Recent Developments In Stochastic Methods And Applications

Author : Albert N. Shiryaev,Konstantin E. Samouylov,Dmitry V. Kozyrev
Publisher : Springer Nature
Page : 370 pages
File Size : 43,6 Mb
Release : 2021-08-02
Category : Mathematics
ISBN : 9783030832667

Get Book

Recent Developments in Stochastic Methods and Applications by Albert N. Shiryaev,Konstantin E. Samouylov,Dmitry V. Kozyrev Pdf

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.

Author : Albert N. Shiryaev,Konstantin E. Samouylov,Dmitry V. Kozyrev
Publisher : Unknown
Page : 0 pages
File Size : 43,6 Mb
Release : 2021
Category : Electronic
ISBN : 3030832678

Get Book

Recent Developments in Stochastic Methods and Applications by Albert N. Shiryaev,Konstantin E. Samouylov,Dmitry V. Kozyrev Pdf

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.

Author : Jinqiao Duan,Shunlong Luo,Caishi Wang
Publisher : World Scientific
Page : 306 pages
File Size : 54,7 Mb
Release : 2010
Category : Mathematics
ISBN : 9789814277266

Get Book

Recent Development in Stochastic Dynamics and Stochastic Analysis by Jinqiao Duan,Shunlong Luo,Caishi Wang Pdf

1. Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- 2. Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- 3. Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- 4. Stochastic quantification of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- 5. Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- 6. Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- 7. Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- 8. A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- 9. The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- 10. Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- 11. Class II semi-subgroups of the infinite dimensional rotation group and associated Lie algebra / Takeyuki Hida and Si Si -- 12. Stopping Weyl processes / Robin L. Hudson -- 13. Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motions / Zongxia Liang -- 14. Stein's method meets Malliavin calculus : a short survey with new estimates / Ivan Nourdin and Giovanni Peccati -- 15. On stochastic integrals with respect to an infinite number of Poisson point process and its applications / Guanglin Rang, Qing Li and Sheng You -- 16. Lévy white noise, elliptic SPDEs and Euclidean random fields / Jiang-Lun Wu -- 17. A short presentation of Choquet integral / Jia-An Yan

Author : Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner
Publisher : World Scientific
Page : 471 pages
File Size : 40,7 Mb
Release : 2004
Category : Mathematics
ISBN : 9789812561046

Get Book

Recent Developments in Stochastic Analysis and Related Topics by Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner Pdf

This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings? (ISTP? / ISI Proceedings)? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Author : Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner
Publisher : World Scientific
Page : 476 pages
File Size : 45,7 Mb
Release : 2004
Category : Mathematics
ISBN : 9812702245

Get Book

Recent Developments in Stochastic Analysis and Related Topics by Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner Pdf

This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings- (ISTP- / ISI Proceedings). OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences."

Author : Christos H Skiadas
Publisher : World Scientific
Page : 668 pages
File Size : 46,5 Mb
Release : 2007-11-16
Category : Mathematics
ISBN : 9789814474474

Get Book

Recent Advances In Stochastic Modeling And Data Analysis by Christos H Skiadas Pdf

This volume presents the most recent applied and methodological issues in stochastic modeling and data analysis. The contributions cover various fields such as stochastic processes and applications, data analysis methods and techniques, Bayesian methods, biostatistics, econometrics, sampling, linear and nonlinear models, networks and queues, survival analysis, and time series. The volume presents new results with potential for solving real-life problems and provides novel methods for solving these problems by analyzing the relevant data. The use of recent advances in different fields is emphasized, especially new optimization and statistical methods, data warehouse, data mining and knowledge systems, neural computing, and bioinformatics.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 51,8 Mb
Release : 2024-06-10
Category : Electronic
ISBN : 9789814467605

Get Book

Recent Development in Stochastic Dynamics and Stochastic Analysis by Anonim Pdf

Author : B. R. Bhat
Publisher : New Age International
Page : 412 pages
File Size : 50,8 Mb
Release : 2004
Category : Mathematical statistics
ISBN : 8122412289

Get Book

Stochastic Models: Analysis and Applications by B. R. Bhat Pdf

The Book Presents A Systematic Exposition Of The Basic Theory And Applications Of Stochastic Models.Emphasising The Modelling Rather Than Mathematical Aspects Of Stochastic Processes, The Book Bridges The Gap Between The Theory And Applications Of These Processes.The Basic Building Blocks Of Model Construction Are Explained In A Step By Step Manner, Starting From The Simplest Model Of Random Walk And Proceeding Gradually To More Complicated Models. Several Examples Are Given Throughout The Text To Illustrate Important Analytical Properties As Well As To Provide Applications.The Book Also Includes A Detailed Chapter On Inference For Stochastic Processes. This Chapter Highlights Some Of The Recent Developments In The Subject And Explains Them Through Illustrative Examples.An Important Feature Of The Book Is The Complements And Problems Section At The End Of Each Chapter Which Presents (I) Additional Properties Of The Model, (Ii) Extensions Of The Model, And (Iii) Applications Of The Model To Different Areas.With All These Features, This Is An Invaluable Text For Post-Graduate Students Of Statistics, Mathematics And Operation Research.

