Ditemukan 143 dokumen yang sesuai dengan query
Chin, Eric, 1971-, author
Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in financ...
Hoboken, New Jersey: John Wiley & Sons, 2014
332.015 CHI p (1)
Buku Teks Universitas Indonesia Library
Lifshits, Mikhail, author
This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes.
Next, it illustrates...
New Jersey: WSPC, 2014
519.2 LIF r
Buku Teks Universitas Indonesia Library
Azizi, Aydin, author
This book provides a concise introduction to the behavior of mechanical structures and testing their stochastic stability under the influence of noise. It explains the physical effects of noise and in particular the concept of Gaussian white noise. In closing, the book explains how to model the effects of noise...
Singapore: Springer Nature, 2019
e20507556
eBooks Universitas Indonesia Library
Shu-Jun, Liu, author
This book treats methods inspired by attempts to understand the seemingly non-mathematical question of bacterial chemotaxis and their application in other environments. The text presents significant generalizations on existing stochastic averaging theory developed from scratch and necessitated by the need to avoid violation of previous theoretical assumptions by algorithms which...
London: Springer-Verlag, 2012
e20418747
eBooks Universitas Indonesia Library
Schaffler, Stefan, author
This self-contained monograph presents a new stochastic approach to global optimization problems arising in a variety of disciplines including mathematics, operations research, engineering, and economics. The volume deals with constrained and unconstrained problems and puts a special emphasis on large scale problems. It also introduces a new unified concept for...
New York: [Springer, ], 2012
e20419659
eBooks Universitas Indonesia Library
Ito, Kiyosi, author
A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces...
Philadelphia: Society for Industrial and Applied Mathematics, 2002
e20450769
eBooks Universitas Indonesia Library
Adinda Yuanita, author
ABSTRAK
Optimalisasi Stokastik Tindakan Pencegahan Resiko Rantai Suplai-Sebuah Metodologi untuk Meningkatkan Ketahanan Suplai Bahan Bakar Minyak Bersubsidi di Indonesia. Metode berdasarkan simulasi Monte Carlo untuk opimasi stokastik pada penilaian risiko diperlukan untuk menyelesaikan masalah kompleks di dalam jaminan ketersediaan bahan bakar bersubsidi di Indonesia.Untuk mengatasi kendala distribusi BBM bersubsidi di Indonesia...
2017
D2286
UI - Disertasi Membership Universitas Indonesia Library
Munzilir Rohmah, author
ABSTRAK
Model matematika penyebaran dan penanggulangan penyakit flu dengan
pendekatan persamaan diferensial stokastik (PDS) yang dibangun dari model
deterministik epidemi SIS dibahas dalam skripsi ini. Model PDS dikonstruksi
dengan cara menambahkan gangguan pada parameter laju kontak sukses infeksi.
Selanjutnya, kajian analitik untuk memperoleh ambang batas stokastik 0
dilakukan dan dikaitkan dengan kondisi kepunahan dan kebertahanan dari
banyaknya...
2016
S65133
UI - Skripsi Membership Universitas Indonesia Library
Clarissa Nethania, author
Tingkat mortalitas merupakan komponen penting dalam analisis kesehatan masyarakat yang diperlukan oleh banyak institusi seperti pemerintah, organisasi kesehatan, hingga perusahaan asuransi. Akan tetapi, data tingkat mortalitas merupakan data yang terus berubah seiring berjalannya waktu sehingga dibutuhkan peramalan tingkat mortalitas. Untuk melakukan peramalan tingkat mortalitas, diperlukan kesesuaian dari berbagai metode dan model...
Depok: Fakultas Matematika Dan Ilmu Pengetahuan Alam Universitas Indonesia, 2023
S-pdf
UI - Skripsi Membership Universitas Indonesia Library
Tobing, Michelle Yeremia, author
ABSTRAK
Asuransi jiwa merupakan salah satu dari banyak pilihan bagi orang-orang yang mengkhawatirkan ketidakpastian masa depan mereka, karena asuransi jiwa dirancang untuk melindungi terhadap dampak keuangan serius yang diakibatkan oleh kematian seseorang. Variasi penting dari asuransi jiwa tunggal adalah asuransi jiwa survivorship yang mencakup dua atau lebih individu. Di bawah kontrak...
2018
S-Pdf
UI - Skripsi Membership Universitas Indonesia Library
