الصفحة 8
الصفحة 8
Stochastic Calculus for Fractional Brownian Motion and Related Processes
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0<H<1/2 of Hurst index, the conditions of existence and uniqueness of solutions to SDE involving additive Wiener integrals, and of solutions of the mixed Brownian—fractional Brownian SDE. The author develops optimal filtering of mixed models including linear case, and studies financial applications and statistical inference with hypotheses testing and parameter estimation.
Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents a natural one-parameter extension of classical Brownian motion therefore it is natural to ask if a stochastic calculus for fBm can be developed. This is not obvious, since fBm is neither a semimartingale (except when H = ½), nor a Markov process so the classical mathematical machineries for stochastic calculus are not available in the fBm case.
Stochastic Analysis and Applications ; The Abel Symposium 2005
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers.
Stochastic Algorithms: Foundations and Applications ; 4th International Symposium, SAGA 2007, Zurich, Switzerland, September 13-14, 2007, Proceedings
Constitutes the refereed proceedings of the 4th International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2007, held in Zurich, Switzerland, in September 2007. The 9 revised full papers and 5 invoted papers presented were carefully reviewed and selected out of 31 submissions for inclusion in the book. The contributed papers included in this volume cover both theoretical as well as applied aspects of stochastic computations whith a special focus on investigating the power of randomization in algorithmics
Stochastic Ageing and Dependence for Reliability
Ageing and dependence are two important characteristics in reliability and survival analysis, and they affect significantly the decision people make with regard to maintenance, repair/replacement, price setting, warranties, medical studies, and other areas. There are many papers published at different technical levels. This book aims at providing a state–of-the-art review of the subject so the interested readers may have a panoramic view of the theory and applications of the two areas.
Steel Plate Shear Walls with Gravity Load : Theory and Design
Establishes a vertical stress distribution of the walls under compression and in-plane bending load and an inclination angle of the tensile field strip. The stress throughout the inclined tensile strip, as we consider the effect of the vertical stress distribution, is determined using the von Mises yield criterion. The shear strength is calculated by integrating the shear stress along the width. The proposed theoretical model is verified by tests and numerical simulations. Researchers, scientists and engineers in the field of structural engineering can benefit from the book. As such, this book provides valuable knowledge, useful methods, and practical algorithms that can be considered in practical design of building structures adopting a steel shear wall system.
Steam Generators : Description and Design
Presents the different types of generators which are installed either in industrial plants like power plants. In particular boilers for energy of regenerative sources are included. Information about the optimized solutions, the energetic saving, and the mistakes to be avoided is given to the designer. In the second section both, the thermodynamic calculation and the fluid dynamics are developed according to rigorous scientific criteria. In this section, the author presents several of his original studies. Finally, optimizing criteria are illustrated and computer calculations are shown according to the calculation criteria that are indicated in the book. An appendix includes an in-depth analysis of a few topics discussed in previous chapters and a study about finned tubes.
Statistics for business and economics : Compendium of essential formulas, 3rd ed.
Includes explanations on the use of so-called dummy variables, which are useful because of their operational relevance in practice, especially in financial statistics. topics covered include: statistical signs and symbols, descriptive statistics, empirical distributions, ratios and indexes, correlation analysis, regression analysis, inferential statistics, probability, probability distributions, theoretical distributions, statistical estimation methods, confidence intervals, statistical testing methods, the peren-clement index, and standard statistical tables.
Statistics and Analysis of Shapes
The subject of pattern analysis and recognition pervades many aspects of our daily lives, including user authentication in banking, object retrieval from databases in the consumer sector, and the omnipresent surveillance and security measures around sensitive areas. Shape analysis, a fundamental building block in many approaches to these applications, is also used in statistics, biomedical applications (Magnetic Resonance Imaging), and many other related disciplines.
Statistical Tools for Finance and Insurance
Presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field of quantitative finance and insurance, this book offers a unique combination of topics from which every market analyst and risk manager will benefit.
Statistical Network Analysis : Models, Issues, and New Directions; ICML 2006 Workshop on Statistical Network Analysis, Pittsburgh, PA, USA, June 29, 2006, Revised Selected Papers
This volume was prepared to share with a larger audience the exciting ideas and work presented at an ICML 2006 workshop of the same title. Network models have a long history. Sociologists and statisticians made major advances in the 1970s and 1980s, culminating in part with a number of substantial databases and the class of exponential random graph models and related methods in the early 1990s. Physicists and computer scientists came to this domain cons- erably later, but they enriched the array of models and approaches and began to tackle much larger networks and more complex forms of data.
