Thematische Bibliographien / Stochastic processes

Inhaltsverzeichnis

  1. Zeitschriftenartikel
  2. Dissertationen
  3. Bücher
  4. Buchteile
  5. Konferenzberichte
  6. Berichte der Organisationen

Auswahl der wissenschaftlichen Literatur zum Thema „Stochastic processes“

Autor: Grafiati
Veröffentlicht am 4. Juni 2021
Zuletzt aktualisiert am 31. August 2024

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Zeitschriftenartikel zum Thema "Stochastic processes"

1

Csenki, A., und J. Medhi. „Stochastic Processes.“ Statistician 45, Nr. 3 (1996): 393. http://dx.doi.org/10.2307/2988486.

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Kedem, Benjamin, und J. Medhi. „Stochastic Processes“. Technometrics 38, Nr. 1 (Februar 1996): 85. http://dx.doi.org/10.2307/1268920.

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PE und Jyotiprasad Medhi. „Stochastic Processes.“ Journal of the American Statistical Association 90, Nr. 430 (Juni 1995): 810. http://dx.doi.org/10.2307/2291116.

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MTW und Sheldon Ross. „Stochastic Processes.“ Journal of the American Statistical Association 91, Nr. 436 (Dezember 1996): 1754. http://dx.doi.org/10.2307/2291619.

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Medhi, J. „Stochastic Processes.“ Biometrics 51, Nr. 1 (März 1995): 387. http://dx.doi.org/10.2307/2533368.

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PE und Emanuel Parzen. „Stochastic Processes“. Journal of the American Statistical Association 95, Nr. 451 (September 2000): 1020. http://dx.doi.org/10.2307/2669508.

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Frey, Michael. „Stochastic Processes“. Technometrics 35, Nr. 3 (August 1993): 329–30. http://dx.doi.org/10.1080/00401706.1993.10485336.

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Frey, Michael. „Stochastic Processes“. Technometrics 39, Nr. 2 (Mai 1997): 230–31. http://dx.doi.org/10.1080/00401706.1997.10485094.

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Saunders, Ian W., und Sheldon M. Ross. „Stochastic Processes.“ Journal of the American Statistical Association 80, Nr. 389 (März 1985): 250. http://dx.doi.org/10.2307/2288101.

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Casas, J. M., M. Ladra und U. A. Rozikov. „Markov processes of cubic stochastic matrices: Quadratic stochastic processes“. Linear Algebra and its Applications 575 (August 2019): 273–98. http://dx.doi.org/10.1016/j.laa.2019.04.016.

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Dissertationen zum Thema "Stochastic processes"

1

Schmitz, Volker. „Copulas and stochastic processes“. [S.l.] : [s.n.], 2003. http://deposit.ddb.de/cgi-bin/dokserv?idn=972691669.

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2

Gagliardini, Lucia. „Chargaff symmetric stochastic processes“. Master's thesis, Alma Mater Studiorum - Università di Bologna, 2015. http://amslaurea.unibo.it/8699/.

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Scopo della modellizzazione delle stringhe di DNA è la formulazione di modelli matematici che generano sequenze di basi azotate compatibili con il genoma esistente. In questa tesi si prendono in esame quei modelli matematici che conservano un'importante proprietà, scoperta nel 1952 dal biochimico Erwin Chargaff, chiamata oggi "seconda regola di Chargaff". I modelli matematici che tengono conto delle simmetrie di Chargaff si dividono principalmente in due filoni: uno la ritiene un risultato dell'evoluzione sul genoma, mentre l'altro la ipotizza peculiare di un genoma primitivo e non intaccata dalle modifiche apportate dall'evoluzione. Questa tesi si propone di analizzare un modello del secondo tipo. In particolare ci siamo ispirati al modello definito da da Sobottka e Hart. Dopo un'analisi critica e lo studio del lavoro degli autori, abbiamo esteso il modello ad un più ampio insieme di casi. Abbiamo utilizzato processi stocastici come Bernoulli-scheme e catene di Markov per costruire una possibile generalizzazione della struttura proposta nell'articolo, analizzando le condizioni che implicano la validità della regola di Chargaff. I modelli esaminati sono costituiti da semplici processi stazionari o concatenazioni di processi stazionari. Nel primo capitolo vengono introdotte alcune nozioni di biologia. Nel secondo si fa una descrizione critica e prospettica del modello proposto da Sobottka e Hart, introducendo le definizioni formali per il caso generale presentato nel terzo capitolo, dove si sviluppa l'apparato teorico del modello generale.
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Noble, Patrick. „Stochastic processes in Astrophysics“. Thesis, The University of Sydney, 2013. http://hdl.handle.net/2123/10013.

