Categories
Technical
-- Database/SQL
-- Multimedia
-- Internet/Networking
-- Operating System
-- Programming
-- Security/Hacking
-- Science/Engineering
-- Web/HTML/CSS/Ajax
-- Unix/Linux
-- Windows
-- Mac OS X
-- Office
-- Perl/PHP/Python
-- C/C++/C#
-- .NET
-- Java
-- Hardware
-- Game Development
-- Embedded Systems
-- Graphics and Design
-- Network Programming
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
-- Database/SQL
-- Multimedia
-- Internet/Networking
-- Operating System
-- Programming
-- Security/Hacking
-- Science/Engineering
-- Web/HTML/CSS/Ajax
-- Unix/Linux
-- Windows
-- Mac OS X
-- Office
-- Perl/PHP/Python
-- C/C++/C#
-- .NET
-- Java
-- Hardware
-- Game Development
-- Embedded Systems
-- Graphics and Design
-- Network Programming
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-06
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Longobardi
olympiques
密码
faller
Ciro
Imam
Parasite
Wiesemann
Cowards
Peopling
Dilemmes
Milanes
Eaglin
promo
abundancia
IPAs
fpga
Dimca
Uchebnyj
Teor
Concoctions
Acquired
Lupo
LogiSales
SAMPLER
Dalla
Flaxman
Ridicule
hubbard
Delavier
Disarmament
Donnerer
topos
李商隐
Poling
britanniques
Irelands
Jette
Nuklear
Exciting
Cytological
SuSE
Angier
Frisson
Spel
Augenblick
TOLSTOJ
Congressman
Baddest
Mafiakind
Newest
Science/Engineering Statistical Mechanics, Third Edition
Science/Engineering Essentials of Toxic Chemical Risk: Science and Society
Science/Engineering Telefoncoaching: So machen Sie aus Ihren Mitarbeitern Telefonprofis
Science/Engineering Wireless Communications (Wiley - IEEE)
Science/Engineering Posttraumatische Belastungsstörungen (German Edition)
Science/Engineering Lernplattformen in Schulen: Ansätze für E-Learning und Blended Learning in Präsenzklassen (1 Auflage)
Science/Engineering Stochastik für Einsteiger: Eine Einführung in die faszinierende Welt des Zufalls. Mit über 220 Übungsaufgaben und Lösungen {Repost}
Science/Engineering Testtheorie und Fragebogenkonstruktion (Springer-Lehrbuch)
Science/Engineering Centrifugal Pumps, 2nd Edition
Science/Engineering Computational Intelligence for Modelling and Prediction (Studies in Computational Intelligence) 1 edition {Repost}
Science/Engineering Networks, Crowds, and Markets: Reasoning About a Highly Connected World {repost}
Science/Engineering Introduction to Biophotonics (repost)
Science/Engineering The Art and Science of Psychotherapy (repost)
Science/Engineering Advances in Chemical Physics - Volume 15: Stochastic Processes in Chemical Physics
Science/Engineering "Emulsion Science: Basic Principles" (repost)
Science/Engineering Elementary Principles of Chemical Processes 3rd edition
Science/Engineering Boundary Element Analysis (repost)
Science/Engineering Collection of books on physics 2
Science/Engineering A Practical Handbook of Preparative HPLC by Donald A. Wellings (Repost)
Science/Engineering Reviews of Environmental Contamination and Toxicology 184 by George W. Ware
Science/Engineering Essentials of Toxic Chemical Risk: Science and Society
Science/Engineering Telefoncoaching: So machen Sie aus Ihren Mitarbeitern Telefonprofis
Science/Engineering Wireless Communications (Wiley - IEEE)
Science/Engineering Posttraumatische Belastungsstörungen (German Edition)
Science/Engineering Lernplattformen in Schulen: Ansätze für E-Learning und Blended Learning in Präsenzklassen (1 Auflage)
Science/Engineering Stochastik für Einsteiger: Eine Einführung in die faszinierende Welt des Zufalls. Mit über 220 Übungsaufgaben und Lösungen {Repost}
Science/Engineering Testtheorie und Fragebogenkonstruktion (Springer-Lehrbuch)
Science/Engineering Centrifugal Pumps, 2nd Edition
Science/Engineering Computational Intelligence for Modelling and Prediction (Studies in Computational Intelligence) 1 edition {Repost}
Science/Engineering Networks, Crowds, and Markets: Reasoning About a Highly Connected World {repost}
Science/Engineering Introduction to Biophotonics (repost)
Science/Engineering The Art and Science of Psychotherapy (repost)
Science/Engineering Advances in Chemical Physics - Volume 15: Stochastic Processes in Chemical Physics
Science/Engineering "Emulsion Science: Basic Principles" (repost)
Science/Engineering Elementary Principles of Chemical Processes 3rd edition
Science/Engineering Boundary Element Analysis (repost)
Science/Engineering Collection of books on physics 2
Science/Engineering A Practical Handbook of Preparative HPLC by Donald A. Wellings (Repost)
Science/Engineering Reviews of Environmental Contamination and Toxicology 184 by George W. Ware
Useful Links
Science/Engineering Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation
Posted on 2010-03-16
|
More Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation (Advances in Design and Control): Floyd B. Hanson This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump-diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems. The book emphasizes modeling and problem solving and presents sample applications in financial engineering and biomedical modeling. Computational and analytic exercises and examples are included throughout. While classical applied mathematics is used in most of the chapters to set up systematic derivations and essential proofs, the final chapter bridges the gap between the applied and the abstract worlds to give readers an understanding of the more abstract literature on jump-diffusions. An additional 160 pages of online appendices are available on a Web page that supplements the book. Audience This book is written for graduate students in science and engineering who seek to construct models for scientific applications subject to uncertain environments. Mathematical modelers and researchers in applied mathematics, computational science, and engineering will also find it useful, as will practitioners of financial engineering who need fast and efficient solutions to stochastic problems. Contents List of Figures; List of Tables; Preface; Chapter 1. Stochastic Jump and Diffusion Processes: Introduction; Chapter 2. Stochastic Integration for Diffusions; Chapter 3. Stochastic Integration for Jumps; Chapter 4. Stochastic Calculus for Jump-Diffusions: Elementary SDEs; Chapter 5. Stochastic Calculus for General Markov SDEs: Space-Time Poisson, State-Dependent Noise, and Multidimensions; Chapter 6. Stochastic Optimal Control: Stochastic Dynamic Programming; Chapter 7. Kolmogorov Forward and Backward Equations and Their Applications; Chapter 8. Computational Stochastic Control Methods; Chapter 9. Stochastic Simulations; Chapter 10. Applications in Financial Engineering; Chapter 11. Applications in Mathematical Biology and Medicine; Chapter 12. Applied Guide to Abstract Theory of Stochastic Processes; Bibliography; Index; A. Online Appendix: Deterministic Optimal Control; B. Online Appendix: Preliminaries in Probability and Analysis; C. Online Appendix: MATLAB Programs Book Description This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science. It emphasises modelling and problem solving, and presents sample applications in financial engineering and biomedical modelling. Contains computational and analytic exercises and examples, with appendices provided on a supplementary Web page. Download Link (Download)
Rating:
2.5 out of 5 by Book123 |
Download Links | |
Server | Status |
---|---|
Direct Download Link 1 | Alive |
Direct Download Link 2 | Alive |
Download Link (Download Mirror) | Alive |
Buy This Book at Best Price >> |
Like this article?! Give us +1: