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Ditemukan 88 dokumen yang sesuai dengan query

Capasso, Vincenzo, author

An introduction to continuous-time stochastic processes: theory, models, and applications to finance, biology, and medicine

[This book is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. This textbook, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic...

Boston: [Springer, ], 2012

e20395147

eBooks Universitas Indonesia Library

Shiryaev, Albert N., author

Problems in probability

Problems in probability comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Many problems contain helpful hints and other relevant comments and a portion of the material covers some important applications from optimal control and mathematical finance. Readers of diverse backgrounds-from students to...

New York: [Springer, ], 2012

e20419564

eBooks Universitas Indonesia Library

Freidlin, Mark I., author

Random perturbations of dynamical systems

Most of the results are closely connected with PDEs, and the authors' approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDEs...

Berlin: [Springer, ], 2012

e20419899

eBooks Universitas Indonesia Library

Sulistyoweni Widanarko, author

Pengembangan model pembelajaran Bidang Ilmu Teknik Mesin dalam upaya peningkatan efektivitas dan efisiensi Pendidikan Tinggi

Kemampuan berkomunikasi, merencanakan dan merancang, serta kode etik profesi yang diamati oleh beberapa industriawan terhadap lulusan S1 baru bidang Teknik Mesin masih lemah. Oleh karenanya untuk meningkatkan kualitas lulusan dan memperkecil kesenjangan antara kebutuhan perguruan tinggi dan dunia kerja, perlu dilakukan perbaikan kurikulum dan strategi pembelajarannya. Tujuan penelitian ini adalah...

Depok: Fakultas Teknik Universitas Indonesia, 1999

LP-pdf

UI - Laporan Penelitian Universitas Indonesia Library

Fathin Chamama, author

Model katastrofe cusp stokastik pada krisis pasar saham = Stochastic cusp catastrophe model on stock market crash

Teori katastrofe menjelaskan bahwa perubahan kecil (smooth change) pada suatu parameter akan menyebabkan rusaknya kestabilan dan menimbulkan perubahan perilaku sistem yang drastis secara tiba-tiba. Dengan menggunakan kalkulus stokastik, fungsi delta Dirac, transformasi Fourier terhadap fungsi karakteristik serta persamaan Fokker-Planck, dapat dijelaskan hubungan antara model katastrofe cusp stokastik dengan suatu fungsi...

Depok: Universitas Indonesia, 2012

T31277

UI - Tesis Open Universitas Indonesia Library