Stochastic World

Author: Sergey S. Stepanov
Publisher: Springer Science & Business Media
ISBN: 3319000713
Format: PDF, ePub, Mobi
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This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory. A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Stochastic Calculus

Author: Mircea Grigoriu
Publisher: Springer Science & Business Media
ISBN: 9780817642426
Format: PDF, Mobi
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"This self-contained text may be used for several graduate courses and as an important reference resource for applied scientists interested in analytical and numerical methods for solving stochastic problems."--BOOK JACKET.

The Woman s Daughter

Author: Dermot Bolger
Publisher: HarperCollins UK
ISBN: 0007447302
Format: PDF, ePub
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A classic Bolger novel, following the lives of three women.

Stochastic Processes in Engineering Systems

Author: E. Wong
Publisher: Springer Science & Business Media
ISBN: 1461250609
Format: PDF, ePub
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This book is a revision of Stochastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in stochastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta tionary processes in linear time-invariant systems as well as the more modern theory of stochastic systems in which dynamic structure plays a profound role. Our aim is to provide a high-level, yet readily acces sible, treatment of those topics in the theory of continuous-parameter stochastic processes that are important in the analysis of information and dynamical systems. The theory of stochastic processes can easily become abstract. In dealing with it from an applied point of view, we have found it difficult to decide on the appropriate level of rigor. We intend to provide just enough mathematical machinery so that important results can be stated PREFACE vi with precision and clarity; so much ofthe theory of stochastic processes is inherently simple if the suitable framework is provided. The price of providing this framework seems worth paying even though the ul timate goal is in applications and not the mathematics per se.

Stochastic Modeling

Author: Barry L. Nelson
Publisher: Courier Corporation
ISBN: 0486139948
Format: PDF, Kindle
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Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.

Stochastic Global Optimization

Author: Gade Pandu Rangaiah
Publisher: World Scientific
ISBN: 9814299219
Format: PDF, Mobi
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Optimization has played a key role in the design, planning and operation of chemical and related processes, for several decades. Global optimization has been receiving considerable attention in the past two decades. Of the two types of techniques for global optimization, stochastic global optimization is applicable to any type of problems having non-differentiable functions, discrete variables and/or continuous variables. It, thus, shows significant promise and potential for process optimization. So far, there are no books focusing on stochastic global optimization and its applications in chemical engineering. Stochastic Global Optimization - a monograph with contributions by leading researchers in the area - bridges the gap in this subject, with the aim of highlighting and popularizing stochastic global optimization techniques for chemical engineering applications. The book, with 19 chapters in all, is broadly categorized into two sections that extensively cover the techniques and the chemical engineering applications.

Essentials of Stochastic Finance

Author: Albert N. Shiryaev
Publisher: World Scientific
ISBN: 9810236050
Format: PDF, Kindle
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Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.

Stochastic Methods for Estimation and Problem Solving in Engineering

Author: Kadry, Seifedine
Publisher: IGI Global
ISBN: 1522550461
Format: PDF, Kindle
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Utilizing mathematical algorithms is an important aspect of recreating real-world problems in order to make important decisions. By generating a randomized algorithm that produces statistical patterns, it becomes easier to find solutions to countless situations. Stochastic Methods for Estimation and Problem Solving in Engineering provides emerging research on the role of random probability systems in mathematical models used in various fields of research. While highlighting topics, such as random probability distribution, linear systems, and transport profiling, this book explores the use and behavior of uncertain probability methods in business and science. This book is an important resource for engineers, researchers, students, professionals, and practitioners seeking current research on the challenges and opportunities of non-deterministic probability models.

Elementary Stochastic Calculus with Finance in View

Author: Thomas Mikosch
Publisher: World Scientific
ISBN: 9789810235437
Format: PDF, ePub, Docs
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Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.