Published 14th November 2011 416 pages
Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability
Hardback: 978-1-4398494-0-8
The seventh volume in the SemStat series, this book presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible both to new students and seasoned researchers, each chapter starts with introductions to the topics and builds gradually toward discussing recent research. Chapters are self-contained and written by leading researchers from the field. The book includes applications to finance and econometrics and provides relevant software where applicable.
Estimating functions for diffusion type processes, Sorensen
The econometrics of high frequency data, Mykland and Zhang
Statistics and high frequency data, Jacod
Importance sampling techniques for estimation of diffusion models, Papaspiliopoulos and Roberts
Non parametric estimation of the coefficients of ergodic diffusion processes based on high frequency data, Conte, Genon-Catalot, and Rezenhole
Parameter estimation for multiscale diffusions: An overview, Pavliotis, Pokers, and Stuart
Continuous time series models driven by Levy processes, Lindner
Published 25th November 2011 210 pages
Series: Monographs and Surveys in Pure and Applied Mathematics
Hardback: 978-1-4398804-7-0
Since higher order derivatives are useful in many places, nth order derivatives are often defined directly. These derivatives are more general than the ordinary derivative and are useful in many purposes. This book discusses higher order derivatives and the relations among them. It covers higher order generalized derivatives, including Peano derivative, d.I.V.P. derivative, symmetric and unsymmetric Riemann derivative, symmetric and unsymmetric Cesaro derivative, symmetric and unsymmetric aorel derivative, symmetric and unsymmetric LP-derivative, symmetric and unsymmetric Laplace derivative, and Abel derivative.
Divided Difference of Order N
General Derivatives of Order N
Generalized Riemann Derivative of Order N
Peano Derivative
Riemann Derivative
Symmetric d.I.V.P. Derivative
Symmetric RiemannE Derivative
Cesaro Derivative
Symmetric Cesaro Derivative
Borel Derivative
Symmetric Borel Derivative
U - Derivative
Symmetric U- Derivative
Abel Derivative
Laplace Derivative
Symmetric Laplace Derivative
RELATIONS AMONG DERIVATIVES
Published 25th January 2012 352 pages
Series: Chapman & Hall/CRC Pure and Applied Mathematics
Recommend to LibrarianPurchasing Options:
Hardback: 978-1-4398768-5-5
A concise review of current research developments, this self-contained book provides systematic instructive analysis of uncertain systems of the following types: ordinary differential equations, impulsive equations, equations on time scales, singularly perturbed differential equations, and set differential equations. Each chapter contains new conditions of stability of unperturbed motion of the above-mentioned type of equations, along with some applications. Without assuming specific knowledge of uncertain dynamical systems, the book includes many fundamental facts about dynamical behaviour of its solutions.
1.Systems & Controls
2.Applied Mathematics
3.Differential Equations
Published 25th February 2012 356 pages
Series: Discrete Mathematics and Its Applications
Hardback: 978-1-4398461-8-6
This handbook presents a collection of introductory materials on finite state theories and their applications. It offers an open treatment of the types of algorithms and data structures that are typically retained quietly by companies and provides performance information regarding individual techniques for various domain areas. A complete reference on finite state-based models and their applications, the book can be used by beginners as a quick reference guide and by researchers for an in-depth study of this area.
Fundamentals. Algorithms. Automata-Based Programming. Domain Applications. Finite State Software Packages