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2022~2023 （5）

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Grzegorz Tomkowicz （2）

Lowell W. Beineke （2）

A. A. Borovkov （1）

Andries E. Brouwer （1）

Ashok P. Maitra/ William D. Sudderth （1）

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Cambridge Univ Pr （19）

Springer Verlag （11）

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共34筆商品，1/2頁

Higher Special Functions：A Theory of the Central Two-Point Connection Problem Based on a Singularity Approach

作者：Wolfgang Lay (Universitat Stuttgart) 出版社：Cambridge University Press 出版日：2024/06/30 裝訂：精裝

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Stochastic Integration and Differential Equations

作者：Philip E. Protter 出版社：Springer Verlag 出版日：2003/12/01 裝訂：精裝

It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published,

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Discrete Gambling and Stochastic Games

作者：Ashok P. Maitra; William D. Sudderth 出版社：Springer Verlag 出版日：1996/06/01 裝訂：精裝

The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was not until the middle of the twentieth century that

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Information-Spectrum Methods in Information Theory

作者：Te Sun Han 出版社：Springer Verlag 出版日：2002/12/01 裝訂：精裝

From the reviews: "This book nicely complements the existing literature on information and coding theory by concentrating on arbitrary nonstationary and/or nonergodic sources and channels with arbitra

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Stochastic Approximation and Recursive Algorithms and Applications

作者：Harold J. Kushner; G. George Yin 出版社：Springer Verlag 出版日：2003/07/01 裝訂：精裝

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a

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90折

Monte Carlo Methods in Financial Engineering

作者：Paul Glasserman 出版社：Springer Verlag 出版日：2003/10/01 裝訂：精裝

This book develops the use of Monte Carlo methods in finance, and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts.

定價：3500 元，優惠價：9 3150

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Cycle Representations of Markov Processes

作者：Sophia L. Kalpazidou 出版社：Springer Verlag 出版日：2006/06/07 裝訂：精裝

The cycle representations of Markov processes have been advanced after the publication of the ?rst edition to many directions. One main purpose of these advances was the revelation of wide-ranging int

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Discrete-Time Markov Control Processes ― Basic Optimality Criteria

作者：Onesimo Hernandez-Lerma; Jean-Bernard Lasserre 出版社：Springer Verlag 出版日：1996/08/01 裝訂：精裝

This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest

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Statistics of Random Processes ― Applications

作者：Robert S. Liptser; Albert N. Shiryaev; A. B. Aries (TRN); Stephen S. Wilson (TRN) 出版社：Springer Verlag 出版日：2001/01/01 裝訂：平裝

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as

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10.

Stochastic Controls ― Hamiltonian Systems and Hjb Equations

作者：Jiongmin Yong; Xun Yu Zhou 出版社：Springer Verlag 出版日：1999/06/01 裝訂：精裝

This book gives a self-contained and systematic exposition of the major optimal control theory for continuous-time stochastic diffusion processes, including the Pontryagin type maximum principle (MP)

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11.

Hidden Markov Models—Estimation and Control

作者：Robert J. Elliott; Lakhdar Aggoun; John B. Moore 出版社：Springer Verlag 出版日：1995/01/01 裝訂：精裝

The aim of this book is to present graduate students with a thorough survey of reference probability models and their applications to optimal estimation and control. These new and powerful methods are

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12.

Statistics of Random Processes

作者：Robert S. Liptser; Albert N. Shiryaev; A. B. Aries (TRN); Stephen S. Wilson (EDT) 出版社：Springer Verlag 出版日：2000/12/01 裝訂：平裝

These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential t

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13.

Handbook of Constructive Mathematics

作者：Douglas Bridges; Bridges; Hajime Ishihara; Ishihara; Michael Rathjen; Rathjen; Helmut Schwichtenberg; Schwichtenberg 出版社：Cambridge University Press 出版日：2023/01/31 裝訂：精裝

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14.

Coxeter Bialgebras

作者：Marcelo Aguiar; Swapneel Mahajan 出版社：Cambridge University Press 出版日：2022/11/30 裝訂：精裝

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15.

Compound Renewal Processes

作者：A. A. Borovkov 出版社：Cambridge University Press 出版日：2022/06/30 裝訂：精裝

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16.

Orthogonal Polynomials in the Spectral Analysis of Markov Processes：Birth-Death Models and Diffusion

作者：Manuel Domínguez de la Iglesia 出版社：Cambridge Univ Pr 出版日：2021/11/30 裝訂：精裝

In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about

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17.

Mathematics of the Bond Market: A Levy Processes Approach

作者：Michał Barski 出版社：Cambridge Univ Pr 出版日：2020/05/31 裝訂：精裝

Mathematical models of bond markets are of interest to researchers working in applied mathematics, especially in mathematical finance. This book concerns bond market models in which random elements are represented by Lévy processes. These are more flexible than classical models and are well suited to describing prices quoted in a discontinuous fashion. The book's key aims are to characterize bond markets that are free of arbitrage and to analyze their completeness. Nonlinear stochastic partial differential equations (SPDEs) are an important tool in the analysis. The authors begin with a relatively elementary analysis in discrete time, suitable for readers who are not familiar with finance or continuous time stochastic analysis. The book should be of interest to mathematicians, in particular to probabilists, who wish to learn the theory of the bond market and to be exposed to attractive open mathematical problems.

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90折

18.

Symmetry and Separation of Variables

作者：Willard Miller 出版社：Cambridge Univ Pr 出版日：2010/10/07 裝訂：平裝

Originally published in 1977, this volume is concerned with the relationship between symmetries of a linear second-order partial differential equation of mathematical physics, the coordinate systems in which the equation admits solutions via separation of variables, and the properties of the special functions that arise in this manner. Some group-theoretic twists in the ancient method of separation of variables that can be used to provide a foundation for much of special function theory are shown. In particular, it is shown explicitly that all special functions that arise via separation of variables in the equations of mathematical physics can be studied using group theory.

定價：3509 元，優惠價：9 3158

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19.

The Foundations of Mathematics in the Theory of Sets

作者：John P. Mayberry 出版社：Cambridge Univ Pr 出版日：2010/09/09 裝訂：平裝

This 2001 book presents a unified approach to the foundations of mathematics in the theory of sets, covering both conventional and finitary (constructive) mathematics. It is based on a philosophical, historical and mathematical analysis of the relation between the concepts of 'natural number' and 'set'. This leads to an investigation of the logic of quantification over the universe of sets and a discussion of its role in second order logic, as well as in the analysis of proof by induction and definition by recursion. The subject matter of the book falls on the borderline between philosophy and mathematics, and should appeal to both philosophers and mathematicians with an interest in the foundations of mathematics.

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20.

Time-Domain Scattering

作者：P. A. Martin 出版社：Cambridge Univ Pr 出版日：2021/07/31 裝訂：精裝

The wave equation, a classical partial differential equation, has been studied and applied since the eighteenth century. Solving it in the presence of an obstacle, the scatterer, can be achieved using a variety of techniques and has a multitude of applications. This book explains clearly the fundamental ideas of time-domain scattering, including in-depth discussions of separation of variables and integral equations. The author covers both theoretical and computational aspects, and describes applications coming from acoustics (sound waves), elastodynamics (waves in solids), electromagnetics (Maxwell's equations) and hydrodynamics (water waves). The detailed bibliography of papers and books from the last 100 years cement the position of this work as an essential reference on the topic for applied mathematicians, physicists and engineers.

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三民網路書店 / 搜尋結果

搜尋條件

Higher Special Functions：A Theory of the Central Two-Point Connection Problem Based on a Singularity Approach

Stochastic Integration and Differential Equations

Discrete Gambling and Stochastic Games

Information-Spectrum Methods in Information Theory

Stochastic Approximation and Recursive Algorithms and Applications

Monte Carlo Methods in Financial Engineering

Cycle Representations of Markov Processes

Discrete-Time Markov Control Processes ― Basic Optimality Criteria

Statistics of Random Processes ― Applications

Stochastic Controls ― Hamiltonian Systems and Hjb Equations

Hidden Markov Models—Estimation and Control

Statistics of Random Processes

Handbook of Constructive Mathematics

Coxeter Bialgebras

Compound Renewal Processes

Orthogonal Polynomials in the Spectral Analysis of Markov Processes：Birth-Death Models and Diffusion

Mathematics of the Bond Market: A Levy Processes Approach

Symmetry and Separation of Variables

The Foundations of Mathematics in the Theory of Sets

Time-Domain Scattering