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Stochastic differential equations : basics and applications /
"In this collection, the authors begin by introducing a methodology for examining continuous-time Ornstein-Uhlenbech family processes defined by stochastic differential equations (SDEs). Additionally, a study is presented introducing the mathematics of mixed effect parameters in univariate and...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hauppauge, New York :
Nova Science Publishers Inc.,
[2018]
|
| Colección: | Mathematics research developments
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 003 | OCoLC | ||
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| 008 | 180728s2018 nyu ob 001 0 eng | ||
| 010 | |a 2018036209 | ||
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| 020 | |a 9781536138108 |q ) | ||
| 020 | |a 153613810X | ||
| 020 | |z 9781536138092 |q (softcover) | ||
| 035 | |a (OCoLC)1047575639 |z (OCoLC)1100944339 | ||
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| 245 | 0 | 0 | |a Stochastic differential equations : |b basics and applications / |c editor: Tony G. Deangelo. |
| 264 | 1 | |a Hauppauge, New York : |b Nova Science Publishers Inc., |c [2018] | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 0 | |a Mathematics research developments | |
| 520 | |a "In this collection, the authors begin by introducing a methodology for examining continuous-time Ornstein-Uhlenbech family processes defined by stochastic differential equations (SDEs). Additionally, a study is presented introducing the mathematics of mixed effect parameters in univariate and bivariate SDEs and describing how such a model can be used to aid our understanding of growth processes using real world datasets. Results and experience from applying the concepts and techniques in an extensive individual tree and stand growth modeling program in Lithuania are described as examples. Next, the authors present a review paper on J-calculus, as well as a contributed paper which displays some new results on the topic and deepens some special properties in relation with non-differentiability of functions. Following this, this book develops the general framework to be used in our papers [2, 9, 8]. The starting point for the discussion will be the standard risk-sensitive structures, and how constructions of this kind can be given a rigorous treatment. The risk-sensitive optimal control is also investigated by using the extending part of this of problem of backward stochastic equation. In the closing article, the authors note that the square of an O-U process is the Cox-Ingersoll-Ross process used as a model for volatility in finance. The filtered form of the original hazard rate based on this new observation is also studied. If the difference between the original hazard rate and the filtered one is not significant, then the person is not affected by the new frailty"-- |c Provided by publisher. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Univariate and bivariate diffusion models : computational aspects and applications to forestry / Petras Rupys -- Towards a new class of pseudo-stochastic differential equations driven by the Weierstrass function / Guy Jumarie -- The use of Girsanov's Theorem to describe the risk-sensitive problem and application to optimal control / Adel Chala, Dahbia Hafayeda, and Rania Khallout -- Hazard rate under frailty / V. Mandrekar and U.V. Naik-Nimbalkar. | |
| 588 | 0 | |a Print version record and CIP data provided by publisher. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Stochastic differential equations. | |
| 650 | 6 | |a Équations différentielles stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Stochastic differential equations. |2 fast |0 (OCoLC)fst01133506 | |
| 700 | 1 | |a Deangelo, Tony G., |e editor. | |
| 776 | 0 | 8 | |i Print version: |t Stochastic differential equations. |d Hauppauge, New York : Nova Science Publishers Inc., [2018] |z 9781536138092 |w (DLC) 2018025730 |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1879398 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH34990243 | ||
| 938 | |a EBSCOhost |b EBSC |n 1879398 | ||
| 938 | |a YBP Library Services |b YANK |n 15674187 | ||
| 994 | |a 92 |b IZTAP | ||