Найти книгу: "Los sistemas y las auditorias de gestion integral"

В чем успех любого человека? Как достичь успеха гарантированно? Почему один человек делает все с легкостью, а другой вынужден приложить усилия? Эта часть про процесс глобализации. Почему и как все связано. Как это учесть. Как это приводит меня к успеху.

This book is devoted to integration, one of the two main operations in calculus. In Part 1, the definition of the integral of a one-variable function is different (not essentially, but rather methodically) from traditional definitions of Riemann or Lebesgue integrals. Such an approach allows us, on the one hand, to quickly develop the practical skills of integration as well as, on the other hand, in Part 2, to pass naturally to the more general Lebesgue integral. Based on the latter, in Part 2, the author develops a theory of integration for functions of several variables. In Part 3, within the same methodological scheme, the author presents the elements of theory of integration in an abstract space equipped with a measure; we cannot do without this in functional analysis, probability theory, etc. The majority of chapters are complemented with problems, mostly of the theoretical type. The book is mainly devoted to students of mathematics and related specialities. However, Part 1 can be successfully used by any student as a simple introduction to integration calculus.

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Ito and Stratonovich stochastic integrals, Ito’s formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided.

This volume covers the most cutting-edge pretreatment processes being used and studied today for the production of biogas during anaerobic digestion processes using different feedstocks, in the most efficient and economical methods possible. As an increasingly important piece of the «energy pie,» biogas and other biofuels are being used more and more around the world in every conceivable area of industry and could be a partial answer to the energy problem and the elimination of global warming.