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商品	説明	価格
Advances in Stochastic and Deterministic Global Optimization【電子書籍】楽天Kobo電子書籍ストア	＜p＞Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive facility location. Graduate students, researchers, and scientists in computer science, numerical analysis, optimization, and applied mathematics will be fascinated by the theoretical, computational, and application-oriented aspects of stochastic and deterministic global optimization explored in this book.＜/p＞＜p＞This volume is dedicated to the 70th birthday of Antanas ?ilinskas whois a leading world expert in global optimization. Professor ?ilinskas's research has concentrated on studying models for the objective function, the development and implementation of efficient algorithms for global optimization with single and multiple objectives, and application of algorithms for solving real-world practical problems.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	12,154円
Lyapunov Functionals and Stability of Stochastic Difference Equations【電子書籍】[ Leonid Shaikhet ] 楽天Kobo電子書籍ストア	＜p＞Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional.＜br /＞ Lyapunov Functionals and Stability of Stochastic Difference Equations describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation of the degree to which the stability properties of differential equations are preserved in their difference analogues.＜br /＞ The text is self-contained, beginning with basic definitions and the mathematical fundamentals of Lyapunov functional construction and moving on from particular to general stability results for stochastic difference equations with constant coefficients. Results are then discussed for stochastic difference equations of linear, nonlinear, delayed, discrete and continuous types. Examples are drawn from a variety of physical systems including inverted pendulum control, study of epidemic development, Nicholson’s blowflies equation and predator?prey relationships.＜br /＞ Lyapunov Functionals and Stability of Stochastic Difference Equations is primarily addressed to experts in stability theory but will also be of use in the work of pure and computational mathematicians and researchers using the ideas of optimal control to study economic, mechanical and biological systems.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	12,154円
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications【電子書籍】[ T. E. Govindan ] 楽天Kobo電子書籍ストア	＜p＞This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.＜/p＞＜p＞The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launchesthe reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.＜/p＞＜p＞This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	5,347円
Introduction to Stochastic Finance【電子書籍】[ Jia-An Yan ] 楽天Kobo電子書籍ストア	＜p＞This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as preliminary knowledge, are presented.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	3,402円
Analytical and Stochastic Modelling Techniques and Applications 23rd International Conference, ASMTA 2016, Cardiff, UK, August 24-26, 2016, Proceedings【電子書籍】楽天Kobo電子書籍ストア	＜p＞This book constitutes the refereed proceedings of the 23rd International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2016, held in Cardiff, UK, in August 2016.＜/p＞＜p＞The 21 full papers presented in this book were carefully reviewed and selected from 30 submissions. The papers discuss the latest developments in analytical, numerical and simulation algorithms for stochastic systems, including Markov processes, queueing networks, stochastic Petri nets, process algebras, game theory, etc.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	6,076円
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems【電子書籍】[ Cheng-ke Zhang ] 楽天Kobo電子書籍ストア	＜p＞This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	18,231円
Communication Nets Stochastic Message Flow and Delay【電子書籍】[ Leonard Kleinrock ] 楽天Kobo電子書籍ストア	＜p＞Considerable research has been devoted to the formulation and solution of problems involving flow within connected networks. Independent of these surveys, an extensive body of knowledge has accumulated on the subject of queues, particularly in regard to stochastic flow through single-node servicing facilities. This text combines studies of connected networks with those of stochastic flow, providing a basis for understanding the general behavior and operation of communication networks in realistic situations.