Stochastic Difference Equations with Sociological Applications

Stochastic Difference Equations with Sociological Applications PDF Author: Loren Cobb
Publisher:
ISBN:
Category : Difference equations
Languages : en
Pages : 56

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Book Description

Stochastic Difference Equations with Sociological Applications

Stochastic Difference Equations with Sociological Applications PDF Author: Loren Cobb
Publisher:
ISBN:
Category : Difference equations
Languages : en
Pages : 56

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Book Description


Stochastic Differential Equations

Stochastic Differential Equations PDF Author: Bernt Øksendal
Publisher: Springer Science & Business Media
ISBN: 3642143946
Category : Mathematics
Languages : en
Pages : 403

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Book Description
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. This corrected 6th printing of the 6th edition contains additional corrections and useful improvements, based in part on helpful comments from the readers.

Stochastic Differential Equations

Stochastic Differential Equations PDF Author: Bernt K. Øksendal
Publisher:
ISBN:
Category :
Languages : en
Pages : 271

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Book Description


Theory of Stochastic Differential Equations with Jumps and Applications

Theory of Stochastic Differential Equations with Jumps and Applications PDF Author: Rong SITU
Publisher: Springer Science & Business Media
ISBN: 9780387250830
Category : Mathematics
Languages : en
Pages : 458

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Book Description
Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.

Difference Equations and Inequalities

Difference Equations and Inequalities PDF Author: Ravi P. Agarwal
Publisher: CRC Press
ISBN: 9781420027020
Category : Mathematics
Languages : en
Pages : 1010

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Book Description
A study of difference equations and inequalities. This second edition offers real-world examples and uses of difference equations in probability theory, queuing and statistical problems, stochastic time series, combinatorial analysis, number theory, geometry, electrical networks, quanta in radiation, genetics, economics, psychology, sociology, and

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications PDF Author: Avner Friedman
Publisher: Courier Corporation
ISBN: 0486453596
Category : Mathematics
Languages : en
Pages : 562

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Book Description
Originally published in 2 volumes, this text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. 1975 edition.

Stochastic Differential Equations

Stochastic Differential Equations PDF Author: Bernt Oksendal
Publisher:
ISBN: 9783642143953
Category :
Languages : en
Pages : 412

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Stochastic Differential Equations

Stochastic Differential Equations PDF Author: K. Sobczyk
Publisher: Springer
ISBN: 0792303393
Category : Mathematics
Languages : en
Pages : 400

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Book Description
'Et moi, ..~ si lavait su CO.llUlJalt en revc:nir, One acMcc matbcmatica bu JaIdcred the human rac:c. It bu put COIDIDOD _ beet je n'y serais point aBe.' Jules Verne wbac it bdoup, 0Jl !be~ IbcII _t to !be dusty cauialcr Iabc&d 'diMardod__ The series is divergent; thc:reforc we may be -'. I!.ticT. Bc:I1 able to do something with it. O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world when: both feedback and non linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statcmalts as: 'One service topology has rendered mathematical physics ...•; 'One service logic has rendered c0m puter science ...'; 'One service category theory has rendered mathematics ...'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series. This series, Mathematics and Its Applications. started in 19n. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope. At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However. the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branc:hes. It also happens, quite often in fact, that branches which were thought to be completely.

Stochastic Differential Equations

Stochastic Differential Equations PDF Author: Michael J. Panik
Publisher: John Wiley & Sons
ISBN: 1119377404
Category : Mathematics
Languages : en
Pages : 362

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Book Description
A beginner’s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic models is that they combine both deterministic and stochastic elements of dynamic behaviors, such as weather, natural disasters, market fluctuations, and epidemics. This makes stochastic modeling a powerful tool in the hands of practitioners in fields for which population growth is a critical determinant of outcomes. However, the background requirements for studying SDEs can be daunting for those who lack the rigorous course of study received by math majors. Designed to be accessible to readers who have had only a few courses in calculus and statistics, this book offers a comprehensive review of the mathematical essentials needed to understand and apply stochastic growth models. In addition, the book describes deterministic and stochastic applications of population growth models including logistic, generalized logistic, Gompertz, negative exponential, and linear. Ideal for students and professionals in an array of fields including economics, population studies, environmental sciences, epidemiology, engineering, finance, and the biological sciences, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling: • Provides precise definitions of many important terms and concepts and provides many solved example problems • Highlights the interpretation of results and does not rely on a theorem-proof approach • Features comprehensive chapters addressing any background deficiencies readers may have and offers a comprehensive review for those who need a mathematics refresher • Emphasizes solution techniques for SDEs and their practical application to the development of stochastic population models An indispensable resource for students and practitioners with limited exposure to mathematics and statistics, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling is an excellent fit for advanced undergraduates and beginning graduate students, as well as practitioners who need a gentle introduction to SDEs. Michael J. Panik, PhD, is Professor in the Department of Economics, Barney School of Business and Public Administration at the University of Hartford in Connecticut. He received his PhD in Economics from Boston College and is a member of the American Mathematical Society, The American Statistical Association, and The Econometric Society.

Transformations

Transformations PDF Author: Colin Renfrew
Publisher: Elsevier
ISBN: 1483277526
Category : Social Science
Languages : en
Pages : 540

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Book Description
Transformations: Mathematical Approaches to Culture Change focuses on the application of contemporary mathematical techniques to the study of culture change and formulates problems in archaeology, anthropology, and historiography in such a way that they are susceptible to treatment of a mathematical kind. Mathematical models, extending from the almost purely quantitative methods of physics to the purely verbal conceptual explanations, are described. Emphasis is placed on catastrophe theoretic models that exemplify the use of soft mathematics in situations in which the use of hard quantitative models is not possible. Comprised of 21 chapters, this book begins with an overview of the role of mathematics in theoretical archaeology, followed by a discussion on two general categories of mathematical methods that seem to be suitable for modeling cultural transformations: methods of dynamical systems theory and methods that give greater emphasis on discrete entities and the structural relations or patterns among them. Subsequent chapters deal with the use of mathematics in history; morphogenesis in biological and social systems; simulation of the growth of hierarchies; and logistic trends in Southwest population growth. A reconstruction of political units in the Valley of Mexico during the Toltec period is also presented. This monograph will be of interest to archaeologists, anthropologists, historians, biologists, sociologists, and mathematicians.