Random Motions in Markov and Semi-Markov Random Environments 1 Homogeneous Random Motions and their Applications
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Form:Einzelkauf Download
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Sprache:Englisch
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eBook Format:PDF
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Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
12.01.2021
Verlag
John Wiley & Sons IncSeitenzahl
(Printausgabe)
Dateigröße
3007 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9781119808183
This book is the first of two volumes on random motions in Markov and
semi-Markov random environments. This first volume focuses on
homogenous random motions.
This volume consists of two parts, the first describing the basic concepts
and methods that have been developed for random evolutions. These
methods are the foundational tools used in both volumes, and this
description includes many results in potential operators.
Some
techniques to find closed-form expressions in relevant applications are
also presented.
The second part deals with asymptotic results and presents a variety of
applications, including random motion with different types of
boundaries, the reliability of storage systems and solutions of partial
differential equations with constant coefficients, using commutative
algebra techniques. It also presents an alternative formulation to the
Black-Scholes formula in finance, fading evolutions and telegraph
processes, including jump telegraph processes and the estimation of the
number of level crossings for telegraph processes.
semi-Markov random environments. This first volume focuses on
homogenous random motions.
This volume consists of two parts, the first describing the basic concepts
and methods that have been developed for random evolutions. These
methods are the foundational tools used in both volumes, and this
description includes many results in potential operators.
Some
techniques to find closed-form expressions in relevant applications are
also presented.
The second part deals with asymptotic results and presents a variety of
applications, including random motion with different types of
boundaries, the reliability of storage systems and solutions of partial
differential equations with constant coefficients, using commutative
algebra techniques. It also presents an alternative formulation to the
Black-Scholes formula in finance, fading evolutions and telegraph
processes, including jump telegraph processes and the estimation of the
number of level crossings for telegraph processes.
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