＜br /＞ Author Leonard Kleinrock of the Computer Science Department at UCLA created the basic principle of packet switching, the technology underpinning the Internet. In this text, he develops a queuing theory model of communications nets. Its networks are channel-capacity limited; consequently, the measure of performance is taken to be the average delay encountered by a message in passing through the net. Topics include questions pertaining to optimal channel capacity assignment, effect of priority and other queue disciplines, choice of routine procedure, fixed-cost restraint, and design of topological structures. Many separate facets are brought into focus in the concluding discussion of the simulation of communication nets, and six appendices offer valuable supplementary information.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	1,997円
Brownian Motion and Stochastic Calculus【電子書籍】[ Ioannis Karatzas ] 楽天Kobo電子書籍ストア	＜p＞This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization).＜/p＞＜p＞This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	6,072円
A Modern Theory of Random Variation With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration【電子書籍】[ Patrick Muldowney ] 楽天Kobo電子書籍ストア	＜p＞＜strong＞A ground-breaking and practical treatment of probability and stochastic processes＜/strong＞＜/p＞＜p＞＜em＞A Modern Theory of Random Variation＜/em＞ is a new and radical re-formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation that bases itself exclusively on finitely additive probability distribution functions.＜/p＞＜p＞In place of twentieth century Lebesgue integration and measure theory, the author uses the simpler concept of Riemann sums, and the non-absolute Riemann-type integration of Henstock. Readers are supplied with an accessible approach to standard elements of probability theory such as the central limmit theorem and Brownian motion as well as remarkable, new results on Feynman diagrams and stochastic integrals.＜/p＞＜p＞Throughout the book, detailed numerical demonstrations accompany the discussions of abstract mathematical theory, from the simplest elements of the subject to the most complex. In addition, an array of numerical examples and vivid illustrations showcase how the presented methods and applications can be undertaken at various levels of complexity.＜/p＞＜p＞＜em＞A Modern Theory of Random Variation＜/em＞ is a suitable book for courses on mathematical analysis, probability theory, and mathematical finance at the upper-undergraduate and graduate levels. The book is also an indispensible resource for researchers and practitioners who are seeking new concepts, techniques and methodologies in data analysis, numerical calculation, and financial asset valuation.＜/p＞＜p＞Patrick Muldowney, PhD, served as lecturer at the Magee Business School of the UNiversity of Ulster for over twenty years. Dr. Muldowney has published extensively in his areas of research, including integration theory, financial mathematics, and random variation.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	16,148円
Asymptotic Analysis for Functional Stochastic Differential Equations【電子書籍】[ Jianhai Bao ] 楽天Kobo電子書籍ストア	＜p＞This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity.＜/p＞＜p＞This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	6,076円
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations【電子書籍】[ Etienne Pardoux ] 楽天Kobo電子書籍ストア	＜p＞This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each chapter.＜/p＞＜p＞Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K. It? in the 1940s, in order to construct the path of diffusion processes (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had been studied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has become an important subject of Mathematics and Applied Mathematics, because of its mathematical richness and its importance for applications in many areas of Physics, Biology, Economics and Finance, where random processes play an increasingly important role. One important aspect is the connection between diffusion processes and linear partial differential equations of second order, which is in particular the basis for Monte Carlo numerical methods for linear PDEs. Since the pioneering work of Peng and Pardoux in the early 1990s, a new type of SDEs called backward stochastic differential equations (BSDEs) has emerged. The two main reasons why this new class of equations is important are the connection between BSDEs and semilinear PDEs, and the fact that BSDEs constitute a natural generalization of the famous Black and Scholes model from Mathematical Finance, and thus offer a natural mathematical framework for the formulation of many new models in Finance.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	6,320円
