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An Introduction to Stochastic Orders

An Introduction to Stochastic Orders
  • Author : Felix Belzunce
  • Publsiher : Academic Press
  • Release : 29 September 2015
  • ISBN : 0128038268
  • Pages : 174 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKAn Introduction to Stochastic Orders

Summary:
An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties of several stochastic orders, in the univariate and multivariate cases, along with applications to probabilistic models. Introduces stochastic orders and its notation Discusses different orders of univariate stochastic orders Explains multivariate stochastic orders and their convex, likelihood ratio, and dispersive orders


An Introduction to Stochastic Orders

An Introduction to Stochastic Orders
  • Author : Felix Belzunce,Carolina Martinez Riquelme,Julio Mulero
  • Publisher : Academic Press
  • Release : 29 September 2015
GET THIS BOOKAn Introduction to Stochastic Orders

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties


An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling
  • Author : Howard M. Taylor,Samuel Karlin
  • Publisher : Academic Press
  • Release : 10 May 2014
GET THIS BOOKAn Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study



Stochastic Orders and Applications

Stochastic Orders and Applications
  • Author : Karl Mosler,Marco Scarsini
  • Publisher : Springer Science & Business Media
  • Release : 06 December 2012
GET THIS BOOKStochastic Orders and Applications

A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of


Stochastic Orders

Stochastic Orders
  • Author : Moshe Shaked,J. George Shanthikumar
  • Publisher : Springer Science & Business Media
  • Release : 03 April 2007
GET THIS BOOKStochastic Orders

This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is


An Introduction to Stochastic Differential Equations

An Introduction to Stochastic Differential Equations
  • Author : Lawrence C. Evans
  • Publisher : American Mathematical Soc.
  • Release : 11 December 2012
GET THIS BOOKAn Introduction to Stochastic Differential Equations

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. --Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only



Introduction to Stochastic Processes with R

Introduction to Stochastic Processes with R
  • Author : Robert P. Dobrow
  • Publisher : John Wiley & Sons
  • Release : 07 March 2016
GET THIS BOOKIntroduction to Stochastic Processes with R

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical freeware R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide


An Introduction to Stochastic Processes in Physics

An Introduction to Stochastic Processes in Physics
  • Author : Don S. Lemons,Paul Langevin
  • Publisher : JHU Press
  • Release : 21 June 2002
GET THIS BOOKAn Introduction to Stochastic Processes in Physics

This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. It includes end-of-chapter problems and emphasizes applications. An Introduction to Stochastic Processes in Physics builds directly upon early-twentieth-century explanations of the "peculiar character in the motions of the particles of pollen in water" as described, in the early nineteenth century, by the biologist Robert Brown. Lemons has adopted Paul Langevin's 1908 approach of


Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Bernt Oksendal
  • Publisher : Springer Science & Business Media
  • Release : 09 March 2013
GET THIS BOOKStochastic Differential Equations

These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica tions outside mathematics, there are many fruitful connections to other mathematical disciplines and the subject has a rapidly develop ing



An Introduction to Stochastic Processes

An Introduction to Stochastic Processes
  • Author : Edward P. C. Kao,Edward P. C. Koa
  • Publisher : Duxbury Resource Center
  • Release : 08 March 1997
GET THIS BOOKAn Introduction to Stochastic Processes

Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this course, Edward Kao emphasizes the development of operational skills and analysis through a variety of well-chosen examples.


Introduction to Stochastic Integration

Introduction to Stochastic Integration
  • Author : K.L. Chung,R.J. Williams
  • Publisher : Springer Science & Business Media
  • Release : 09 November 2013
GET THIS BOOKIntroduction to Stochastic Integration

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then It’s change of variable formula is developed for continuous martingales. Applications include a characterization of Brownian motion, Hermite polynomials of



Introduction To Stochastic Calculus With Applications (3rd Edition)

Introduction To Stochastic Calculus With Applications (3rd Edition)
  • Author : Klebaner Fima C
  • Publisher : World Scientific Publishing Company
  • Release : 21 March 2012
GET THIS BOOKIntroduction To Stochastic Calculus With Applications (3rd Edition)

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus