Author: Luis G. GorostizaPublisher:
ISBN:
Category : Stochastic processes
Languages : en
Pages : 330
Book Description
Modelos estocásticos
Author: Luis G. GorostizaPublisher:
ISBN:
Category : Stochastic processes
Languages : en
Pages : 330
Book Description
Modelos Estocásticos II
Author: Daniel Hernández HernándezPublisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 308
Book Description
Modelos estocásticos
Author: José María González BarriosPublisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 380
Book Description
Modelos estocásticos de predicción dinámica en economía aplicada
Author: Publisher:
ISBN:
Category :
Languages : es
Pages :
Book Description
La investigación efectuada se enmarca dentro del ámbito de la estadística multivariante y de manera más específica en el análisis de componentes principales para un conjunto infinito numerable de variables correlacionadas, cada una de las cuales puede concebirse como un proceso estocástico en tiempo continuo. El cuerpo central de la Tesis se estructura en torno a la representación de Karhunen-Loeve para procesos estocásticos de segundo orden, y en ella se recogen diversos métodos de aproximación a esta representación. Los modelos dinámicos que se propugnan no requieren un conocimiento previo ni sobre la distribución ni sobre las propiedades de los procesos involucrados, siendo la única información utilizada la correspondiente a las trayectorias observadas.
Author: Modelos Estocásticos de Prediccion Dinámica en Economía Aplicada
Author: Publisher:
ISBN:
Category :
Languages : en
Pages : 106
Book Description
La investigación efectuada se enmarca dentro del ámbito de la estadística multivariante y de manera más específica en el análisis de componentes principales para un conjunto infinito numerable de variables correlacionadas, cada una de las cuales puede concebirse como un proceso estocástico en tiempo continuo. El cuerpo central de la Tesis se estructura en torno a la representación de Karhunen-Loeve para procesos estocásticos de segundo orden, y en ella se recogen diversos métodos de aproximación a esta representación. Los modelos dinámicos que se propugnan no requieren un conocimiento previo ni sobre la distribución ni sobre las propiedades de los procesos involucrados, siendo la única información utilizada la correspondiente a las trayectorias observadas.
Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance
Author: Carlos A. BraumannPublisher: John Wiley & Sons
ISBN: 1119166071
Category : Mathematics
Languages : en
Pages : 304
Book Description
A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author — a noted expert in the field — includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these and many other areas of science and technology. The text also features real-life situations with experimental data, thus covering topics such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction. The book includes the basic theory of option pricing and its effective application using real-life. The important issue of which stochastic calculus, Itô or Stratonovich, should be used in applications is dealt with and the associated controversy resolved. Written to be accessible for both mathematically advanced readers and those with a basic understanding, the text offers a wealth of exercises and examples of application. This important volume: Contains a complete introduction to the basic issues of stochastic differential equations and their effective application Includes many examples in modelling, mainly from the biology and finance fields Shows how to: Translate the physical dynamical phenomenon to mathematical models and back, apply with real data, use the models to study different scenarios and understand the effect of human interventions Conveys the intuition behind the theoretical concepts Presents exercises that are designed to enhance understanding Offers a supporting website that features solutions to exercises and R code for algorithm implementation Written for use by graduate students, from the areas of application or from mathematics and statistics, as well as academics and professionals wishing to study or to apply these models, Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance is the authoritative guide to understanding the issues of stochastic differential equations and their application.
Métodos y modelos de investigación de operaciones
Author: Juan PrawdaComplex Stochastic Systems
Author: O.E. Barndorff-NielsenPublisher: CRC Press
ISBN: 9781420035988
Category : Mathematics
Languages : en
Pages : 306
Book Description
Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Künschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.
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