کتاب دانلود کتب لاتین علوم مهندسیریاضی
حرکات تصادفی در محیط های تصادفی مارکوف و نیمه مارکوف 1 - حرکات تصادفی همگن و کاربرد های آنها
حرکات تصادفی در محیط های تصادفی مارکوف و نیمه مارکوف 1 - حرکات تصادفی همگن و کاربرد های آنها

Random Motions in Markov and Semi-Markov Random Environments 1 - Homogeneous Random Motions and their Applications
سال انتشار: 2021
تعداد صفحات: 244
زبان فایل: English
فرمت فایل: pdf
حجم فایل: 3MB

دانلود رایگان

Publisher : Wiley-ISTE

ISBN-10 : 178630547X

ISBN-13 : 978-1786305473

ASIN : B08SJF2829

This book is the first of two volumes on random motions in Markov and semi-Markov random environments. This first volume focuses on homogenous random motions. This volume consists of two parts, the first describing the basic concepts and methods that have been developed for random evolutions. These methods are the foundational tools used in both volumes, and this description includes many results in potential operators.

Some techniques to find closed-form expressions in relevant applications are also presented. The second part deals with asymptotic results and presents a variety of applications, including random motion with different types of boundaries, the reliability of storage systems and solutions of partial differential equations with constant coefficients, using commutative algebra techniques. It also presents an alternative formulation to the Black-Scholes formula in finance, fading evolutions and telegraph processes, including jump telegraph processes and the estimation of the number of level crossings for telegraph processes.

 

حرکات تصادفی در محیط های تصادفی مارکوف و نیمه مارکوف 2 - حرکات تصادفی با ابعاد بالا و برنامه های مالی