Processus fractionnaires et le calcul de Malliavin

Processus fractionnaires et le calcul de Malliavin PDF Author: Khalifa Es-Sebaiy
Publisher:
ISBN: 9783838141893
Category :
Languages : fr
Pages : 140

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Processus fractionnaires et le calcul de Malliavin

Processus fractionnaires et le calcul de Malliavin PDF Author: Khalifa Es-Sebaiy
Publisher:
ISBN: 9783838141893
Category :
Languages : fr
Pages : 140

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Book Description


Statistical Inference for Ergodic Diffusion Processes

Statistical Inference for Ergodic Diffusion Processes PDF Author: Yury A. Kutoyants
Publisher: Springer Science & Business Media
ISBN: 144713866X
Category : Mathematics
Languages : en
Pages : 493

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Book Description
The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.

Semiparametric Theory and Missing Data

Semiparametric Theory and Missing Data PDF Author: Anastasios Tsiatis
Publisher: Springer Science & Business Media
ISBN: 0387373454
Category : Mathematics
Languages : en
Pages : 392

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Book Description
This book summarizes current knowledge regarding the theory of estimation for semiparametric models with missing data, in an organized and comprehensive manner. It starts with the study of semiparametric methods when there are no missing data. The description of the theory of estimation for semiparametric models is both rigorous and intuitive, relying on geometric ideas to reinforce the intuition and understanding of the theory. These methods are then applied to problems with missing, censored, and coarsened data with the goal of deriving estimators that are as robust and efficient as possible.

Annales d'économie et de statistique

Annales d'économie et de statistique PDF Author:
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 1060

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Probability And Statistics: French-chinese Meeting - Proceedings Of The Wuhan Meeting

Probability And Statistics: French-chinese Meeting - Proceedings Of The Wuhan Meeting PDF Author: Albert Badrikian
Publisher: World Scientific
ISBN: 9814552011
Category :
Languages : en
Pages : 274

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Book Description
These proceedings contain both general expository papers and research announcements in several active areas of probability and statistics. A large range of topics is covered from theory (Sobolev inequalities and heat semigroup, Brownian motions, white noise analysis, geometrical structure of statistical experiments) to applications (simulated annealing, ARMA models).

From China to Paris

From China to Paris PDF Author: Yvonne Dold-Samplonius
Publisher: Franz Steiner Verlag
ISBN: 9783515082235
Category : Mathematics
Languages : en
Pages : 486

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Book Description
The reports of a conference of 11 scholars who began the task of examing together primary sources that might shed som elight on exactly how and in what fomrs mathematical problems, concepts, and techniques may have been transmitted between various civilizations, from antiquity down to the European Renaissance following more or less the legendary silk routes between China and Western Europe.

Quantum Mechanics, Volume 3

Quantum Mechanics, Volume 3 PDF Author: Claude Cohen-Tannoudji
Publisher: John Wiley & Sons
ISBN: 3527345558
Category : Science
Languages : en
Pages : 790

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Book Description
This new, third volume of Cohen-Tannoudji's groundbreaking textbook covers advanced topics of quantum mechanics such as uncorrelated and correlated identical particles, the quantum theory of the electromagnetic field, absorption, emission and scattering of photons by atoms, and quantum entanglement. Written in a didactically unrivalled manner, the textbook explains the fundamental concepts in seven chapters which are elaborated in accompanying complements that provide more detailed discussions, examples and applications. * Completing the success story: the third and final volume of the quantum mechanics textbook written by 1997 Nobel laureate Claude Cohen-Tannoudji and his colleagues Bernard Diu and Franck Laloë * As easily comprehensible as possible: all steps of the physical background and its mathematical representation are spelled out explicitly * Comprehensive: in addition to the fundamentals themselves, the books comes with a wealth of elaborately explained examples and applications Claude Cohen-Tannoudji was a researcher at the Kastler-Brossel laboratory of the Ecole Normale Supérieure in Paris where he also studied and received his PhD in 1962. In 1973 he became Professor of atomic and molecular physics at the Collège des France. His main research interests were optical pumping, quantum optics and atom-photon interactions. In 1997, Claude Cohen-Tannoudji, together with Steven Chu and William D. Phillips, was awarded the Nobel Prize in Physics for his research on laser cooling and trapping of neutral atoms. Bernard Diu was Professor at the Denis Diderot University (Paris VII). He was engaged in research at the Laboratory of Theoretical Physics and High Energy where his focus was on strong interactions physics and statistical mechanics. Franck Laloë was a researcher at the Kastler-Brossel laboratory of the Ecole Normale Supérieure in Paris. His first assignment was with the University of Paris VI before he was appointed to the CNRS, the French National Research Center. His research was focused on optical pumping, statistical mechanics of quantum gases, musical acoustics and the foundations of quantum mechanics.

Stochastic Calculus of Variations in Mathematical Finance

Stochastic Calculus of Variations in Mathematical Finance PDF Author: Paul Malliavin
Publisher: Springer Science & Business Media
ISBN: 3540307990
Category : Business & Economics
Languages : en
Pages : 148

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Book Description
Highly esteemed author Topics covered are relevant and timely

Chaos in Discrete Dynamical Systems

Chaos in Discrete Dynamical Systems PDF Author: Ralph Abraham
Publisher: Springer Science & Business Media
ISBN: 1461219361
Category : Mathematics
Languages : en
Pages : 257

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Book Description
The materials in the book and on the accompanying disc are not solely developed with only the researcher and professional in mind, but also with consideration for the student: most of this material has been class-tested by the authors. The book is packed with some 100 computer graphics to illustrate the material, and the CD-ROM contains full-colour animations tied directly to the subject matter of the book itself. The cross-platform CD also contains the program ENDO, which enables users to create their own 2-D imagery with X-Windows. Maple scripts are provided to allow readers to work directly with the code from which the graphics in the book were taken.

Digest

Digest PDF Author:
Publisher:
ISBN:
Category : Earth sciences
Languages : en
Pages : 778

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Book Description