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An Introduction to Quantum Stochastic Calculus

Posted By: arundhati
An Introduction to Quantum Stochastic Calculus

K.R. Parthasarathy, "An Introduction to Quantum Stochastic Calculus "
English | ISBN: 3034805659 | 2012 | 301 pages | PDF | 4 MB

Dissipation and Control in Microscopic Nonequilibrium Systems

Posted By: AvaxGenius
Dissipation and Control in Microscopic Nonequilibrium Systems

Dissipation and Control in Microscopic Nonequilibrium Systems by Steven J. Large
English | PDF,EPUB | 2021 | 240 Pages | ISBN : 3030858243 | 21.7 MB

This thesis establishes a multifaceted extension of the deterministic control framework that has been a workhorse of nonequilibrium statistical mechanics, to stochastic, discrete, and autonomous control mechanisms.

"Nonlinear Differential Equations: Recent Developments in the Solution of Nonlinear Differential Equations" by B. Carpentier

Posted By: exLib
"Nonlinear Differential Equations: Recent Developments in the Solution of Nonlinear Differential Equations" by B. Carpentier

"Nonlinear Differential Equations: Recent Developments in the Solution of Nonlinear Differential Equations" ed. by Bruno Carpentier
ITexLi | 2021 | ISBN: 183968657X 9781839686573 1839686561 9781839686566 1839686588 9781839686580 | 351 pages | PDF | 9 MB

This book collects research papers from leading world experts in the field, highlighting ongoing trends, progress, and open problems in this critically important area of mathematics.

Introduction to Theoretical Neurobiology: Volume 2, Nonlinear and Stochastic Theories

Posted By: arundhati
Introduction to Theoretical Neurobiology: Volume 2, Nonlinear and Stochastic Theories

Henry C. Tuckwell, "Introduction to Theoretical Neurobiology: Volume 2, Nonlinear and Stochastic Theories "
English | ISBN: 052101932X | 2005 | 280 pages | PDF | 6 MB

Introduction to Stochastic Calculus (Repost)

Posted By: AvaxGenius
Introduction to Stochastic Calculus (Repost)

Introduction to Stochastic Calculus by Rajeeva L. Karandikar
English | PDF,EPUB | 2018 | 446 Pages | ISBN : 9811083177 | 43.84 MB

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology.

Basic Stochastic Processes: A Course Through Exercises (Repost)

Posted By: AvaxGenius
Basic Stochastic Processes: A Course Through Exercises (Repost)

Basic Stochastic Processes: A Course Through Exercises By Zdzisław Brzeźniak
English | PDF,EPUB | 1999 | 229 Pages | ISBN : 3540761756 | 18.2 MB

This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus.

Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations

Posted By: AvaxGenius
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations

Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations by Peter Kotelenez
English | PDF | 2008 | 449 Pages | ISBN : 0387743162 | 3.9 MB

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation.

Stochastic Control of Hereditary Systems and Applications (Repost)

Posted By: AvaxGenius
Stochastic Control of Hereditary Systems and Applications (Repost)

Stochastic Control of Hereditary Systems and Applications by Mou-Hsiung Chang
English | PDF | 2008 | 418 Pages | ISBN : 0387758054 | 3.1 MB

This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class of optimal control problems for stochastic hereditary differential systems. It is driven by a standard Brownian motion and with a bounded memory or an infinite but fading memory.

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Posted By: arundhati
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Jingrui Sun, "Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems "
English | ISBN: 3030483053 | 2020 | 142 pages | EPUB, PDF | 13 MB + 2 MB

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions: Volume 1

Posted By: roxul
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions: Volume 1

Jingrui Sun, "Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions: Volume 1 "
English | ISBN: 3030209210 | 2020 | 134 pages | EPUB, PDF | 11 MB + 2 MB

Discrete Stochastic Processes and Optimal Filtering

Posted By: AvaxGenius
Discrete Stochastic Processes and Optimal Filtering

Discrete Stochastic Processes and Optimal Filtering by Jean‐Claude Bertein
English | PDF | 2007 | 290 Pages | ISBN : 1905209746 | 2.77 MB

Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which are used in relation to non-stationary signals. Exercises with solutions feature in each chapter to demonstrate the practical application of these ideas using Matlab.