Ditemukan 89 dokumen yang sesuai dengan query
Deuschel, Jean-Dominique, editor
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This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research, some of them include review aspects and summarize the state-of-the-art on topical issues, one focal point is the parabolic Anderson model, which ...
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Berlin: [Springer, ], 2012
e20419829
eBooks Universitas Indonesia Library
Durrett, Richard
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This book is covers Markov chains in discrete and continuous time, poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. There are many new examples and problems with solutions that use the TI-83. Some material that was too advanced for the level has been eliminated ...
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New York: Springer, 2012
e20420355
eBooks Universitas Indonesia Library
Roberts, A. J.
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Modern financial mathematics relies on the theory of random processes in time, reflecting the erratic fluctuations in financial markets.This book introduces the fascinating area of financial mathematics and its calculus in an accessible manner geared toward undergraduate students. Using little high-level mathematics, the author presents the basic methods for evaluating financial options and building financial simulations ...
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Philadelphia: Society for Industrial and Applied Mathematics, 2009
e20450758
eBooks Universitas Indonesia Library
Stein, Jerome L.
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[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 analyzes SOC in relation to the 2008 U.S. financial crisis, and offers a detailed framework depicting why such a methodology is best suited for reducing ...
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New York: [Springer, ], 2012
e20397304
eBooks Universitas Indonesia Library
New York: Marcel Dekker, 1992
510 NOR a
Buku Teks Universitas Indonesia Library
Durrett, Richard, 1951-.
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uilding upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large ...
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Switzerland : Springer , 2016
519.23 DUR e
Buku Teks Universitas Indonesia Library
Tuckwell, Henry C.
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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 ...
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Philadelphia: Society for Industrial and Applied Mathematics, 1989
e20448593
eBooks Universitas Indonesia Library
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This book covers the history and recent developments of stochastic computing. Stochastic computing (SC) was first introduced in the 1960s for logic circuit design, but its origin can be traced back to von Neumanns work on probabilistic logic. In SC, real numbers are encoded by random binary bit streams, and information is carried on the statistics of the binary streams. SC offers advantages such as hardware simplicity and fault tolerance. Its promise in data processing ...
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Switzerland: Springer Nature, 2019
e20509735
eBooks Universitas Indonesia Library
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This volume sharpens our picture of the applications of conformal invariance, introducing non-local observables such as loops and interfaces before explaining how they arise in specific physical contexts. It then shows how to use conformal invariance to determine their properties. Moving on to cover key conceptual developments in conformal invariance, the book devotes much of its space to stochastic Loewner evolution (SLE), detailing SLE’s conceptual foundations as well as extensive numerical tests. The chapters then ...
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Berlin: Springer, 2012
e20425391
eBooks Universitas Indonesia Library
