Tag: Stochastic

Free Download Stochastic Control Approach to Futures Trading (174 Pages)
by Tim Leung & Yang Zhou
English | 2024 | ISBN: 9811282749 | 175 pages | True PDF | 15.19 MB

Free Download The Quantum Dice: An Introduction to Stochastic Electrodynamics By Luis de la Peña, Ana María Cetto (auth.)
1996 | 512 Pages | ISBN: 9048146461 | PDF | 14 MB
In spite of the impressive predictive power and strong mathematical structure of quantum mechanics, the theory has always suffered from important conceptual problems. Some of these have never been solved. Motivated by this state of affairs, a number of physicists have worked together for over thirty years to develop stochastic electrodynamics, a physical theory aimed at finding a conceptually satisfactory, realistic explanation of quantum phenomena. This is the first book to present a comprehensive review of stochastic electrodynamics, from its origins to present-day developments. After a general introduction for the non-specialist, a critical discussion is presented of the main results of the theory as well as of the major problems encountered. A chapter on stochastic optics and some interesting consequences for local realism and the Bell inequalities is included. In the final chapters the authors propose and develop a new version of the theory that brings it in closer correspondence with quantum mechanics and sheds some light on the wave aspects of matter and the linkage with quantum electrodynamics. Audience: The volume will be of interest to scholars and postgraduate students of theoretical and mathematical physics, foundations and philosophy of physics, and teachers of theoretical physics and quantum mechanics, electromagnetic theory, and statistical physics (stochastic processes).

Free Download Stochastic Models in Geosystems By Keiiti Aki (auth.), Stanislav A. Molchanov, Wojbor A. Woyczynski (eds.)
1996 | 492 Pages | ISBN: 1461385024 | PDF | 12 MB
This IMA Volume in Mathematics and its Applications STOCHASTIC MODELS IN GEOSYSTEMS is based on the proceedings of a workshop with the same title and was an integral part of the 1993-94 IMA program on "Emerging Applications of Probability." We would like to thank Stanislav A. Molchanov and Wojbor A. Woyczynski for their hard work in organizing this meeting and in edit ing the proceedings. We also take this opportunity to thank the National Science Foundation, the Office of N aval Research, the Army Research Of fice, and the National Security Agency, whose financial support made this workshop possible. A vner Friedman Willard Miller, Jr. v PREFACE A workshop on Stochastic Models in Geosystems was held during the week of May 16, 1994 at the Institute for Mathematics and Its Applica tions at the University of Minnesota. It was part of the Special Year on Emerging Applications of Prob ability program put together by an organiz ing committee chaired by J. Michael Steele. The invited speakers represented a broad interdisciplinary spectrum including mathematics, statistics, physics, geophysics, astrophysics, atmo spheric physics, fluid mechanics, seismology, and oceanography. The com mon underlying theme was stochastic modeling of geophysical phenomena and papers appearing in this volume reflect a number of research directions that are currently pursued in these areas.

Free Download p-Adic Analysis
by W. A. Zúñiga-Galindo
English | 2025 | ISBN: 311157833X | 162 pages | True PDF EPUB | 27.45 MB

Free Download Stochastic Programming By András Prékopa (auth.)
1995 | 600 Pages | ISBN: 904814552X | PDF | 14 MB
Stochastic programming – the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques – lies at the intersection of statistics and mathematical programming. The book StochasticProgramming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc. Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.

Free Download Stochastic Processes: General Theory By M. M. Rao (auth.)
1995 | 628 Pages | ISBN: 1441947493 | PDF | 22 MB
Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author’s Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.

Free Download Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, 1993 By Robert Aebi (auth.), Erwin Bolthausen, Marco Dozzi, Francesco Russo (eds.)
1995 | 394 Pages | ISBN: 3034870280 | PDF | 9 MB
Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.

Free Download Notes on Consumption Theory: Deterministic and Stochastic Dynamic Models (Classroom Companion: Economics) by Giuseppe Travaglini, Giorgio Calcagnini, Alessandro Bellocchi
English | April 5, 2024 | ISBN: 3031549856 | 161 pages | MOBI | 17 Mb
This textbook offers a compact, yet formal, synthesis of the broad field of consumption theory. Written in a coherent and accessible way, this book introduces graduate and postgraduate students to dynamic optimization applied to consumption under certainty and uncertainty, in discrete and continuous time. Delving into deterministic and stochastic models, including the use of Brownian motions, the book offers a deeper understanding of consumption decisions and their impact on asset pricing and investment in partial and general equilibrium.

Free Download Stochastic Networks By J. G. Dai, John H. Vande Vate (auth.), Paul Glasserman, Karl Sigman, David D. Yao (eds.)
1996 | 298 Pages | ISBN: 0387948287 | PDF | 10 MB
Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events – roughly, the former deals with the typical behavior of networks, and the latter with significant atypical behavior. Both are classical topics, of interest since the early days of queueing theory, that have experienced renewed interest mo tivated by new applications to emerging technologies. For example, new stability issues arise in the scheduling of multiple job classes in semiconduc tor manufacturing, the so-called "re-entrant lines;" and a prominent need for studying rare events is associated with the design of telecommunication systems using the new ATM (asynchronous transfer mode) technology so as to guarantee quality of service. The objective of this volume is hence to present a sample – by no means comprehensive – of recent research problems, methodologies, and results in these two exciting and burgeoning areas. The volume is organized in two parts, with the first part focusing on stability, and the second part on rare events. But it is impossible to draw sharp boundaries in a healthy field, and inevitably some articles touch on both issues and several develop links with other areas as well. Part I is concerned with the issue of stability in queueing networks.

Free Download Stochastic Modelling in Physical Oceanography By Andrew F. Bennett (auth.), Robert J. Adler, Peter Müller, Boris L. Rozovskii (eds.)
1996 | 466 Pages | ISBN: 1461275334 | PDF | 28 MB
The study of the ocean is almost as old as the history of mankind itself. When the first seafarers set out in their primitive ships they had to understand, as best they could, tides and currents, eddies and vortices, for lack of understanding often led to loss of live. These primitive oceanographers were, of course, primarily statisticians. They collected what empirical data they could, and passed it down, ini tially by word of mouth, to their descendants. Data collection continued throughout the millenia, and although data bases became larger, more re liable, and better codified, it was not really until surprisingly recently that mankind began to try to understand the physics behind these data, and, shortly afterwards, to attempt to model it. The basic modelling tool of physical oceanography is, today, the partial differential equation. Somehow, we all ‘know" that if only we could find the right set of equations, with the right initial and boundary conditions, then we could solve the mysteries of ocean dynamics once and for all.