Libros de B ARIES - Podibooks.

Albert N. Shiryaev / Robert S. Liptser / B. Aries

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the ’general theory of random processes’ did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the s...

Disponible

47,10 €

Statistics of Random Processes II

Albert N. Shiryaev / Robert S. Liptser / A.B. Aries

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the ’general theory of random processes’ did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the s...

Disponible

47,22 €

Physics of Gravitating Systems I

A.M. Fridman / A.B. Aries / I.N. Poliakoff

It would seem that any specialist in plasma physics studying a medium in which the interaction between particles is as distance-dependent as the inter action between stars and other gravitating masses would assert that the role of collective effects in the dynamics of gravitating systems must be decisive. However, among astronomers this point of view...

Disponible

65,36 €

Gaussian Random Processes

I.A. Ibragimov / Y.A. Rozanov / A.B. Aries

The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a 'random process segment' and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to de...

Disponible

66,28 €

Controlled Diffusion Processes

N.V. Krylov / A.B. Aries

Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howa...

Disponible

207,54 €

Statistics of Random Processes II

Albert N. Shiryaev / Robert S. Liptser / A.B. Aries

'Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the s...

Disponible

170,20 €

Statistics of Random Processes

Albert N. Shiryaev / Robert Liptser / B. Aries

These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...

Disponible

145,49 €

Controlled Diffusion Processes

N. V. Krylov / A. B. Aries

Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin~ that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in Wonham [76]). At the same time, Girsanov [25] and Howar...

Disponible

133,76 €

Optimal Stopping Rules

Albert N. Shiryaev / A.B. Aries

Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment ...

Disponible

109,58 €

Statistics of Random Processes

Albert N. Shiryaev / Robert Liptser / B. Aries

These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...

Disponible

144,09 €

Methods for Solving Incorrectly Posed Problems

V.A. Morozov / A.B. Aries

Some problems of mathematical physics and analysis can be formulated as the problem of solving the equation f € F, (1) Au = f, where A: DA C U + F is an operator with a non-empty domain of definition D , in a metric space U, with range in a metric space F. The metrics A on U and F will be denoted by P and P ’ respectively. Relative u F to the twin spa...

Disponible

66,34 €

Controlled Diffusion Processes

N.V. Krylov / A.B. Aries

Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howa...

Disponible

206,19 €

Gaussian Random Processes

I. A. Ibragimov / Y. a. Rozanov / A. B. Aries

The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a 'random process segment' and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to de...

Disponible

157,14 €

LIBROS DEL AUTOR: b aries

14 resultados para LIBROS DEL AUTOR: b aries