Language: English
Published by World Scientific Publishing Co Pte Ltd, 2006
ISBN 10: 9812563717 ISBN 13: 9789812563712
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Fair. Volume 4. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1050grams, ISBN:9789812563712.
Language: English
Published by Birkhauser Verlag AG, Pisa, 2004
ISBN 10: 8876421319 ISBN 13: 9788876421310
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condition: new. Paperback. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by Edizioni della Normale, 1996
ISBN 10: 8876422420 ISBN 13: 9788876422423
Seller: California Books, Miami, FL, U.S.A.
Condition: New.
Language: English
Published by Edizioni della Normale, 2013
ISBN 10: 8876421319 ISBN 13: 9788876421310
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 126 pages. 9.25x6.50x0.50 inches. In Stock.
Language: English
Published by Birkhauser Verlag AG, Pisa, 1996
ISBN 10: 8876422420 ISBN 13: 9788876422423
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condition: new. Paperback. Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The aim of these notes is to give a self-contained introduction to this theory and its applications. Our intention was to give a global and mathematically precise picture of the subject and present well motivated examples. We cover systems with complete or partial information as well as with complete or partial observation. We have tried to present in a unified way several topics such as dynamic programming equations, stopping problems, stabilization, Kalman-Bucy filter, linear regulator, adaptive control and option pricing. The notes discuss a large variety of models rather than concentrate on general existence theorems. Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. We cover systems with complete or partial information as well as with complete or partial observation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by World Scientific Publishing Comp, 2005
ISBN 10: 9812563717 ISBN 13: 9789812563712
Seller: suffolkbooks, Center moriches, NY, U.S.A.
hardcover. Condition: Very Good. Fast Shipping - Safe and Secure 7 days a week!
Seller: Books Puddle, New York, NY, U.S.A.
Condition: Used.
Language: English
Published by Secaucus, New Jersey, U.S.A.: Birkhauser, 1995
ISBN 10: 0817636455 ISBN 13: 9780817636456
Seller: Jackson Street Booksellers, Omaha, NE, U.S.A.
Hardcover. Condition: Near Fine. No Jacket. 2nd Edition. Near Fine in Hardcover. 2nd Printing with Corrections. 260pp 8vo. Green spine with white titles.
Seller: Majestic Books, Hounslow, United Kingdom
Condition: Used.
Language: English
Published by Edizioni della Normale, 1996
ISBN 10: 8876422420 ISBN 13: 9788876422423
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Condition: New. 1996. 1996th Edition. paperback. . . . . .
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 185 pages. 9.25x6.50x0.75 inches. In Stock.
Language: English
Published by Edizioni della Normale, 1996
ISBN 10: 8876422420 ISBN 13: 9788876422423
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Condition: New. 1996. 1996th Edition. paperback. . . . . . Books ship from the US and Ireland.
Language: English
Published by Birkhauser Verlag AG, Pisa, 2004
ISBN 10: 8876421319 ISBN 13: 9788876421310
Seller: AussieBookSeller, Truganina, VIC, Australia
Paperback. Condition: new. Paperback. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Condition: New.
Seller: BargainBookStores, Grand Rapids, MI, U.S.A.
Paperback or Softback. Condition: New. Mathematical Control Theory: An Introduction. Book.
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Language: English
Published by Birkhauser Verlag AG, Pisa, 2004
ISBN 10: 8876421319 ISBN 13: 9788876421310
Seller: CitiRetail, Stevenage, United Kingdom
Paperback. Condition: new. Paperback. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Language: English
Published by Springer (India) Private Limited, 2020
ISBN 10: 3030447766 ISBN 13: 9783030447762
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New.
Language: English
Published by Springer (India) Private Limited, 2020
ISBN 10: 3030447766 ISBN 13: 9783030447762
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 50.43
Quantity: Over 20 available
Add to basketCondition: New. In.
Seller: Chiron Media, Wallingford, United Kingdom
PF. Condition: New.
Language: English
Published by Institute of Mathematics, Polish Academy of Sciences, Warsaw, 1990
Seller: Leopolis, Kraków, Poland
Soft cover. Condition: Very Good. 8vo (20.5 cm), 26 pp. Original printed card wrappers, stapled as issued (paper slightly toned). Preprint 476. A research preprint by Jerzy Zabczyk of the Institute of Mathematics, Polish Academy of Sciences, investigating necessary and sufficient conditions for the absolute continuity and equivalence of laws of Ornstein-Uhlenbeck processes defined on a separable Hilbert space. Working within a probability space with filtration and a cylindrical Wiener process, the paper treats the general case of operators B and their perturbations and reduces the equivalence problem to questions in control theory; it establishes that two centered Gaussian measures on a separable Hilbert space with covariance operators Q and Q? are either singular or mutually absolutely continuous, being equivalent if and only if their square-root images coincide and a specific Hilbert-Schmidt operator condition on the eigenvalues is satisfied. The paper situates itself as a continuation of prior work on systems with analytic generators, and draws on the Feldman-Hájek theorem for Gaussian measures as a foundational tool.
Condition: As New. Unread book in perfect condition.
Language: English
Published by Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Seller: Books From California, Simi Valley, CA, U.S.A.
hardcover. Condition: Very Good. Cover and edges may have some wear.
Language: English
Published by Scuola Normale Superiore, 2004
ISBN 10: 8876421319 ISBN 13: 9788876421310
Seller: moluna, Greven, Germany
Kartoniert / Broschiert. Condition: New. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics.
Language: English
Published by Springer (India) Private Limited, 2020
ISBN 10: 3030447766 ISBN 13: 9783030447762
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New.
Condition: New. pp. 388.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 60.59
Quantity: Over 20 available
Add to basketCondition: New. In.
Language: English
Published by Cambridge University Press, 2002
ISBN 10: 0521777291 ISBN 13: 9780521777292
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Language: English
Published by Cambridge University Press, 2002
ISBN 10: 0521777291 ISBN 13: 9780521777292
Seller: California Books, Miami, FL, U.S.A.
Condition: New.