Stokastik
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There has been a tremendous growth in the volume of financial transactions based on mathematics, reflecting the confidence in the Nobel-Prize-winning Black-Scholes option theory. …
This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the …
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change …
This book aims to present an overview of stochastic system reliability modeling for undergraduate and graduate students, engineers and researchers. It is ideal as a one-semester …
This book describes some mathematical and physical aspects of emulsion behavior, starting from the fundamental theories of diffusion, Brownian movement and sedimentation of …
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change …
This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial …
Due to the probabilistic interpretation of quantum mechanics, quantum state evolution has both dynamic and stochastic features. Various systems show both features simultaneously …
In the past decade there has been an extemely rapid growth in the interest and development of quantum group theory.This book provides students and researchers with a practical …
This book presents the conceptional line which goes from the observation of physical systems to their modeling and analysis by ordinary differential nonlinear stochastic …