025-3-28 03:14
10樓