Mathematical Finance Deterministic and Stochastic Models【電子書籍】[ Jacques Janssen ] 楽天Kobo電子書籍ストア	＜p＞This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	37,961円
Stochastic Mechanics The Unification of Quantum Mechanics with Brownian Motion【電子書籍】[ Folkert Kuipers ] 楽天Kobo電子書籍ストア	＜p＞Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories. It provides an equivalent formulation of quantum theories, but substantiates it with a mathematically rigorous stochastic interpretation by means of a stochastic quantization prescription.＜/p＞＜p＞The book builds on recent developments in this theory, and shows that quantum mechanics can be unified with the theory of Brownian motion in a single mathematical framework. Moreover, it discusses the extension of the theory to curved spacetime using second order geometry, and the induced It? deformations of the spacetime symmetries.＜/p＞＜p＞The book is self-contained and provides an extensive review of stochastic mechanics of the single spinless particle. The book builds up the theory on a step by step basis. It starts, in chapter 2, with a review of the classical particle subjected to scalar and vector potentials. In chapter 3, the theory is extended to the study of a Brownian motion in any potential, by the introduction of a Gaussian noise. In chapter 4, the Gaussian noise is complexified. The result is a complex diffusion theory that contains both Brownian motion and quantum mechanics as a special limit. In chapters 5, the theory is extended to relativistic diffusion theories. In chapter 6, the theory is further generalized to the context of pseudo-Riemannian geometry. Finally, in chapter 7, some interpretational aspects of the stochastic theory are discussed in more detail. The appendices concisely review relevant notions from probability theory, stochastic processes, stochastic calculus, stochastic differential geometry and stochastic variational calculus.＜/p＞＜p＞The book is aimed at graduate students and researchers in theoretical physics and applied mathematics with an interest in the foundations of quantum theory andBrownian motion. The book can be used as reference material for courses on and further research in stochastic mechanics, stochastic quantization, diffusion theories on curved spacetimes and quantum gravity.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	6,076円
Applied Stochastic Differential Equations【電子書籍】[ Simo S?rkk? ] 楽天Kobo電子書籍ストア	＜p＞Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of It? calculus, the central theorems in the field, and such approximation schemes as stochastic Runge?Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book's practical approach assumes only prior understanding of ordinary differential equations. The numerous worked examples and end-of-chapter exercises include application-driven derivations and computational assignments. MATLAB/Octave source code is available for download, promoting hands-on work with the methods.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	4,486円
Optimizations and Programming Linear, Non-linear, Dynamic, Stochastic and Applications with Matlab【電子書籍】[ Abdelkhalak El Hami ] 楽天Kobo電子書籍ストア	＜p＞This book is a general presentation of complex systems, examined from the point of view of management. There is no standard formula to govern such systems, nor to effectively understand and respond to them.＜/p＞＜p＞The interdisciplinary theory of self-organization is teeming with examples of living systems that can reorganize at a higher level of complexity when confronted with an external challenge of a certain magnitude. Modern businesses, considered as complex systems, ideally know how to flexibly and resiliently adapt to their environment, and also how to prepare for change via self-organization. Understanding sources of potential crisis is essential for leaders, though not all crises are necessarily bad news, as creative firms know how to respond to challenges through innovation: new products and markets, organizational learning for collective intelligence, and more.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	21,226円
Stochastic Partial Differential Equations and Applications【電子書籍】楽天Kobo電子書籍ストア	＜p＞Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field.＜/p＞＜p＞Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing.＜/p＞＜p＞With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	47,419円
A Measure Theoretical Approach to Quantum Stochastic Processes【電子書籍】[ Wilhelm Waldenfels ] 楽天Kobo電子書籍ストア	＜p＞This monograph takes as starting point that abstract quantum stochastic processes can be understood as a quantum field theory in one space and in one time coordinate. As a result it is appropriate to represent operators as power series of creation and annihilation operators in normal-ordered form, which can be achieved using classical measure theory.＜/p＞＜p＞Considering in detail four basic examples (e.g. a two-level atom coupled to a heat bath of oscillators), in each case the Hamiltonian of the associated one-parameter strongly continuous group is determined and the spectral decomposition is explicitly calculated in the form of generalized eigen-vectors.＜/p＞＜p＞Advanced topics include the theory of the Hudson-Parthasarathy equation and the amplified oscillator problem. To that end, a chapter on white noise calculus has also been included.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	5,469円
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE【電子書籍】[ Nizar Touzi ] 楽天Kobo電子書籍ストア	＜p＞This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a quick review of the main tools from viscosity solutions which allow to overcome all regularity problems. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems. Here the theory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of this theory have been stimulated by applications in finance and by relevant connections with geometric flows. Namely, the secondorder extension was motivated by illiquidity modeling, and the controlled loss version was introduced following the problem of quantile hedging. The third part specializes to an overview of Backward stochastic differential equations, and their extensions to the quadratic case.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	14,585円
Stochastic Integration in Banach Spaces Theory and Applications【電子書籍】[ Vidyadhar Mandrekar ] 楽天Kobo電子書籍ストア	＜p＞Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region. It studies properties of the solutions of the stochastic equations, observing the long-term behavior and the sensitivity of the solutions to changes in the initial data. The authors consider an integration theory of measurable and adapted processes in appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literature only focuses on predictable settings in Hilbert spaces. The book is intended for graduate students and researchers in stochastic (partial) differential equations, mathematical finance and non-linear filtering and assumes a knowledge of the required integration theory, existence and uniqueness results and stability theory. The results will be of particular interest to natural scientists and the finance community. Readers should ideally be familiar with stochastic processes and probability theory in general, as well as functional analysis and in particular the theory of operator semigroups.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	3,402円
An Introduction to Stochastic Thermodynamics From Basic to Advanced【電子書籍】[ Naoto Shiraishi ] 楽天Kobo電子書籍ストア	＜p＞This book presents the fundamentals of stochastic thermodynamics, one of the most central subjects in non-equilibrium statistical mechanics. It also explores many recent advances, e.g., in information thermodynamics, the thermodynamic uncertainty relation, and the trade-off relation between efficiency and power.＜/p＞＜p＞The content is divided into three main parts, the first of which introduces readers to fundamental topics in stochastic thermodynamics, e.g., the basics of stochastic processes, the fluctuation theorem and its variants, information thermodynamics, and large deviation theory. In turn, parts two and three explore advanced topics such as autonomous engines (engines not controlled externally) and finite speed engines, while also explaining the key concepts from recent stochastic thermodynamics theory that are involved.＜/p＞＜p＞To fully benefit from the book, readers only need an undergraduate-level background in statistical mechanics and quantum mechanics; no backgroundin information theory or stochastic processes is needed. Accordingly, the book offers a valuable resource for early graduate or higher-level readers who are unfamiliar with this subject but want to keep up with the cutting-edge research in this field. In addition, the author’s vivid descriptions interspersed throughout the book will help readers grasp ‘living’ research developments and begin their own research in this field.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	15,800円