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This thesis makes two contributions to the solar literature. The first is the development and application of a formal statistical framework for describing short-term (daily) variation in the level of magnetic activity on the Sun. Modelling changes on this time-scale is important because rapid developments of magnetic structures on the sun have important consequences for the space weather experienced on Earth (Committee On The Societal & Economic Impacts Of Severe Space Weather Events, 2008). The second concerns how energetic particles released from the Sun travel through the solar wind. The contribution from this thesis is to resolve a mathematical discrepancy in theoretical models for the transport of charged particles.
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Catalão, André Borges [UNESP]. „Modelagem estocástica de opções de câmbio no Brasil: aplicação de transformada rápida de Fourier e expansão assintótica ao modelo de Heston“. Universidade Estadual Paulista (UNESP), 2010. http://hdl.handle.net/11449/88592.

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Made available in DSpace on 2014-06-11T19:23:32Z (GMT). No. of bitstreams: 0 Previous issue date: 2010-12-13Bitstream added on 2014-06-13T18:09:47Z : No. of bitstreams: 1 catalao_ab_me_ift.pdf: 811288 bytes, checksum: d4e34c59801bd92233bc9f26884a19ab (MD5)
Neste trabalho estudamos a calibração de opções de câmbio no mercado brasileiro utilizando o processo estocástico proposto por Heston [Heston, 1993], como uma alternativa ao modelo de apreçamento de Black e Scholes [Black e Scholes,1973], onde as volatilidades implícitas de opções para diferentes preços de exercícios e prazos são incorporadas ad hoc. Comparamos dois métodos de apreçamento: o método de Carr e Madan [Carr e Madan, 1999], que emprega transfomada rápida de Fourier e função característica, e expansão assintótica para baixos valores de volatilidade da variância. Com a nalidade de analisar o domínio de aplicabilidade deste método, selecionamos períodos de alta volatilidade no mercado, correspondente à crise subprime de 2008, e baixa volatilidade, correspondente ao período subsequente. Adicionalmente, estudamos a incorporação de swaps de variância para melhorar a calibração do modelo
In this work we study the calibration of forex call options in the Brazilian market using the stochastic process proposed by Heston [Heston, 1993], as an alternative to the Black and Scholes [Black e Scholes,1973] pricing model, in which the implied option volatilities related to di erent strikes and maturities are incorporated in an ad hoc manner. We compare two pricing methods: one from Carr and Madan [Carr e Madan, 1999], which uses fast Fourier transform and characteristic function, and asymptotic expantion for low values of the volatility of variance. To analyze the applicability of this method, we select periods of high volatility in the market, related to the subprime crisis of 2008, and of low volatility, correspondent to the following period. In addition, we study the use of variance swaps to improve the calibration of the model
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Blackmore, Robert Sidney. „Theoretical studies in stochastic processes“. Thesis, University of British Columbia, 1985. http://hdl.handle.net/2429/25554.

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A general method of analysis of a variety of stochastic processes in terms of probability density functions (PDFs) is developed and applied to several model as well as physically realistic systems. A model for diffusion in a bistable potential is the first system considered. The time dependence of the PDF for this system is described by a Fokker-Planck equation with non-linear coefficients. A numerical procedure is developed for finding the solution of this class of Fokker-Planck equations. The solution of the Fokker-Planck equation is obtained in terms of an eigenfunction expansion. The numerical procedure provides an efficient method of determining the eigenfunctions and eigenvalues of Fokker-Planck operators. The methods developed in the study of the model system are then applied to the trans-gauche isomerization of n-butane in CC1₄. This system is studied with the use of Kramers equation to describe the time evolution of the PDF. It is found that at room temperature the isomerization rate obeys a first order rate law. The rate constant for this system is sensitive to the collision frequency between the the n-butane and CC1₄ as has been previously suggested. It is also found that transition state theory underestimates the rate constant at all collision frequencies. However, the activation energy given by transition state theory is consistent with the activation energy obtained in this work. The problem of the escape of light constituents from planetary atmospheres is also considered. Here, the primary objective is to construct a collisional kinetic theory of planetary exospheres based on a rigorous solution of the Boltzmann equation. It is shown that this problem has many physical and mathematical similarities with the problems previously considered. The temperature and density profiles of light gases in the exosphere as well as their escape fluxes are calculated. In the present work, only a thermal escape mechanism was considered, although it is shown how non-thermal escape mechanisms may be included. In addition, these results are compared with various Monte-Carlo calculations of escape fluxes.
Science, Faculty of
Chemistry, Department of
Graduate
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Cole, D. J. „Stochastic branching processes in biology“. Thesis, University of Kent, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.270684.

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Herbert, Julian Richard. „Stochastic processes for parasite dynamics“. Thesis, University College London (University of London), 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.368164.

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Gillespie, Colin Stevenson. „Counting statistics of stochastic processes“. Thesis, University of Strathclyde, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.273432.

