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 ...
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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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Fine. Sewn binding. Cloth over boards. 302 p. Iste Invoiced. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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