Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical……続きを見る
With the collapse of Demographic Transition Theory, new theories of population must not just be explanations, but should be falsifiable theories which can compute the number of occurrences of marria……続きを見る
This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. ……続きを見る
著者：Yuichiro Kakihara
出版社： World Scientific Publishing Company
発売日： 2021年07月29日
This is a development of the book entitled Multidimensional Second Order Stochastic Processes. It provides a research expository treatment of infinite-dimensional stationary and nonstationary stocha……続きを見る
This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account……続きを見る
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump process……続きを見る
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes……続きを見る
This book examines information processing performed by bio-systems at all scales: from genomes, cells and proteins to cognitive and even social systems. It introduces a theoretical/conceptual princi……続きを見る
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a livel……続きを見る
Although several books or monographs on multiobjective optimization under uncertainty have been published, there seems to be no book which starts with an introductory chapter of linear programming a……続きを見る
