Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of capital in the market. Stochastic portfolio theory has both theoretical and practical applications:
Stochastic Climate Theory: Models and Applications
β Scribed by Prof. Dr. Serguei G. Dobrovolski (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 2000
- Tongue
- English
- Leaves
- 290
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
The author describes the stochastic (probabilistic) approach to the study of changes in the climate system. Climatic data and theoretical considerations suggest that a large part of climatic variation/variability has a random nature and can be analyzed using the theory of stochastic processes. This work summarizes the results of processing existing records of climatic parameters as well as appropriate theories: from the theory of random processes (based on the results of Kolmogorov and Yaglom) and Hasselmann's "stochastic climate model theory" to recently obtained results.
β¦ Table of Contents
Front Matter....Pages I-XIII
Introduction....Pages 1-3
Climatic System: Data, Processes, Scales, and Deterministic Models....Pages 5-43
Theoretical Foundations of the Stochastic Approach to Climate Variability Studies....Pages 45-123
Stochastic Models of Recent Climatic Changes....Pages 125-210
Stochastic Models for Glacial Cycles....Pages 211-260
Conclusion....Pages 261-262
Back Matter....Pages 263-282
β¦ Subjects
Atmospheric Sciences
π SIMILAR VOLUMES
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