Stochastic Inequalities and Applications
Title | Stochastic Inequalities and Applications PDF eBook |
Author | Evariste Giné |
Publisher | Birkhäuser |
Pages | 362 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 3034880693 |
Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.
Stochastic Inequalities and Applications
Title | Stochastic Inequalities and Applications PDF eBook |
Author | Evarist Giné |
Publisher | Birkhauser |
Pages | 365 |
Release | 2003 |
Genre | Stochastic inequalities. |
ISBN | 9780817621971 |
The book also contains a sample of recent advances on several aspects of stochastic analysis such as diffusion processes, stochastic differential equations driven by fractional Brownian motion, Lyapunov exponents for stochastic differential equations with jumps, and Levy processes."--BOOK JACKET.
Applications of Variational Inequalities in Stochastic Control
Title | Applications of Variational Inequalities in Stochastic Control PDF eBook |
Author | A. Bensoussan |
Publisher | Elsevier |
Pages | 577 |
Release | 2011-08-18 |
Genre | Mathematics |
ISBN | 0080875335 |
Applications of Variational Inequalities in Stochastic Control
Harnack Inequalities for Stochastic Partial Differential Equations
Title | Harnack Inequalities for Stochastic Partial Differential Equations PDF eBook |
Author | Feng-Yu Wang |
Publisher | Springer Science & Business Media |
Pages | 135 |
Release | 2013-08-13 |
Genre | Mathematics |
ISBN | 1461479347 |
In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and delayed differential equations. Since the semigroup refers to Fokker-Planck equations on infinite-dimensional spaces, the Harnack inequalities the author investigates are dimension-free. This is an essentially different point from the above mentioned classical Harnack inequalities. Moreover, the main tool in the study is a new coupling method (called coupling by change of measures) rather than the usual maximum principle in the current literature.
Stochastic Inequalities
Title | Stochastic Inequalities PDF eBook |
Author | Moshe Shaked |
Publisher | IMS |
Pages | 434 |
Release | 1992 |
Genre | Mathematics |
ISBN | 9780940600294 |
Advances in Stochastic Inequalities
Title | Advances in Stochastic Inequalities PDF eBook |
Author | Theodore Preston Hill |
Publisher | American Mathematical Soc. |
Pages | 226 |
Release | 1999 |
Genre | Mathematics |
ISBN | 0821810863 |
Contains 15 articles based on invited talks given at an AMS Special Session on 'Stochastic Inequalities and Their Applications' held at Georgia Institute of Technology (Atlanta). This book includes articles that offer a comprehensive picture of this area of mathematical probability and statistics.
Applications of Variational Inequalities in Stochastic Control
Title | Applications of Variational Inequalities in Stochastic Control PDF eBook |
Author | Alain Bensoussan |
Publisher | |
Pages | 564 |
Release | 1982 |
Genre | Control theory |
ISBN | 9780444557438 |