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Ortgiese, Marcel. „Stochastic processes in random environment“. Thesis, University of Bath, 2009. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.507234.

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We are interested in two probabilistic models of a process interacting with a random environment. Firstly, we consider the model of directed polymers in random environment. In this case, a polymer, represented as the path of a simple random walk on a lattice, interacts with an environment given by a collection of time-dependent random variables associated to the vertices. Under certain conditions, the system undergoes a phase transition from an entropy-dominated regime at high temperatures, to a localised regime at low temperatures. Our main result shows that at high temperatures, even though a central limit theorem holds, we can identify a set of paths constituting a vanishing fraction of all paths that supports the free energy. We compare the situation to a mean-field model defined on a regular tree, where we can also describe the situation at the critical temperature. Secondly, we consider the parabolic Anderson model, which is the Cauchy problem for the heat equation with a random potential. Our setting is continuous in time and discrete in space, and we focus on time-constant, independent and identically distributed potentials with polynomial tails at infinity. We are concerned with the long-term temporal dynamics of this system. Our main result is that the periods, in which the profile of the solutions remains nearly constant, are increasing linearly over time, a phenomenon known as ageing. We describe this phenomenon in the weak sense, by looking at the asymptotic probability of a change in a given time window, and in the strong sense, by identifying the almost sure upper envelope for the process of the time remaining until the next change of profile. We also prove functional scaling limit theorems for profile and growth rate of the solution of the parabolic Anderson model.
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Turner, Amanda Georgina. „Scaling limits of stochastic processes“. Thesis, University of Cambridge, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612995.

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Bücher zum Thema "Stochastic processes"

1

Parzen, Emanuel. Stochastic processes. Philadelphia, Pa: Society for Industrial and Applied Mathematics, 1999.

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Conference on Stochastic Processes and Their Applications (33rd : 2009 : Berlin, Germany), Hrsg. Surveys in stochastic processes. Zürich, Switzerland: European Mathematical Society, 2011.

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Paul, Fatti L., Hrsg. Stochastic processes and their applications. Boca Raton, Fla: CRC Press, 2002.

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Cambanis, Stamatis, Jayanta K. Ghosh, Rajeeva L. Karandikar und Pranab K. Sen, Hrsg. Stochastic Processes. New York, NY: Springer New York, 1993. http://dx.doi.org/10.1007/978-1-4615-7909-0.

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Rao, M. M. Stochastic Processes. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4757-6596-0.

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Borodin, Andrei N. Stochastic Processes. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-62310-8.

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Itô, Kiyosi. Stochastic Processes. Herausgegeben von Ole E. Barndorff-Nielsen und Ken-iti Sato. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-10065-3.

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Nakagawa, Toshio. Stochastic Processes. London: Springer London, 2011. http://dx.doi.org/10.1007/978-0-85729-274-2.

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Paul, Wolfgang, und Jörg Baschnagel. Stochastic Processes. Heidelberg: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00327-6.

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Ross, Sheldon M. Stochastic processes. 2. Aufl. New York: Wiley, 1996.

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Buchteile zum Thema "Stochastic processes"

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Aksamit, Anna, und Monique Jeanblanc. „Stochastic Processes“. In SpringerBriefs in Quantitative Finance, 1–27. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41255-9_1.

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Stamatescu, I. O. „Stochastic Processes“. In Decoherence and the Appearance of a Classical World in Quantum Theory, 433–43. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-662-05328-7_16.

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Jost, Jürgen. „Stochastic Processes“. In Mathematical Methods in Biology and Neurobiology, 59–88. London: Springer London, 2014. http://dx.doi.org/10.1007/978-1-4471-6353-4_3.

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Röman, Jan R. M. „Stochastic Processes“. In Analytical Finance: Volume II, 291–305. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-52584-6_11.

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Kisielewicz, Michał. „Stochastic Processes“. In Springer Optimization and Its Applications, 1–65. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-6756-4_1.

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Höhle, Ulrich. „Stochastic Processes“. In Many Valued Topology and its Applications, 279–315. Boston, MA: Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-1617-0_9.

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Jarrow, Robert A. „Stochastic Processes“. In Continuous-Time Asset Pricing Theory, 3–17. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_1.

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Koller, Michael. „Stochastic Processes“. In Stochastic Models in Life Insurance, 7–20. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-28439-7_2.

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Lax, Melvin. „Stochastic Processes“. In Mathematical Tools for Physicists, 513–63. Weinheim, FRG: Wiley-VCH Verlag GmbH & Co. KGaA, 2006. http://dx.doi.org/10.1002/3527607773.ch15.

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Capasso, Vincenzo, und David Bakstein. „Stochastic Processes“. In An Introduction to Continuous-Time Stochastic Processes, 77–186. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2757-9_2.

