-20%
Stochastic Disorder Problems
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in information systems and in the design of defense methods against cyber-attacks. The author shows that the majority of quickest detection problems can be reformulated as optimal stopping problems where the stopping time is the moment the occurrence of disorder is signaled. Thus, considerable attention is devoted to the general theory of optimal stopping rules, and to its concrete problem-solving methods.The exposition covers both the discrete time case, which is in principle relatively simple and allows step-by-step considerations, and the continuous-time case, which often requires more technical machinery such as martingales, supermartingales, and stochastic integrals. There is a focus on the well-developed apparatus of Brownian motion, which enables the exact solution of many problems. The last chapter presents applications to financial markets.Researchers and graduate students interested in probability, decision theory and statistical sequential analysis will find this book useful.
-20%
Stochastic Disorder Problems
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in information systems and in the design of defense methods against cyber-attacks. The author shows that the majority of quickest detection problems can be reformulated as optimal stopping problems where the stopping time is the moment the occurrence of disorder is signaled. Thus, considerable attention is devoted to the general theory of optimal stopping rules, and to its concrete problem-solving methods.The exposition covers both the discrete time case, which is in principle relatively simple and allows step-by-step considerations, and the continuous-time case, which often requires more technical machinery such as martingales, supermartingales, and stochastic integrals. There is a focus on the well-developed apparatus of Brownian motion, which enables the exact solution of many problems. The last chapter presents applications to financial markets.Researchers and graduate students interested in probability, decision theory and statistical sequential analysis will find this book useful.
-20%
Stochastic Elasticity: A Nondeterministic Approach to the Nonlinear Field Theory
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.
-20%
Stochastic Elasticity: A Nondeterministic Approach to the Nonlinear Field Theory
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.
-20%
Stochastic Evolution Systems
Price range: ₹7,329.00 through ₹10,248.00
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations.
The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems.
-20%
Stochastic Evolution Systems
Price range: ₹7,329.00 through ₹10,248.00
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations.
The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems.
-20%
Stochastic Flows and Jump-Diffusions
Original price was: ₹11,766.00.₹9,414.00Current price is: ₹9,414.00.
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.
-20%
Stochastic Flows and Jump-Diffusions
Original price was: ₹11,766.00.₹9,414.00Current price is: ₹9,414.00.
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.
-20%
Stochastic Integration in Banach Spaces
Price range: ₹6,078.00 through ₹7,329.00
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region.
-20%
Stochastic Integration in Banach Spaces
Price range: ₹6,078.00 through ₹7,329.00
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region.
-20%
Stochastic Optimal Control in Infinite Dimension
Original price was: ₹23,234.00.₹18,588.00Current price is: ₹18,588.00.
Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.
-20%
Stochastic Optimal Control in Infinite Dimension
Original price was: ₹23,234.00.₹18,588.00Current price is: ₹18,588.00.
Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.
-20%
Stochastic Processes
Original price was: ₹18,022.00.₹14,418.00Current price is: ₹14,418.00.
Gives a rigorous yet understandable presentation of the theory of stochastic processes Presents the theory of distributions of functionals of diffusions including local times, rarely found in literature Devotes serious attention to the Brownian local time Includes many examples and exercises Includes supplementary material: sn.pub/extras
-20%
Stochastic Processes
Original price was: ₹18,022.00.₹14,418.00Current price is: ₹14,418.00.
Gives a rigorous yet understandable presentation of the theory of stochastic processes Presents the theory of distributions of functionals of diffusions including local times, rarely found in literature Devotes serious attention to the Brownian local time Includes many examples and exercises Includes supplementary material: sn.pub/extras
-20%
Stochastic Processes – Inference Theory
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics.
-20%
Stochastic Processes – Inference Theory
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics.
-20%
Stochastic Processes and Long Range Dependence
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory.
-20%
Stochastic Processes and Long Range Dependence
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory.