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1. |
Record Nr. |
UNINA9910299761203321 |
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Autore |
Capasso Vincenzo |
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Titolo |
An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine / / by Vincenzo Capasso, David Bakstein |
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Pubbl/distr/stampa |
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New York, NY : , : Springer New York : , : Imprint : Birkhäuser, , 2015 |
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ISBN |
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Edizione |
[3rd ed. 2015.] |
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Descrizione fisica |
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1 online resource (XVI, 482 p. 14 illus.) |
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Collana |
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Modeling and Simulation in Science, Engineering and Technology, , 2164-3725 |
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Disciplina |
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Soggetti |
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Probabilities |
Mathematical models |
Social sciences - Mathematics |
Biomathematics |
Engineering mathematics |
Engineering - Data processing |
Probability Theory |
Mathematical Modeling and Industrial Mathematics |
Mathematics in Business, Economics and Finance |
Mathematical and Computational Biology |
Mathematical and Computational Engineering Applications |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di contenuto |
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Part I: Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Stability, Stationary, Ergodicity -- Part II: Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Appendices. |
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Sommario/riassunto |
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This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete |
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examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional exercises * Smoluchowski approximation of Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. From reviews of previous editions: "The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications." —Zentralblatt MATH. |
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2. |
Record Nr. |
UNINA9910983299803321 |
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Autore |
Meneghetti Umberto |
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Titolo |
A Brief History of Cams and Cam Mechanisms / / by Umberto Meneghetti |
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Pubbl/distr/stampa |
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Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
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ISBN |
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Edizione |
[1st ed. 2025.] |
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Descrizione fisica |
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1 online resource (178 pages) |
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Collana |
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History of Mechanism and Machine Science, , 1875-3426 ; ; 50 |
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Disciplina |
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Soggetti |
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Machinery |
Mechanics, Applied |
Technology |
History |
Science - History |
Machinery and Machine Elements |
Engineering Mechanics |
History of Technology |
History of Science |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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Introduction -- Antiquity -- The Industrial Revolution in the Middle Ages: Mechanization and the Triumph of Cams -- Fulling Mills, Paper Mills, Threshing Machines and Rice Husking Mills, Pestles -- Bellows, Hammers, Pumps -- Watches and Mechanical Musical Instruments -- Automata -- Internal Combustion Engines -- Machine Tools -- Automatic Machines -- Textile and Sewing Machines -- Analog computers -- Miscellaneous Applications -- Evolution of Cams. |
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Sommario/riassunto |
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This book offers a description of the evolution of cams and their uses from the Middle Ages to the present day, highlighting their contribution to the development of technology. Usually, in the history of technology the diverse types of machines are taken into account, but the importance of cams is not emphasized, which are often fundamental for the operation of such machines. In this book the focus is instead on |
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cams, understood as important, and often essential, components of machines that have had significant importance in the development of technology. It treats technical aspects at a level easily accessible even to non-experts in mechanics and the various applications are illustrated with many figures. The book serves as a reference work for those interested in both the history of technology and machines in general, and it helps them deal with certain mechanical problems, even starting from solutions already obtained with cams and, perhaps, overcoming them with others suggested by current developments in technology. |
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