Applied Probability and Stochastic Processes【電子書籍】楽天Kobo電子書籍ストア	＜p＞This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7?10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	4,861円
Stochastic Dominance Investment Decision Making under Uncertainty【電子書籍】[ Haim Levy ] 楽天Kobo電子書籍ストア	＜p＞This fully updated third edition is devoted to the analysis of various Stochastic Dominance (SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality and the poverty level in various countries, and of course, to investment decision-making under uncertainty. The book features changes and additions to the various chapters, and also includes two completely new chapters. One deals with asymptotic SD and the relation between FSD and the maximum geometric mean (MGM) rule (or the maximum growth portfolio). The other new chapter discusses bivariate SD rules where the individual’s utility is determined not only by his own wealth, but also by his standing relative to his peer group.＜/p＞＜p＞＜em＞Stochastic Dominance: Investment Decision Making under Uncertainty, 3rd Ed.＜/em＞ covers the following basic issues: the SD approach, asymptotic SD rules, the mean-variance (MV) approach, as well as the non-expected utility approach. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified version, cumulative prospect theory (CPT) which assumes S-shape preferences. In addition to these issues the book suggests a new stochastic dominance rule called the Markowitz stochastic dominance (MSD) rule corresponding to all reverse-S-shape preferences. It also discusses the concept of the multivariate expected utility and analyzed in more detail the bivariate expected utility case.＜/p＞＜p＞From the reviews of the second edition:＜/p＞＜p＞"This book is an economics book about stochastic dominance. … is certainly a valuable reference for graduate students interested in decision making under uncertainty. It investigates and compares different approaches and presents many examples. Moreover, empirical studies and experimental results play an important role in this book, which＜/p＞＜p＞makes it interesting to read." (Nicole B?uerle, Mathematical Reviews, Issue 2007 d)＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。	19,447円
【中古】Vol.VI Statistical inference based on weakly dependent data Weakly Dependent Stochastic Sequences and Their Applications（単行本） VALUE BOOKS	◆◆◆カバーに傷みがあります。カバーに汚れがあります。小口に汚れがあります。迅速・丁寧な発送を心がけております。【毎日発送】商品状態著者名著:吉原健一出版社名三省堂発売日 2015-04-01 ISBN 9784385355924	4,076円
【中古】Vol.IV Curve estimation based on weakly dependent data Weakly Dependent Stochastic Sequences and Their Applications（単行本） VALUE BOOKS	◆◆◆小口に汚れがあります。迅速・丁寧な発送を心がけております。【毎日発送】商品状態著者名著:吉原健一出版社名三省堂発売日 2015-04-01 ISBN 9784385355931	4,076円
【中古】Vol.VI Statistical inference based on weakly dependent data Weakly Dependent Stochastic Sequences and Their Applications（単行本） VALUE BOOKS	◆◆◆おおむね良好な状態です。中古商品のため若干のスレ、日焼け、使用感等ある場合がございますが、品質には十分注意して発送いたします。【毎日発送】商品状態著者名著:吉原健一出版社名三省堂発売日 2015-04-01 ISBN 9784385355924	5,241円
【中古】Vol.IV Curve estimation based on weakly dependent data Weakly Dependent Stochastic Sequences and Their Applications（単行本） VALUE BOOKS	◆◆◆非常にきれいな状態です。中古商品のため使用感等ある場合がございますが、品質には十分注意して発送いたします。【毎日発送】商品状態著者名著:吉原健一出版社名三省堂発売日 2015-04-01 ISBN 9784385355931	5,532円
【中古】Vol.VIII Mixing stochastic differential equations Weakly Dependent Stochastic Sequences and Their Applications（単行本） VALUE BOOKS	◆◆◆おおむね良好な状態です。中古商品のため若干のスレ、日焼け、使用感等ある場合がございますが、品質には十分注意して発送いたします。【毎日発送】商品状態著者名著:吉原健一出版社名三省堂発売日 2015-04-01 ISBN 9784385357812	3,405円
【中古】Vol.VI Statistical inference based on weakly dependent data Weakly Dependent Stochastic Sequences and Their Applications（単行本） VALUE BOOKS	◆◆◆非常にきれいな状態です。中古商品のため使用感等ある場合がございますが、品質には十分注意して発送いたします。【毎日発送】商品状態著者名著:吉原健一出版社名三省堂発売日 2015-04-01 ISBN 9784385355924	5,532円
【中古】Vol.XIII Recent topics on random processes and fields Weakly Dependent Stochastic Sequences and Their Applications（単行本） VALUE BOOKS	◆◆◆非常にきれいな状態です。中古商品のため使用感等ある場合がございますが、品質には十分注意して発送いたします。【毎日発送】商品状態著者名著:吉原健一出版社名三省堂発売日 2015-04-01 ISBN 9784385361802	21,945円
確率モデルハンドブック普及版 / 原タイトル:STOCHASTIC MODELS[本/雑誌] (単行本・ムック) / D.P.Heyman/〔編〕 M.J.Sobel/〔編〕伊理正夫/監訳今野浩/監訳刀根薫/監訳ネオウィング楽天市場店	ご注文前に必ずご確認ください＜商品説明＞＜収録内容＞点過程マルコフ過程マルチンゲールとランダムウォーク拡散近似確率論における数値計算法統計的方法シミュレーションマルコフ決定過程制御連続時間マルコフ過程待ち行列理論待ち行列ネットワーク確率的在庫理論信頼性と保全性＜商品詳細＞商品番号：NEOBK-993537D. P. Heyman / [Hen] M. J. Sobel / [Hen] I Ri Masao / Kanyaku Konno Hiroshi / Kanyaku Tone Kaoru / Kanyaku / Kakuritsu Model Handbook Fukyu Ban / Original Title: STOCHASTIC MODELSメディア：本/雑誌発売日：2011/06JAN：9784254121896確率モデルハンドブック普及版 / 原タイトル:STOCHASTIC MODELS[本/雑誌] (単行本・ムック) / D.P.Heyman/〔編〕 M.J.Sobel/〔編〕伊理正夫/監訳今野浩/監訳刀根薫/監訳2011/06発売	17,600円