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Konferenzberichte zum Thema "Stochastic processes"

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Debbasch, F., und C. Chevalier. „Relativistic Stochastic Processes“. In NONEQUILIBRIUM STATISTICAL MECHANICS AND NONLINEAR PHYSICS: XV Conference on Nonequilibrium Statistical Mechanics and Nonlinear Physics. AIP, 2007. http://dx.doi.org/10.1063/1.2746722.

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Spring, William Joseph, und Alexander Lvovsky. „Quantum Stochastic Processes“. In QUANTUM COMMUNICATION, MEASUREMENT AND COMPUTING (QCMC): Ninth International Conference on QCMC. AIP, 2009. http://dx.doi.org/10.1063/1.3131370.

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„Sessions: stochastic processes“. In 1988 IEEE International Symposium on Information Theory. IEEE, 1988. http://dx.doi.org/10.1109/isit.1988.22240.

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Albeverio, S., G. Casati, U. Cattaneo, D. Merlini und R. Moresi. „Stochastic Processes, Physics and Geometry“. In International Conference on Stochastic Processes, Physics and Geometry. WORLD SCIENTIFIC, 1990. http://dx.doi.org/10.1142/9789814541107.

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Miamee, A. G. „Nonstationary Stochastic Processes and Their Applications“. In Workshop on Nonstationary Stochastic Processes and Their Applications. WORLD SCIENTIFIC, 1992. http://dx.doi.org/10.1142/9789814537223.

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Zhang, Jinping. „Interval-valued Stochastic Processes and Stochastic Integrals“. In Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007). IEEE, 2007. http://dx.doi.org/10.1109/icicic.2007.365.

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Baake, Ellen, und Robert Bialowons. „Ancestral processes with selection: Branching and Moran models“. In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-2.

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Gillespie, Daniel T. „Non-Markovian stochastic processes“. In Unsolved problems of noise and fluctuations. AIP, 2000. http://dx.doi.org/10.1063/1.60002.

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SPRING, WILLIAM J. „MULTIPARAMETER QUANTUM STOCHASTIC PROCESSES“. In Proceedings of the 30th Conference. WORLD SCIENTIFIC, 2011. http://dx.doi.org/10.1142/9789814338745_0019.

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Godelle, Jérôme. „Phase intermittency in jet atomization processes“. In Stochastic and chaotic dynamics in the lakes. AIP, 2000. http://dx.doi.org/10.1063/1.1302429.

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Berichte der Organisationen zum Thema "Stochastic processes"

1

Cambanis, Stamatis, Raymond J. Carroll, Gopinath Kallianpur und M. R. Leadbetter. Research in Stochastic Processes. Fort Belvoir, VA: Defense Technical Information Center, Oktober 1988. http://dx.doi.org/10.21236/ada205183.

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Cambanis, Stamatis, Raymond J. Carroll, Gopinath Kallianpur und M. R. Leadbetter. Research in Stochastic Processes. Fort Belvoir, VA: Defense Technical Information Center, August 1988. http://dx.doi.org/10.21236/ada209935.

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Carroll, Raymond J., Gopinath Kallianpur und M. R. Leadbetter. Research in Stochastic Processes. Fort Belvoir, VA: Defense Technical Information Center, September 1985. http://dx.doi.org/10.21236/ada162393.

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Cambanis, Stamatis, M. R. Leadbetter und Gopinath Kallianpur. Research in Stochastic Processes. Fort Belvoir, VA: Defense Technical Information Center, August 1991. http://dx.doi.org/10.21236/ada244601.

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Ledbetter, M. R., und Holger Rootzen. External Theory for Stochastic Processes. Fort Belvoir, VA: Defense Technical Information Center, November 1985. http://dx.doi.org/10.21236/ada179145.

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Karr, Alan F. Statistical Inference for Stochastic Processes. Fort Belvoir, VA: Defense Technical Information Center, Oktober 1987. http://dx.doi.org/10.21236/ada190491.

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Berman, Simeon M. Sojourns and Extremes of Stochastic Processes. Fort Belvoir, VA: Defense Technical Information Center, September 1989. http://dx.doi.org/10.21236/ada245005.

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Kallianpur, Gopinath, und Amites Dasgupta. Research in Stochastic Processes and their Applications. Fort Belvoir, VA: Defense Technical Information Center, März 1997. http://dx.doi.org/10.21236/ada332960.

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Basseville, Michele, Albert Benveniste, Kenneth C. Chou, Stuart A. Golden, Ramine Nikoukhah und Alan S. Willsky. Modeling and Estimation of Multiresolution Stochastic Processes. Fort Belvoir, VA: Defense Technical Information Center, März 1991. http://dx.doi.org/10.21236/ada459289.

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Hudson, W. N. Stochastic Integrals and Processes with Independent Increments. Fort Belvoir, VA: Defense Technical Information Center, März 1985. http://dx.doi.org/10.21236/ada158939.

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