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 : 51,8 Mb
Release : 2021-08-02
Category : Mathematics
ISBN : 9783030832667

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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 : 55,6 Mb
Release : 2021
Category : Electronic
ISBN : 3030832678

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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 : 53,8 Mb
Release : 2010
Category : Mathematics
ISBN : 9789814277266

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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 : Alexey Piunovskiy,Yi Zhang
Publisher : Springer Nature
Page : 356 pages
File Size : 42,7 Mb
Release : 2021-06-04
Category : Technology & Engineering
ISBN : 9783030769284

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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 : Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner
Publisher : World Scientific
Page : 471 pages
File Size : 48,9 Mb
Release : 2004
Category : Mathematics
ISBN : 9789812561046

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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 : 52,8 Mb
Release : 2004
Category : Mathematics
ISBN : 9812702245

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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 : Grigorios A. Pavliotis
Publisher : Springer
Page : 345 pages
File Size : 54,9 Mb
Release : 2014-11-19
Category : Mathematics
ISBN : 9781493913237

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Stochastic Processes and Applications by Grigorios A. Pavliotis Pdf

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Author : Christos H Skiadas
Publisher : World Scientific
Page : 668 pages
File Size : 45,5 Mb
Release : 2007-11-16
Category : Mathematics
ISBN : 9789814474474

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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 : Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić
Publisher : Springer Nature
Page : 976 pages
File Size : 43,7 Mb
Release : 2020-06-18
Category : Mathematics
ISBN : 9783030418502

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Algebraic Structures and Applications by Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić Pdf

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.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 43,6 Mb
Release : 2024-06-29
Category : Electronic
ISBN : 9789814467605

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Recent Development in Stochastic Dynamics and Stochastic Analysis by Anonim Pdf

Author : B. R. Bhat
Publisher : New Age International
Page : 412 pages
File Size : 53,9 Mb
Release : 2004
Category : Mathematical statistics
ISBN : 8122412289

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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 : Alan C. Krinik,Randall J. Swift
Publisher : CRC Press
Page : 526 pages
File Size : 53,5 Mb
Release : 2004-03-23
Category : Mathematics
ISBN : 0203913574

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Stochastic Processes and Functional Analysis by Alan C. Krinik,Randall J. Swift Pdf

This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochas

Author : Motoo Kimura,Gopinath Kallianpur,Takeyuki Hida
Publisher : Springer Science & Business Media
Page : 238 pages
File Size : 49,7 Mb
Release : 2013-03-13
Category : Mathematics
ISBN : 9783642465994

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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 : 48,8 Mb
Release : 2004
Category : Finance
ISBN : 3540229531

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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 : 42,8 Mb
Release : 2015-04-30
Category : Mathematics
ISBN : 9783319103358

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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.