Abel-Gontcharoff Pseudopolynomials and Stochastic Applications

Name: Abel-Gontcharoff Pseudopolynomials and Stochastic Applications
Brand: ISTE Ltd
SKU: 9781836690726
Price: 152.76 EUR
Availability: InStock

Автор: Philippe Picard, Claude Lefevre

Език:

Корици: С твърди корици

Издател: ISTE Ltd

Наличност: Външен склад

Изпращаме след 14-21 дни

152.76 € 298.78 лв

This book proposes a new mathematical methodology for addressing first passage problems, particularl...

Информация за книгата

Автор

Philippe Picard, Claude Lefevre

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2026

страници

304

EAN

9781836690726

Enbook ID

49771595

Издател

ISTE Ltd

Теглоt

602

Пълно описание

This book proposes a new mathematical methodology for addressing first passage problems, particularly in various classical stochastic models of applied probability. This approach is based on the so-called Abel-Gontcharoff (A-G) pseudopolynomials and the associated A-G expansions, which have been introduced and studied by the authors in recent years. These A-G expansions generalize the well-known Abel expansion, which allows us to extend the standard Taylor formula. Abel-Gontcharoff Pseudopolynomials and Stochastic Applications starts by presenting an in-depth presentation of the general theory, and then moves onto stochastic applications of this theory, especially in biomathematics. Univariate and multivariate versions of the A-G pseudopolynomials, as well as extensions with randomized parameters, are discussed and illustrated for modeling, notably by highlighting families of martingales and using stopping time theorems. This book concludes by paving the way to a nonhomogeneous theory for first crossing problems.

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Abel-Gontcharoff Pseudopolynomials and Stochastic Applications

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