Download or read book Proceedings of the International Conference on Stochastic Analysis and Applications written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2004-07-28 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject. This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.
Download or read book Stochastic Analysis and Applications written by and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Proceedings of the International Conference on Stochastic Analysis and Applications written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2013-03-20 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject. This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.
Download or read book Stochastic analysis and applications written by and published by . This book was released on 1984 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Analysis and Applications written by University College of Swansea. Dept. of Mathematics and Computer Science and published by . This book was released on 1984 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Algebraic Structures and Applications written by Sergei Silvestrov and published by Springer Nature. This book was released on 2020-06-18 with total page 976 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the latest advances in algebraic structures and applications, and focuses on mathematical concepts, methods, structures, problems, algorithms and computational methods important in the natural sciences, engineering and modern technologies. In particular, it features mathematical methods and models of non-commutative and non-associative algebras, hom-algebra structures, generalizations of differential calculus, quantum deformations of algebras, Lie algebras and their generalizations, semi-groups and groups, constructive algebra, matrix analysis and its interplay with topology, knot theory, dynamical systems, functional analysis, stochastic processes, perturbation analysis of Markov chains, and applications in network analysis, financial mathematics and engineering mathematics. The book addresses both theory and applications, which are illustrated with a wealth of ideas, proofs and examples to help readers understand the material and develop new mathematical methods and concepts of their own. The high-quality chapters share a wealth of new methods and results, review cutting-edge research and discuss open problems and directions for future research. Taken together, they offer a source of inspiration for a broad range of researchers and research students whose work involves algebraic structures and their applications, probability theory and mathematical statistics, applied mathematics, engineering mathematics and related areas.
Download or read book Stochastic Analysis and Applications written by A.B. Cruzeiro and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.
Download or read book Stochastic Analysis written by Avner Friedman and published by . This book was released on 1978 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recent Developments in Stochastic Methods and Applications written by Albert N. Shiryaev and published by Springer Nature. This book was released on 2021-08-02 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.
Download or read book Stochastic Analysis written by Avner Friedman and published by . This book was released on 1978 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal stopping in a reliability problem; On the Hamilton-Jacobi approach for the optimal control of diffusion processes with Jumps; On the number of distinct sites visited by a Random Walk; Duality for markov processes; Stochastic dynamical systems and their flows; Some measure-valued population processes; Optimal stopping for random evolution of multidimensional poisson processes with partial observation; The tail 0-field of one dimensional diffusions.
Download or read book Analytical and Stochastic Modelling Techniques and Applications written by Marco Gribaudo and published by Springer Nature. This book was released on 2020-11-07 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 25th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2019, held in Moscow, Russia, in October 2019. Methods of analytical and stochastic modelling are widely used in engineering to assess and design various complex systems, like computer and communication networks, and manufacturing systems. The 13 full papers presented in this book were carefully reviewed and selected from 22 submissions. The papers detail a diverse range of analysis techniques, including Markov processes, queueing theoretical results, reliability of stochastic systems, stochastic network calculus, and wide variety of applications.
Download or read book Frontiers in Stochastic Analysis BSDEs SPDEs and their Applications written by Samuel N. Cohen and published by Springer Nature. This book was released on 2019-08-31 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics. This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.
Download or read book Analytical and Stochastic Modeling Techniques and Applications written by Khalid Al-Begain and published by Springer Science & Business Media. This book was released on 2009-05-25 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2009, held in Madrid, Spain, in June 2009 in conjunction with ECMS 2009, the 23nd European Conference on Modeling and Simulation. The 27 revised full papers presented were carefully reviewed and selected from 55 submissions. The papers are organized in topical sections on telecommunication networks; wireless & mobile networks; simulation; quueing systems & distributions; queueing & scheduling in telecommunication networks; model checking & process algebra; performance & reliability analysis of various systems.
Download or read book Stochastic Analysis and Applications 2014 written by Dan Crisan and published by Springer. This book was released on 2014-12-13 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.
Download or read book Stochastic Analysis and Applications written by A. Truman and published by Springer. This book was released on 2006-12-08 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Analytical and Stochastic Modeling Techniques and Applications written by Khalid Al-Begain and published by Springer Science & Business Media. This book was released on 2011-06-14 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 18th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2011, held in Venice, Italyin June 2011. The 24 revised full papers presented were carefully reviewed and selected from many submissions.The papers are organized in topical sections on queueing theory, software and computer systems, statistics and inference, telecommunication networks, and performance and performability.
Download or read book Analytical and Stochastic Modelling Techniques and Applications written by Sabine Wittevrongel and published by Springer. This book was released on 2016-08-03 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 23rd International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2016, held in Cardiff, UK, in August 2016. The 21 full papers presented in this book were carefully reviewed and selected from 30 submissions. The papers discuss the latest developments in analytical, numerical and simulation algorithms for stochastic systems, including Markov processes, queueing networks, stochastic Petri nets, process algebras, game theory, etc.
