Titlebook: Random Evolutions and their Applications; New Trends Anatoly Swishchuk Book 2000 Springer Science+Business Media B.V. 2000 Martingale.Stoch

Suture

書目名稱Random Evolutions and their Applications影響因子(影響力)




書目名稱Random Evolutions and their Applications影響因子(影響力)學(xué)科排名




書目名稱Random Evolutions and their Applications網(wǎng)絡(luò)公開度




書目名稱Random Evolutions and their Applications網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Random Evolutions and their Applications被引頻次




書目名稱Random Evolutions and their Applications被引頻次學(xué)科排名




書目名稱Random Evolutions and their Applications年度引用




書目名稱Random Evolutions and their Applications年度引用學(xué)科排名




書目名稱Random Evolutions and their Applications讀者反饋




書目名稱Random Evolutions and their Applications讀者反饋學(xué)科排名

appall

Introduction,The model of evolution of many physical processes which appears naturally in random media is a dynamical system perturbed by random disturbances of the media The abstract mathematical model of this evolution is a . (RE), namely, the solutions of a stochastic operator integral equation in separable Banach space.

SKIFF

整潔漂亮

Boundary Value Problems (BVP) for RE and SES,We study the solutions of boundary value problems (BVP) for Markov and semi-Markov random evolutions (RE) Applications of these results are considered for traffic, storage and diffusion processes in random media [130, 132].

遺傳學(xué)

Stochastic Stability of RE and SES,In this chapter we consider stochastic stability of Markov and semi-Markov processes, random evolutions and stochastic evolutionary systems, using analogue of Dynkin’s formula for them and martingale theory.

玩笑

bourgeois

領(lǐng)導(dǎo)權(quán)

Random Evolutions in Insurance Mathematics. Incomplete Market,We consider application of random evolutions to stochastic models of insurance mathematics in an incomplete market.

原告

Stochastic Stability of Financial and Insurance Stochastic Models,In this chapter we consider stochastic stability of financial and insurance stochastic models, including dynamics of stocks prices and risk processes Also, we study stochastic stability for such models in averaging, merging, diffusion approximation and normal deviation schemes [134, 133, 131], [143]–[145].

僵硬

Stochastic Optimal Control of Financial and Insurance Stochastic Models,The optimal stochastic control of financial and insurance stochastic models such as dynamics of stocks prices and risk processes in semi-Markov random media is investigated The cost functions are introduced and the dynamical programming equations are derived for these systems [137, 143, 151, 133, 131].