Statistical Mechanics
The completely revised new edition of the classical book on Statistical Mechanics covers the basic concepts of equilibrium and non-equilibrium statistical physics. In addition to a deductive approach to equilibrium statistics and thermodynamics based on a single hypothesis - the form of the microcanonical density matrix - this book treats the most important elements of non-equilibrium phenomena. Intermediate calculations are presented in complete detail. Problems at the end of each chapter help students to consolidate their understanding of the material. Beyond the fundamentals, this text demonstrates the breadth of the field and its great variety of applications.
Statistical Implicative Analysis : Theory and Applications
This volume collects significant research contributions of several rather distinct disciplines that benefit from SIA. Contributions range from psychological and pedagogical research, bioinformatics, knowledge management, and data mining.
Static and dynamic analysis of engineering structures : Incorporating the boundary element method
Illustrates the modern methods of static and dynamic analysis of structures ; Provides methods for solving boundary value problems of structural mechanics and soil mechanics ; Offers a wide spectrum of applications of modern techniques and methods of calculation of static, dynamic and seismic problems of engineering design; Presents a new foundation model.
Stability and Optimization of Structures : Generalized Sensitivity Analysis
Stability and Optimization of Structures: Generalized Sensitivity Analysis is the first book to address issues of structural optimization against nonlinear buckling. Through the investigation of imperfection sensitivity, worst imperfection and random imperfection based on concrete theoretical framework, it is shown that optimization against buckling does not necessarily produce an imperfection-sensitive structure. This book offers the reader greater insight into optimization-based and computer-assisted stability design of finite-dimensional structures. Using the unified approach to parameter sensitivity analysis, it connects studies of elastic stability, computational mechanics and applied mathematics.
Stability and Convergence of Mechanical Systems with Unilateral Constraints
Stability of motion is a central theme in the dynamics of mechanical systems. While the stability theory for systems with bilateral constraints is a well-established field, this monograph represents a systematic study of mechanical systems with unilateral constraints, such as unilateral contact, impact and friction. Such unilateral constraints give rise to non-smooth dynamical models for which stability theory is developed in this work.The book starts with the treatise of the mathematical background on non-smooth analysis, measure and integration theory and an introduction to the field of non-smooth dynamical systems. The unilateral constraints are modelled in the framework of set-valued force laws developed in the field of non-smooth mechanics.
Sputtering by Particle Bombardment : Experiments and Computer Calculations from Threshold to MeV Energies
This volume gives a comprehensive overview about the physical processes causing sputtering of solids at bombardment with energetic ions. The latest results for the sputtering yields and their dependence on the incident energy and angle of incidence, as well as the energy and angular distributions of the sputtered atoms are presented.
Spectral Method in Multiaxial Random Fatigue
The formula proposed in this book enables to determine power spectral density of the equivalent history directly from the components of the power spectral density matrix of the multidimensional stochastic process. It presents the assumptions and the procedure of determination of basic relationships of the spectral method. The authors work out equations determining the fatigue life according to the spectral method using various linear hypotheses of fatigue damage accumulation. The algorithm of fatigue life contains five blocks: 1 – determination of loading, 2 – determination of the critical plane position for the assumed multiaxial fatigue failure criterion, 3 – determination of power spectral density of the equivalent stress or strain, 4 – determination of statistical parameters of the equivalent parameter responsible for fatigue damage, and 5 – fatigue life calculation according to a suitable hypothesis of damage accumulation.
Special Functions for Applied Scientists
Special Functions for Applied Scientists provides the required mathematical tools for researchers active in the physical sciences. The book presents a full suit of elementary functions for scholars at the PhD level and covers a wide-array of topics and begins by introducing elementary classical special functions. From there, differential equations and some applications into statistical distribution theory are examined. The fractional calculus chapter covers fractional integrals and fractional derivatives as well as their applications to reaction-diffusion problems in physics, input-output analysis, Mittag-Leffler stochastic processes and related topics.
Solid State Ionics for Batteries
In this book, recent progress in batteries is firstly reviewed by researchers in three leading Japanese battery companies, SONY, Matsushita and Sanyo, and then the future problems in battery development are stated. Then, recent development of solid state ionics for batteries, including lithium ion battery, metal-hydride battery, and fuel cells, are reviewed. A battery comprises essentially three components: positive electrode, negative electrode, and electrolyte. Each component is discussed for the construction of all-solid-state Batteries. Theoretical understanding of properties of battery materials by using molecular orbital calculations is also introduced.
