Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott PDF Author: Samuel N Cohen
Publisher: World Scientific
ISBN: 9814483915
Category : Mathematics
Languages : en
Pages : 605

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Book Description
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott PDF Author: Samuel N Cohen
Publisher: World Scientific
ISBN: 9814483915
Category : Mathematics
Languages : en
Pages : 605

Get Book Here

Book Description
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

Deterministic and Stochastic Scheduling

Deterministic and Stochastic Scheduling PDF Author: M.A. Dempster
Publisher: Springer Science & Business Media
ISBN: 9400978014
Category : Mathematics
Languages : en
Pages : 418

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Book Description
This volume contains the proceedings of an Advanced Study and Re search Institute on Theoretical Approaches to Scheduling Problems. The Institute was held in Durham, England, from July 6 to July 17, 1981. It was attended by 91 participants from fifteen different countries. The format of the Institute was somewhat unusual. The first eight of the ten available days were devoted to an Advanced Study Insti tute, with lectures on the state of the art with respect to deter ministic and stochastic scheduling models and on the interface between these two approaches. The last two days were occupied by an Advanced Research Institute, where recent results and promising directions for future research, especially in the interface area, were discussed. Altogether, 37 lectures were delivered by 24 lecturers. They have all contributed to these proceedings, the first part of which deals with the Advanced Study Institute and the second part of which covers the Advanced Research Institute. Each part is preceded by an introduction, written by the editors. While confessing to a natural bias as organizers, we believe that the Institute has been a rewarding and enjoyable event for everyone concerned. We are very grateful to all those who have contributed to its realization.

Advances in Stochastic Modelling and Data Analysis

Advances in Stochastic Modelling and Data Analysis PDF Author: Jacques Janssen
Publisher: Springer Science & Business Media
ISBN: 9401706638
Category : Mathematics
Languages : en
Pages : 428

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Book Description
Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers. Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.

Environmental Modelling

Environmental Modelling PDF Author: John Wainwright
Publisher: John Wiley & Sons
ISBN: 9780471496182
Category : Performing Arts
Languages : en
Pages : 434

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Book Description
Publisher Description

Advances in Hydroscience

Advances in Hydroscience PDF Author: Ven Te Chow
Publisher: Elsevier
ISBN: 1483215210
Category : Science
Languages : en
Pages : 448

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Book Description
Advances in Hydroscience, Volume 11 -1978 covers topics on the progressive development in water science, including stochastic hydrology, the numerical analysis for hydrodynamic modeling, solid-state hydrology, and subsurface waters. The book presents topics on the theory and examples to model lumped quasi-stochastic and stochastic watershed systems; the progress made in the area of multidimensional numerical modeling of hydrodynamic and water-quality processes in estuary and coastal sea systems; and the physical principles governing the flow of water through snow. The text also includes articles on the state of the art of the finite-element modeling techniques in surface and subsurface hydraulic problems; the developments in the area of rainfall-runoff relations and physically-based stochastic hydrologic analysis; as well as well hydraulics in heterogeneous aquifer formations. Hydrologists, ocean engineers, hydraulic engineers, and subsurface engineers will find the book invaluable.

Recent Advances in Stochastic Operations Research

Recent Advances in Stochastic Operations Research PDF Author: Tadashi Dohi
Publisher: World Scientific
ISBN: 9812706682
Category : Business & Economics
Languages : en
Pages : 325

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Book Description
Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."

Stochastic versus Deterministic Systems of Differential Equations

Stochastic versus Deterministic Systems of Differential Equations PDF Author: G. S. Ladde
Publisher: CRC Press
ISBN: 0824758757
Category : Mathematics
Languages : en
Pages : 269

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Book Description
This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its methodological backbone, Stochastic Versus Deterministic Systems of Differential Equations addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/fluctuations and parameter uncertainties both deterministic and stochastic.

NOAA Technical Memorandum ERL GLERL.

NOAA Technical Memorandum ERL GLERL. PDF Author:
Publisher:
ISBN:
Category : Environmental management
Languages : en
Pages : 448

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Book Description


Stochastic Climate Models

Stochastic Climate Models PDF Author: Peter Imkeller
Publisher: Birkhäuser
ISBN: 3034882874
Category : Mathematics
Languages : en
Pages : 413

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Book Description
A collection of articles written by mathematicians and physicists, designed to describe the state of the art in climate models with stochastic input. Mathematicians will benefit from a survey of simple models, while physicists will encounter mathematically relevant techniques at work.

Pseudodifferential Operators and Wavelets over Real and p-adic Fields

Pseudodifferential Operators and Wavelets over Real and p-adic Fields PDF Author: Nguyen Minh Chuong
Publisher: Springer
ISBN: 3319774735
Category : Mathematics
Languages : en
Pages : 373

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Book Description
This monograph offers a self-contained introduction to pseudodifferential operators and wavelets over real and p-adic fields. Aimed at graduate students and researchers interested in harmonic analysis over local fields, the topics covered in this book include pseudodifferential operators of principal type and of variable order, semilinear degenerate pseudodifferential boundary value problems (BVPs), non-classical pseudodifferential BVPs, wavelets and Hardy spaces, wavelet integral operators, and wavelet solutions to Cauchy problems over the real field and the p-adic field.