Ditemukan 44 dokumen yang sesuai dengan query
Stein, Jerome L., author
[Stochastic Optimal Control (SOC), a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly helpful to understanding and predicting debt crises and evaluating proposed financial regulation and risk management. Stochastic Optimal Control and the U.S. Financial Debt Crisis...
New York: [Springer, ], 2012
e20397304
eBooks Universitas Indonesia Library
King, Alan J., author
While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as...
New York: [, Springer], 2012
e20418916
eBooks Universitas Indonesia Library
Chen, Jie, author
This book offers in-depth study of the change point problem, and an examination of change point analysis of common statistical models. Change point problems are encountered in economics, finance, medicine, signal processing, and geology, to mention a fe...
New York: [, Springer], 2012
e20418952
eBooks Universitas Indonesia Library
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility,...
Berlin: [Springer-Verlag, ], 2012
e20419048
eBooks Universitas Indonesia Library
This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. This volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information...
New York: [Springer, ], 2012
e20419174
eBooks Universitas Indonesia Library
Schuss, Zeev, author
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density....
New York: [Springer, ], 2012
e20419201
eBooks Universitas Indonesia Library
Paulo Eduardo, Oliveira, author
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many...
Berlin: [Springer-Verlag, ], 2012
e20419281
eBooks Universitas Indonesia Library
Zili, Mounir, editor
Selected 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...
Berlin: [Springer-Verlag, ], 2012
e20419577
eBooks Universitas Indonesia Library
Carmona, Rene A., editor
Based on presentations given at the workshop Numerical methods in finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical...
Berlin: [Springer, ], 2012
e20419967
eBooks Universitas Indonesia Library
Tuckwell, Henry C., author
This monograph is centered on quantitative analysis of nerve-cell behavior. The work is foundational, with many higher order problems still remaining, especially in connection with neural networks. Thoroughly addressed topics include stochastic problems in neurobiology, and the treatment of the theory of related Markov processes...
Philadelphia: Society for Industrial and Applied Mathematics, 1989
e20448593
eBooks Universitas Indonesia Library
