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Stochastic Analysis of Scaling Time Series
5 个回复 - 1061 次查看
Multi-scale systems, involving complex interacting processes that occur over a range of temporal and spatial scales, are present in a broad range of disciplines. Several methodologies exist to retriev ...
2017-6-19 12:04 - nivastuli - 博弈论
Applied Stochastic Analysis
8 个回复 - 1989 次查看
【作者(必填)】E, Weinan;Li, Tiejun;Vanden-Eijnden, Eric
【文题(必填)】Applied Stoc
hastic Analysis
【年份(必填)】2019
【全文链接或数据库名称(选填)】https://public.ebookcentral.proquest.com/choic ...
2019-6-20 16:08 - nivastuli - 求助成功区
Dynamics of Stochastic Systems
13 个回复 - 2651 次查看
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refract ...
2015-5-27 00:25 - lasgpope - 量化投资
stochastic optimal control in finance
4 个回复 - 2849 次查看
目录:
1ExamplesandDynamicProgramming1
1.1OptimalControl..........................1
1.2Examples.............................2
1.2.1Deterministicminimaltimeproblem..........3
1.2.2MertonΓfisoptim ...
2010-4-1 18:14 - hnldcgh - 经济金融数学专区
Basics of Stochastic Analysis
3 个回复 - 1948 次查看
Chapter1.Measures,Integrals,and Foundations of Probability Theory
Chapter2.Stoc
hastic Processes
Chapter3.Martingales
Chapter4.Stoc
hastic Integral with respect to Brownian Motion
Chapter5.Stoc
hasti ...
2010-4-4 18:53 - hnldcgh - 经济金融数学专区
随机经济动力系统图书 Stochastic Economic Dynamics
4 个回复 - 2303 次查看
Contents
1 Introduction 10
I Introduction to Stoc
hastic Dynamics 17
2 Introduction to Programming 18
2.1 Programming Techniques . . . . . . . . . . . . . . . . . . . . . 18
2.1.1 Writing Pseudoco ...
2009-12-31 08:43 - zhoumath - 计量经济学与统计软件