BROWNIAN MOTION AND STOCHASTIC CALCULUS / ioannis karatzas

Public ISBD Titre : BROWNIAN MOTION AND STOCHASTIC CALCULUS Type de document : texte imprimé Auteurs : ioannis karatzas ; steven e. shreve Mention d'édition : second edition Editeur : Berlin : Springer Année de publication : 1997 Importance : 470p. Format : 24cm. ISBN/ISSN/EAN : 978-0-387-97655-6 Note générale : index Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises. BROWNIAN MOTION AND STOCHASTIC CALCULUS [texte imprimé] / ioannis karatzas ; steven e. shreve  . -  second edition . - Berlin : Springer, 1997 . - 470p. ; 24cm. ISBN : 978-0-387-97655-6 index Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises.

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COMPLEX MANIFOLDS / s. r. bell

Public ISBD Titre : COMPLEX MANIFOLDS Type de document : texte imprimé Auteurs : s. r. bell Editeur : Berlin : Springer Année de publication : 1991 Collection : Springer series in statistics Importance : 310 p. Format : 24 cm. ISBN/ISSN/EAN : 978-3-540-62995-5 Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : 1-proper holomorphic mappings of complex spaces 2-an overview of recent advances in hodje theory 3-actions of groups of holomorphic transformations 4-stable bundles,instantons and c -structures on algebraic surfaces 5-the theory of teichmuller spaces , aview towards moduli spaces of kahler manifolds. COMPLEX MANIFOLDS [texte imprimé] / s. r. bell . - Berlin : Springer, 1991 . - 310 p. ; 24 cm.. - (Springer series in statistics) . ISBN : 978-3-540-62995-5 Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : 1-proper holomorphic mappings of complex spaces 2-an overview of recent advances in hodje theory 3-actions of groups of holomorphic transformations 4-stable bundles,instantons and c -structures on algebraic surfaces 5-the theory of teichmuller spaces , aview towards moduli spaces of kahler manifolds.

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COURS DE RECHERCHE OPERATIONNELLE / arnaud henry- labordere

Public ISBD Titre : COURS DE RECHERCHE OPERATIONNELLE Type de document : texte imprimé Auteurs : arnaud henry- labordere Editeur : Berlin : Springer Année de publication : 1997 Importance : 218p. Format : 24cm. ISBN/ISSN/EAN : 978-2-85978-240-5 Note générale : index Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : n this introductory textbook, a revised and extended version of well-known lectures by L. H”rmander from 1986, four chapters are devoted to weak solutions of systems of conservation laws. Apart from that the book only studies classical solutions. Two chapters concern the existence of global solutions or estimates of the lifespan for solutions of nonlinear perturbations of the wave or Klein-Gordon equation with small initial data. Four chapters are devoted to microanalysis of the singularities of the solutions. This part assumes some familiarity with pseudodifferential operators which are standard in the theory of linear differential operators, but the extension to the more exotic classes of operators needed in the nonlinear theory is presented in complete detail COURS DE RECHERCHE OPERATIONNELLE [texte imprimé] / arnaud henry- labordere . - Berlin : Springer, 1997 . - 218p. ; 24cm. ISBN : 978-2-85978-240-5 index Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : n this introductory textbook, a revised and extended version of well-known lectures by L. H”rmander from 1986, four chapters are devoted to weak solutions of systems of conservation laws. Apart from that the book only studies classical solutions. Two chapters concern the existence of global solutions or estimates of the lifespan for solutions of nonlinear perturbations of the wave or Klein-Gordon equation with small initial data. Four chapters are devoted to microanalysis of the singularities of the solutions. This part assumes some familiarity with pseudodifferential operators which are standard in the theory of linear differential operators, but the extension to the more exotic classes of operators needed in the nonlinear theory is presented in complete detail

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EXPERIMENTAL STOCHASTICS / otto moeschlin

Public ISBD Titre : EXPERIMENTAL STOCHASTICS Type de document : texte imprimé Auteurs : otto moeschlin Editeur : Berlin : Springer Année de publication : 1991 Importance : 206p. Format : 24cm. ISBN/ISSN/EAN : 978-3-540-14619-3 Note générale : index Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : This electronic monograph deals with the generating and testing of artificial random numbers and demonstrates their applications in practice. Artificial random experiments allow to treat a large variety of problems. The software is organized according to areas of subjects: artificial randomness, stochastic models, stochastic processes, evaluation of statistical methods. The examples chosen range from the control of traffic lights at road bottlenecks to Maxwell's law on the velocity distribution of gases. The presentation of the material is done via appropriate computer visualization, and the theory behind the experiments is given in both the electronic component and the accompanying booklet. This product, presenting many well-prepared simulations, will be very useful for instructional purposes. EXPERIMENTAL STOCHASTICS [texte imprimé] / otto moeschlin . - Berlin : Springer, 1991 . - 206p. ; 24cm. ISBN : 978-3-540-14619-3 index Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : This electronic monograph deals with the generating and testing of artificial random numbers and demonstrates their applications in practice. Artificial random experiments allow to treat a large variety of problems. The software is organized according to areas of subjects: artificial randomness, stochastic models, stochastic processes, evaluation of statistical methods. The examples chosen range from the control of traffic lights at road bottlenecks to Maxwell's law on the velocity distribution of gases. The presentation of the material is done via appropriate computer visualization, and the theory behind the experiments is given in both the electronic component and the accompanying booklet. This product, presenting many well-prepared simulations, will be very useful for instructional purposes.

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EXPONENTIAL FAMILIES OF STOCHASTIC PROCESSES / uwe kuchler

Public ISBD Titre : EXPONENTIAL FAMILIES OF STOCHASTIC PROCESSES Type de document : texte imprimé Auteurs : uwe kuchler Editeur : Berlin : Springer Année de publication : 1991 Collection : Springer series in statistics ISBN/ISSN/EAN : 978-0-387-94981-9 Note générale : Index Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : 1-introduction 2-natural exponential families of lèvy processes 3-definitions and examples 4-first properties 5-random time transformations 6-exponential families of markov processes 7-the envelope families 8-likelihood theory 9-linear stochastic differential equations with time delay 10-sequential methods 11-the semimartingale approach 12-alternative definitions. EXPONENTIAL FAMILIES OF STOCHASTIC PROCESSES [texte imprimé] / uwe kuchler . - Berlin : Springer, 1991. - (Springer series in statistics) . ISBN : 978-0-387-94981-9 Index Langues : Anglais (eng) Langues originales : Anglais (eng) Résumé : 1-introduction 2-natural exponential families of lèvy processes 3-definitions and examples 4-first properties 5-random time transformations 6-exponential families of markov processes 7-the envelope families 8-likelihood theory 9-linear stochastic differential equations with time delay 10-sequential methods 11-the semimartingale approach 12-alternative definitions.

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Gauge field theory and complex geometry / Yuri I. Manin

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Magnetism / Joachim Stohr

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Mathematical foundation of turbulent viscous flows / Centro internazionale matematico estivo, Session

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NUMBERS AND GEOMETRY / john stillwell

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Scientific computing with MATLAB and Octave / Alfio Quarteroni

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Solving problems in scientific computing using Maple and MATLAB / Walter Gander

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