Télécharger le livre :  Stochastic Integration in Banach Spaces
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states...

Editeur : Springer
Parution : 2014-12-03
Collection : Probability Theory and Stochastic Modelling ePub

74,89

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Télécharger le livre :  Stochastic Control Theory
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.First we consider completely observable control problems with finite horizons. Using a time...

Editeur : Springer
Parution : 2014-11-27
Collection : Probability Theory and Stochastic Modelling ePub

128,39

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Télécharger le livre :  Probability on Compact Lie Groups
Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with...

Editeur : Springer
Parution : 2014-06-26
Collection : Probability Theory and Stochastic Modelling ePub

80,24

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