Author : Alexey Piunovskiy,Yi Zhang
Publisher : Springer Nature
Page : 356 pages
File Size : 53,7 Mb
Release : 2021-06-04
Category : Technology & Engineering
ISBN : 9783030769284

Get Book

Modern Trends in Controlled Stochastic Processes: by Alexey Piunovskiy,Yi Zhang Pdf

This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is a collection of extended papers discussed at the traditional Liverpool workshop on controlled stochastic processes with participants from both the east and the west. New problems are formulated, and progresses of ongoing research are reported. Topics covered in this book include theoretical results and numerical methods for Markov and semi-Markov decision processes, optimal stopping of Markov processes, stochastic games, problems with partial information, optimal filtering, robust control, Q-learning, and self-organizing algorithms. Real-life case studies and applications, e.g., queueing systems, forest management, control of water resources, marketing science, and healthcare, are presented. Scientific researchers and postgraduate students interested in stochastic optimal control,- as well as practitioners will find this book appealing and a valuable reference. ​

Author : Motoo Kimura,Gopinath Kallianpur,Takeyuki Hida
Publisher : Springer Science & Business Media
Page : 238 pages
File Size : 53,8 Mb
Release : 2013-03-13
Category : Mathematics
ISBN : 9783642465994

Get Book

Stochastic Methods in Biology by Motoo Kimura,Gopinath Kallianpur,Takeyuki Hida Pdf

The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important feature of the Workshop and one of the reasons for organizing it has been the fact that the theory of stochastic differential equations (SDE's) has found a rich source of new problems in the fields of population genetics and neuro biology. This is especially so for the relatively new and growing area of infinite dimensional, i. e. , measure-valued or distribution-valued SDE's. The papers in II and III and some of the papers in the remaining categories represent these areas.

Author : CIME-EMS Summer School,Professor of Finance and Howard J Creekmore Profe Kerry Back,Tomasz R. Bielecki,CIME-EMS School on Stochastic Methods,Christian Hipp,Shige Peng,Walter Schachermayer
Publisher : Springer Science & Business Media
Page : 328 pages
File Size : 41,8 Mb
Release : 2004
Category : Finance
ISBN : 3540229531

Get Book

Stochastic Methods in Finance by CIME-EMS Summer School,Professor of Finance and Howard J Creekmore Profe Kerry Back,Tomasz R. Bielecki,CIME-EMS School on Stochastic Methods,Christian Hipp,Shige Peng,Walter Schachermayer Pdf

Author : Daniel Alpay,Bernd Kirstein
Publisher : Birkhäuser
Page : 394 pages
File Size : 45,9 Mb
Release : 2015-04-30
Category : Mathematics
ISBN : 9783319103358

Get Book

Recent Advances in Inverse Scattering, Schur Analysis and Stochastic Processes by Daniel Alpay,Bernd Kirstein Pdf

The volume is dedicated to Lev Sakhnovich, who made fundamental contributions in operator theory and related topics. Besides bibliographic material, it includes a number of selected papers related to Lev Sakhnovich's research interests. The papers are related to operator identities, moment problems, random matrices and linear stochastic systems.

Author : Sergio Albeverio,Anne Boutet de Monvel,Habib Ouerdiane
Publisher : Springer Science & Business Media
Page : 347 pages
File Size : 45,9 Mb
Release : 2013-03-20
Category : Mathematics
ISBN : 9781402024689

Get Book

Proceedings of the International Conference on Stochastic Analysis and Applications by Sergio Albeverio,Anne Boutet de Monvel,Habib Ouerdiane Pdf

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.

Author : Sung Nok Chiu,Dietrich Stoyan,Wilfrid S. Kendall,Joseph Mecke
Publisher : John Wiley & Sons
Page : 561 pages
File Size : 49,8 Mb
Release : 2013-06-27
Category : Mathematics
ISBN : 9781118658253

Get Book

Stochastic Geometry and Its Applications by Sung Nok Chiu,Dietrich Stoyan,Wilfrid S. Kendall,Joseph Mecke Pdf

An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital applications to spatial statistics and as a very interesting field of mathematics in its own right. This edition: Presents a wealth of models for spatial patterns and related statistical methods. Provides a great survey of the modern theory of random tessellations, including many new models that became tractable only in the last few years. Includes new sections on random networks and random graphs to review the recent ever growing interest in these areas. Provides an excellent introduction to theory and modelling of point processes, which covers some very latest developments. Illustrate the forefront theory of random sets, with many applications. Adds new results to the discussion of fibre and surface processes. Offers an updated collection of useful stereological methods. Includes 700 new references. Is written in an accessible style enabling non-mathematicians to benefit from this book. Provides a companion website hosting information on recent developments in the field www.wiley.com/go/cskm Stochastic Geometry and its Applications is ideally suited for researchers in physics, materials science, biology and ecological sciences as well as mathematicians and statisticians. It should also serve as a valuable introduction to the subject for students of mathematics and statistics.

Author : Houmin Yan,G. George Yin,Qing Zhang
Publisher : Springer Science & Business Media
Page : 397 pages
File Size : 55,9 Mb
Release : 2006-09-10
Category : Technology & Engineering
ISBN : 9780387338156

Get Book

Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems by Houmin Yan,G. George Yin,Qing Zhang Pdf

This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.