Kohlmann michael (67 résultats)

Broschiert. Etat : Gut. 372 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 655. …

Broschur. Etat : sehr gut. 79 S. : 37 graph. Darst. ; 21 cm. Sprache: deu.

Broschur. Etat : leichte Gebrauchsspuren. SOFORTVERSAND AUF RECHNUNG! Ein schönes, sauberes Exemplar - fast wie neu - Internationaler Versand In deutscher Sprache. 79 S. 210 x 150 mm.

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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented.…

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Some points of interaction between stochastic analysis and quantum theory.- On a class of stochastic differential equations which do not satisfy Lipschitz conditions.- Current results and issues in stochastic control.- A method for constructing - optimal controls in problems with partial observation of the state.- Overload control for SPC telephone exchanges - refined models and stochastic control.- Stochastic maximum principle in the problem of optimal absolutely continuous change of measure.- Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models.- A solution to the partially observed control problem of linear systems, with non-quadratic cost.- Stationary control of brownian motion in several dimensions.- Control of piecewise-deterministic processes via discrete-time dynamic programming.- Reverse time smoothing for point process observations.- A finitely additive version of Poincare's recurrence theorem.- Girsanov and Feynmann-Kac formulas in the discrete stochastic mechanics.- Existence of optimal markovian controls for degenerate diffusions.- On Levy's area process.- Central limit theorems and random currents.- On girsanov solutions of infinite dimensional SDEs.- Explicit solution of a general consumption/investment problem.- Viscosity solutions in partially observed control.- On necessary and sufficient conditions for the convergence to quasicontinuous semimartingales.- Limit theorems for stochastic differential equations and stochastic flows of diffeomorphisms.- Weak convergence and approximations for partial differential equations with random process coefficients.- Optimal control of reflected diffusion processes : An example of state constraints.- Asymptotic ordering of probability distributions for linear controlled systemswith quadratic cost.- Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data.- Wide band limit of Lyapounov exponents.- Filtering with observations on a Riemannian symmetric space.- To the theory of the generalized diffusion.- The linear operator-valued stochastic equations.- Stochastic calculus of variations revisited.- Stability under small perturbations.…

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gebundene Ausgabe. Etat : Gut. 374 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 835.

Paperback/ broschiert. Etat : Gut. 372 S. Betriebswirtschaftslehre Wirtschaft Ökonometrie Econometrics Informationswissenschaften Guter Zustand/ Good. Ex-Library. ha1076968 Sprache: Englisch Gewicht in Gramm: 650.

Etat : Sehr gut. Zustand: Sehr gut | Seiten: 384 | Sprache: Englisch | Produktart: Bücher | Some points of interaction between stochastic analysis and quantum theory.- On a class of stochastic differential equations which do not satisfy Lipschitz conditions.- Current results and issues in stochastic control.- A method for constructing ?- optimal controls in problems with partial observation of the state.- Overload control for SPC telephone exchanges ¿ refined models and stochastic control.- Stochastic maximum principle in the problem of optimal absolutely continuous change of measure.- Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models.- A solution to the partially observed control problem of linear systems, with non-quadratic cost.- Stationary control of brownian motion in several dimensions.- Control of piecewise-deterministic processes via discrete-time dynamic programming.- Reverse time smoothing for point process observations.- A finitely additive version of Poincare's recurrence theorem.- Girsanov and Feynmann-Kac formulas in the discrete stochastic mechanics.- Existence of optimal markovian controls for degenerate diffusions.- On Levy's area process.- Central limit theorems and random currents.- On girsanov solutions of infinite dimensional SDEs.- Explicit solution of a general consumption/investment problem.- Viscosity solutions in partially observed control.- On necessary and sufficient conditions for the convergence to quasicontinuous semimartingales.- Limit theorems for stochastic differential equations and stochastic flows of diffeomorphisms.- Weak convergence and approximations for partial differential equations with random process coefficients.- Optimal control of reflected diffusion processes : An example of state constraints.- Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost.- Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data.- Wide band limit of Lyapounov exponents.- Filtering with observations on a Riemannian symmetric space.- To the theory of the generalized diffusion.- The linear operator-valued stochastic equations.- Stochastic calculus of variations revisited.- Stability under small perturbations.…

Etat : Sehr gut. 374 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 816 gebundene Ausgabe gebundene Ausgabe.…

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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - In the centenary year of the publication of Bachelier's thesis, what today is considered as the foundation of modern finance, we had the opportunity to invite experts in this relatively new field in mathematics to participate in a meeting at the University of Konstanz, Germany. This could be the place to consider the historical development, but as Professor Girlich presented a remarkable lecture on the past of what now is known as mathematical finance, we refer the reader to the article in this volume. Instead w etak e the opportunity to express our thanks to those colleagues who made this workshop possible: to Professor Sondermann, University of Bonn, Ger many, who in a sense initiated the idea, to our friends Mark Davis, Robert Elliott, and Xun Yu Zhou, whose advices were extremely helpful in establishing the pro gram of the conference, and to the invited lecturers Nicole EI Karoui, Ec khard Platen, and Stan Pliska for carefully preparing their lectures. Also w egratefully appreciate our students' help during the conference and Mrs Weisser's successful efforts in providing our guests with visa and hotel reservations. Last we should mention the students of the business department who organized a great conference dinner on Mainau island and who documented the meeting in a lot of photos. Finally we thank our wives Evi and Jie for giving us leave from home (-v.ork) to organize the conference.…

Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - In the centenary year of the publication of Bachelier's thesis, what today is considered as the foundation of modern finance, we had the opportunity to invite experts in this relatively new field in mathematics to participate in a meeting at the University of Konstanz, Germany. This could be the place to consider the historical development, but as Professor Girlich presented a remarkable lecture on the past of what now is known as mathematical finance, we refer the reader to the article in this volume. Instead w etak e the opportunity to express our thanks to those colleagues who made this workshop possible: to Professor Sondermann, University of Bonn, Ger many, who in a sense initiated the idea, to our friends Mark Davis, Robert Elliott, and Xun Yu Zhou, whose advices were extremely helpful in establishing the pro gram of the conference, and to the invited lecturers Nicole EI Karoui, Ec khard Platen, and Stan Pliska for carefully preparing their lectures. Also w egratefully appreciate our students' help during the conference and Mrs Weisser's successful efforts in providing our guests with visa and hotel reservations. Last we should mention the students of the business department who organized a great conference dinner on Mainau island and who documented the meeting in a lot of photos. Finally we thank our wives Evi and Jie for giving us leave from home (-v.ork) to organize the conference.…

Taschenbuch. Etat : Neu. Mathematical Finance | Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5-7, 2000 | Michael Kohlmann (u. a.) | Taschenbuch | Trends in Mathematics | 374 S. | Englisch | 2012 | Birkhäuser | EAN 9783034895064 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Etat : New. pp. 380.