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Simulation of Stochastic Processes with Given Accuracy and Reliability

Simulation of Stochastic Processes with Given Accuracy and Reliability
  • Author : Yuriy V. Kozachenko
  • Publsiher : Elsevier
  • Release : 22 November 2016
  • ISBN : 0081020856
  • Pages : 346 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKSimulation of Stochastic Processes with Given Accuracy and Reliability

Summary:
Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic Provides methods and tools in measuring accuracy and reliability in functional spaces


Simulation of Stochastic Processes with Given Accuracy and Reliability

Simulation of Stochastic Processes with Given Accuracy and Reliability
  • Author : Yuriy V. Kozachenko,Oleksandr O. Pogorilyak,Iryna V. Rozora,Antonina M. Tegza
  • Publisher : Elsevier
  • Release : 22 November 2016
GET THIS BOOKSimulation of Stochastic Processes with Given Accuracy and Reliability

Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including




Probability, Statistics, and Stochastic Processes

Probability, Statistics, and Stochastic Processes
  • Author : Peter Olofsson,Mikael Andersson
  • Publisher : John Wiley & Sons
  • Release : 22 May 2012
GET THIS BOOKProbability, Statistics, and Stochastic Processes

Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors





Stochastic Processes with Applications

Stochastic Processes with Applications
  • Author : Antonio Di Crescenzo,Claudio Macci,Barbara Martinucci
  • Publisher : MDPI
  • Release : 28 November 2019
GET THIS BOOKStochastic Processes with Applications

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines. This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas



Trends in Development Accelerated Testing for Automotive and Aerospace Engineering

Trends in Development Accelerated Testing for Automotive and Aerospace Engineering
  • Author : Lev M. Klyatis
  • Publisher : Academic Press
  • Release : 01 March 2020
GET THIS BOOKTrends in Development Accelerated Testing for Automotive and Aerospace Engineering

Accelerated testing (most types of laboratory testing, proving ground testing, intensive field/flight testing, any experimental research) is increasingly a key component for predicting of product's/process performance. Trends in Development Accelerated Testing for Automotive and Aerospace Engineering provides a completely updated analysis of the current status of accelerated testing, including the basic general directions of testing (methods and equipment) development, how one needs to study real world conditions for their accurate simulation and successful accelerated testing, describes in details



Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
  • Author : Eckhard Platen,Nicola Bruti-Liberati
  • Publisher : Springer Science & Business Media
  • Release : 23 July 2010
GET THIS BOOKNumerical Solution of Stochastic Differential Equations with Jumps in Finance

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical