Stochastic Inequalities and Applications

Stochastic Inequalities and Applications
Author :
Publisher : Birkhäuser
Total Pages : 362
Release :
ISBN-10 : 9783034880695
ISBN-13 : 3034880693
Rating : 4/5 (693 Downloads)

Book Synopsis Stochastic Inequalities and Applications by : Evariste Giné

Download or read book Stochastic Inequalities and Applications written by Evariste Giné and published by Birkhäuser. This book was released on 2012-12-06 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Related Books

Stochastic Inequalities and Applications
Language: en
Pages: 362
Authors: Evariste Giné
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

GET EBOOK

Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas
Stochastic Inequalities and Applications
Language: en
Pages: 365
Authors: Evarist Giné
Categories: Stochastic inequalities.
Type: BOOK - Published: 2003 - Publisher: Birkhauser

GET EBOOK

The book also contains a sample of recent advances on several aspects of stochastic analysis such as diffusion processes, stochastic differential equations driv
Applications of Variational Inequalities in Stochastic Control
Language: en
Pages: 577
Authors: A. Bensoussan
Categories: Mathematics
Type: BOOK - Published: 2011-08-18 - Publisher: Elsevier

GET EBOOK

Applications of Variational Inequalities in Stochastic Control
Harnack Inequalities for Stochastic Partial Differential Equations
Language: en
Pages: 0
Authors: Feng-Yu Wang
Categories: Mathematics
Type: BOOK - Published: 2013-08-09 - Publisher: Springer

GET EBOOK

​In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and d
Stochastic Calculus and Financial Applications
Language: en
Pages: 316
Authors: J. Michael Steele
Categories: Business & Economics
Type: BOOK - Published: 2001 - Publisher: Springer Science & Business Media

GET EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction