Das vorliegende Buch führt den Leser in die Welt der stochastischen Modellbildung ein. Im Vordergrund steht dabei eine anschauliche Darstellung zeit-diskreter Modelle, die auf einer klaren Formulierung der mathematischen Grundlagen basiert.
Der Begriff der Markov-Kette zieht sich wie ein roter Leitfaden durch die einzelnen Kapitel. Markov-Ketten sind von Interesse bei der Analyse zeit-diskreter dynamischer Systeme, die zufälligen ...

Prof. Dr. Frank Beichelt, University of the Witwatersrand, Johannesburg, RSA
Prof. Douglas C. Montgomery, Arizona State University, Tempe, USA ...

The book presents the state of the art of deterministic resource-constrained project scheduling with time windows. General temporal constraints (arising from minimum and maximum time lags between project activities) and several different types of limited resources are considered. A large variety of time-based, financial, and resource-based objectives important in practice are studied. A thorough structural analysis of the feasible region of ...

This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of ...

The book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very general noise processes. The proofs of convergence use the ODE method, the most powerful to date, with which the asymptotic behavior is characterized by the limit behavior of a mean ...

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, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus ...

In the eighties, a group of theoretical physicists introduced several models for certain disordered systems, called "spin glasses". These models are simple and rather canonical random structures, that physicists studied by non-rigorous methods. They predicted spectacular behaviors, previously unknown in probability theory. They believe these behaviors occur in many models of considerable interest for several branches of science (statistical ...

aus der Reihe Lecture Notes in Mathematics Vol.1816'> In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, ...

:Dieses Lehrbuch wendet sich an alle, die - ausgestattet mit Grundkenntnissen der Differential- und Intergralrechnung und der linearen Algebra - in die Ideenwelt der Stochastik eindringen möchten. Stochastik ist die Mathematik des Zufalls. Sie ist von größter Bedeutung für die Berufspraxis der Mathematiker. An vielen Schulen hat sie ihren festen Platz gefunden. Die beiden Hauptgebiete der Stochastik sind ...

Fundiert und anschaulich erhält der Leser eine Einführung in die mathematischen und statistischen Methoden der Bioinformatik. Viele motivierende Beispiele wecken die Faszination für dieses zukunftsträchtige Gebiet. Nach der Lektüre wird der Leser in der Lage sein, einfache Modelle der Bioinformatik selbstständig zu entwickeln. ...