000 | 04107nam a22005055i 4500 | ||
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001 | 978-3-642-22368-6 | ||
003 | DE-He213 | ||
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007 | cr nn 008mamaa | ||
008 | 110922s2012 gw | s |||| 0|eng d | ||
020 |
_a9783642223686 _9978-3-642-22368-6 |
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024 | 7 |
_a10.1007/978-3-642-22368-6 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
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_aPBT _2bicssc |
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_aPBWL _2bicssc |
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_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aZili, Mounir. _eeditor. |
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245 | 1 | 0 |
_aStochastic Differential Equations and Processes _h[electronic resource] : _bSAAP, Tunisia, October 7-9, 2010 / _cedited by Mounir Zili, Darya V. Filatova. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2012. |
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300 |
_aXII, 264 p. _bonline resource. |
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_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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490 | 1 |
_aSpringer Proceedings in Mathematics, _x2190-5614 ; _v7 |
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505 | 0 | _aPreface -- 1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods -- 2.C.A. Tudor: Kernel Density Estimation, Local Time and Chaos Expansion -- 3.W. Jedidi, J. Almhana, V. Choulakian, R. McGorman: General Shot Noise Processes and Functional Convergence to Stable Processes -- 4.C. El-Nouty: The Lower Classes of the Sub-Fractional Brownian Motion -- 5.M. Erraoui and Y. Ouknine: On the Bounded Variation of the Flow of Stochastic Differential Equation -- 6.A. Ayache, Q. Peng: Stochastic Volatility and Multifractional Brownian Motion -- 7.A. Gulisashvili, J. Vives: Two-sided Estimates for Distribution Densities in Models with Jumps -- 8.M. Lefebvre: Maximizing a Function of the Survival Time of a Wiener Process in an Interval. | |
520 | _aSelected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few. As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aSystems theory. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
650 | 2 | 4 | _aGame Theory, Economics, Social and Behav. Sciences. |
650 | 2 | 4 | _aSystems Theory, Control. |
700 | 1 |
_aFilatova, Darya V. _eeditor. |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642223679 |
830 | 0 |
_aSpringer Proceedings in Mathematics, _x2190-5614 ; _v7 |
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856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-22368-6 |
912 | _aZDB-2-SMA | ||
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