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New Trends In Stochastic Analysis And Related Topics

analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent;

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Stochastic Analysis & Applications, Volume 3

Stochastic Analysis & Applications, Volume 3;

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Integrated Approach to Stochastic Analysis

This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance;

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Integrated Approach to Stochastic Analysis

This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance;

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Mathematical Analysis Of Random Phenomena - Proceedings Of The International Conference

This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential;

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Stochastic Analysis and Applications

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and;

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Stochastic Models, Statistics and Their Applications

analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design;

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Bayesian Analysis of Stochastic Process Models

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified;

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Stochastic Analysis and Applications

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and;

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Stochastic Analysis, Stochastic Systems, And Applications To Finance

with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part;

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Portfolio Optimization with Different Information Flow

stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical;

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Stochastic Analysis And Applications To Finance

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and;

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Stochastic Finite Element Methods

stochastic and reliability analysis of structural systems and enables practicing engineers to better manage the concepts of analysis and design;

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Recent Development in Stochastic Dynamics and Stochastic Analysis

Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other;

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Stochastic Model Checking

The use of stochastic models in computer science is wide spread, for instance in performance modeling, analysis of randomized algorithms;

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Stochastic Analysis and Applications in Physics

The intensive exchange between mathematicians and users has led in recent years to a rapid development of stochastic analysis. Of the users;

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Trends in Stochastic Analysis

Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent;

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Stochastic Biomathematical Models

systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and;

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Reliability-based Structural Design

method, reliability analysis via stochastic expansion, and optimization under uncertainty. It examines the use of stochastic expansions;

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Analytically Tractable Stochastic Stock Price Models

Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are;

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Multidimensional Stochastic Processes As Rough Paths

Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern;

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Stochastic Reachability Analysis of Hybrid Systems

Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics;

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Stochastic Optimization

implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other;

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Handbook of Stochastic Models and Analysis of Manufacturing System Operations

This handbook surveys important stochastic problems and models in manufacturing system operations and their stochastic analysis. Using;

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Stochastic Analysis In Mathematical Physics - Proceedings Of A Satellite Conference Of Icm 2006

The ideas and principles of stochastic analysis have managed to penetrate into various fields of pure and applied mathematics in the last;

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Invariant Measures for Stochastic Nonlinear Schroedinger Equations

methods for stochastic nonlinear Schroedinger equations. This book will appeal to researchers who are interested in numerical analysis;

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Theory and Statistical Applications of Stochastic Processes

Gaussian processes, Ito integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation;

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