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Modern Stochastics

Modern Stochastics
Author: International Conference Modern Stochatics: Theory and Applications
Publisher:
Total Pages: 553
Release: 2011
Genre:
ISBN:

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Asymptotic methods in stochastics

Asymptotic methods in stochastics
Author: M. Csèorgèo
Publisher:
Total Pages: 530
Release: 2004
Genre: Asymptotic expansions
ISBN: 9781470430788

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This volume, honoring over forty years of Miklós Csörgő's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview. Contributions were made by an international group of experts. The book covers the following topics: path properties of stochastic processes, probability theory with applications, complete convergence of renewal counting processes and bootstrap means, weak convergence of random size sums, almost sure stability of weighted.


Mathematical Reviews

Mathematical Reviews
Author:
Publisher:
Total Pages: 1518
Release: 2005
Genre: Mathematics
ISBN:

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Stochastic Differential Equations

Stochastic Differential Equations
Author: Peter H. Baxendale
Publisher: World Scientific
Total Pages: 416
Release: 2007
Genre: Science
ISBN: 9812706623

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The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.


Stochastic Programming

Stochastic Programming
Author: Horand Gassmann
Publisher: World Scientific
Total Pages: 549
Release: 2013
Genre: Business & Economics
ISBN: 981440750X

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This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.


Environmental Consequences of the Chernobyl Accident and Their Remediation

Environmental Consequences of the Chernobyl Accident and Their Remediation
Author: International Atomic Energy Agency
Publisher: IAEA
Total Pages: 166
Release: 2006
Genre: Science
ISBN: 9789201147059

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The explosion on 26 April 1986 at the Chernobyl nuclear power plant and the consequent reactor fire resulted in an unprecedented release of radioactive material from a nuclear reactor and adverse consequences for the public and the environment. Although the accident occurred nearly two decades ago, controversy still surrounds the real impact of the disaster. Therefore the IAEA, in cooperation with other UN bodies, the World Bank, as well as the competent authorities of Belarus, the Russian Federation and Ukraine, established the Chernobyl Forum in 2003. The mission of the Forum was to generate 'authoritative consensual statements' on the environmental consequences and health effects attributable to radiation exposure arising from the accident as well as to provide advice on environmental remediation and special health care programmes, and to suggest areas in which further research is required. This report presents the findings and recommendations of the Chernobyl Forum concerning the environmental effects of the Chernobyl accident.


Fractional Brownian Motion

Fractional Brownian Motion
Author: Oksana Banna
Publisher: John Wiley & Sons
Total Pages: 288
Release: 2019-04-30
Genre: Mathematics
ISBN: 1786302608

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This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener process. It is proved that there exists a unique martingale closest to fBm in the uniform integral norm. Numerical results concerning the approximation problem are given. The upper bounds of distances from fBm to the different subspaces of Gaussian martingales are evaluated and the numerical calculations are involved. The approximations of fBm by a uniformly convergent series of Lebesgue integrals, semimartingales and absolutely continuous processes are presented. As auxiliary but interesting results, the bounds from below and from above for the coefficient appearing in the representation of fBm via the Wiener process are established and some new inequalities for Gamma functions, and even for trigonometric functions, are obtained.


The Theory of Stochastic Processes I

The Theory of Stochastic Processes I
Author: Iosif I. Gikhman
Publisher: Springer
Total Pages: 587
Release: 2015-03-30
Genre: Mathematics
ISBN: 3642619436

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From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin of the American Mathematical Society, 1980


Stochastic Models of Systems

Stochastic Models of Systems
Author: Vladimir S. Korolyuk
Publisher: Springer Science & Business Media
Total Pages: 195
Release: 2012-12-06
Genre: Mathematics
ISBN: 940114625X

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In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems. The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium. Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.