Stochastic transport in complex systems

Stochastic Transport in Complex Systems:

📁 Stochastic Transport in Complex Systems: From Molecules to Vehicles

✍ Andreas Schadschneider, Debashish Chowdhury, Katsuhiro Nishinari 📂 Library 📅 2010 🏛 Elsevier Science 🌐 English

The first part of the book provides a pedagogical introduction to the physics of complex systems driven far from equilibrium. In this part we discuss the basic concepts and theoretical techniques which are commonly used to study classical stochastic transport in systems of interacting driven particl

Measuring Risk in Complex Stochastic Sys

📁 Measuring Risk in Complex Stochastic Systems

✍ Ludger Overbeck (auth.), Jürgen Franke, Gerhard Stahl, Wolfgang Härdle (eds.) 📂 Library 📅 2000 🏛 Springer-Verlag New York 🌐 English

<p>Complex dynamic processes of life and sciences generate risks that have to be taken. The need for clear and distinctive definitions of different kinds of risks, adequate methods and parsimonious models is obvious. The identification of important risk factors and the quantification of risk stemmin

Measuring Risk in Complex Stochastic Sys

📁 Measuring Risk in Complex Stochastic System

✍ J. Franke, Wolfgang Härdle, Gerhard Stahl 📂 Library 📅 2000 🏛 Springer 🌐 English

This collection of articles by leading researchers will be of interest to people working in the area of mathematical finance.

Measuring Risk in Complex Stochastic Sys

📁 Measuring Risk in Complex Stochastic Systems

✍ J. Franke, Wolfgang Härdle, Gerhard Stahl 📂 Library 📅 2000 🏛 Springer 🌐 English

During the last decade, problems in the world of finance have been the main driving force for developing sophisticated mathematical methods which may be used for identifying and measuring risk. The focus is still on quantifying market and credit risk, but general operational risks will become more i

Complex Stochastic Systems

📁 Complex Stochastic Systems

✍ Barndorff-Nielsen, Cox, Klueppelberg. (eds.) 📂 Library 📅 2001 🏛 CRC 🌐 English

Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments

Complex Stochastic Systems

📁 Complex Stochastic Systems

✍ Ole E. Barndorff-Nielsen, David R. Cox, Claudia Kluppelberg 📂 Library 📅 2001 🏛 CRC Press 🌐 English

Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments