Ditemukan 44 dokumen yang sesuai dengan query
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
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,...
Berlin: Springer, 2012
e20425391
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
Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With...
New York: [Springer, ], 2012
e20419051
eBooks Universitas Indonesia Library
Rao, B.L.S. Prakasa, author
This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in...
Basel: [Springer , ], 2012
e20419277
eBooks Universitas Indonesia Library
Dragomir, Silvestru Sever, author
The main aim of this book is to present recent results concerning inequalities of the Jensen, Čebyšev and Grüss type for continuous functions of bounded selfadjoint operators on complex Hilbert spaces. This text introduces the reader to the fundamental results for polynomials in a linear operator, continuous functions of selfadjoint...
New York: [Springer, ], 2012
e20419388
eBooks Universitas Indonesia Library
Oskowski, Adam, author
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables...
Basel: [Springer, ], 2012
e20419468
eBooks Universitas Indonesia Library
Koller, Michael, author
The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means of Markov chains. Two chapters covering ALM and abstract valuation concepts on the background of Solvency II...
Berlin: [Springer-Verlag, ], 2012
e20419585
eBooks Universitas Indonesia Library
Chirikjian, Gregory S., author
The emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Volume 2 builds on the fundamentals presented in Volume 1, delving deeper into relationships among stochastic geometry, geometric aspects of the theory of communications and coding, multivariate...
New York: [Springer Science, ], 2012
e20419587
eBooks Universitas Indonesia Library
Komorowski, Tomasz, author
The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization...
Berlin: Springer, 2012
e20420430
eBooks Universitas Indonesia Library
