Levy processes and stochastic calculus

Levy processes and stochastic calculus

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Applebaum, David
Μορφή:	Βιβλίο
Γλώσσα:	English
Έκδοση:	Cambridge Cambidge University Press 2004
Σειρά:	Cambridge studies in advanced mathematics 93
Θέματα:	Στοχαστικές διαδικασίες

Παρόμοια τεκμήρια

Levy processes in finance pricing financial derivatives
ανά: Schoutens, Wim
Έκδοση: (2003)

Levy processes and infinitely divisible distributions
ανά: Sato, Ken-Iti
Έκδοση: (1999)

Introduction to stochastic calculus with applications
ανά: Klebaner, Fima C.
Έκδοση: (2005)

Introductory lectures on fluctuations of Levy processes with applications /
ανά: Κυπριανού, Ανδρέας Ε.
Έκδοση: (2006)

Stochastic processes /
ανά: Srinivasan, S. K. (S. Kidambi)
Έκδοση: (1976)

Stochastic processes /
ανά: Parzen, Emanuel 1929-
Έκδοση: (1962)

Elementary stochastic calculus with finance in view
ανά: Mikosch, Thomas
Έκδοση: (1998)

Stochastic processes with applications /
ανά: Bhattacharya, R. N. 1937- (Rabindra Nath)
Έκδοση: (1990)

The theory of stochastic processes /
ανά: Gikhman, I. I. (Iosif Ilʹich), 1918-
Έκδοση: (1974)

Topics in stochastic processes
ανά: Ash, Robert B., κ.ά.
Έκδοση: (1975)

Theory of stochastic processes /
ανά: Gikhman, I. I. 1918- (Iosif Ilʹich)
Έκδοση: (1979)

Stochastic processes : a survey of the mathematical theory /
ανά: Lamperti, J. (John)
Έκδοση: (1977)

Brownian motion and stochastic calculus /
ανά: Καρατζάς, Ιωάννης
Έκδοση: (1991)

Brownian motion and stochastic calculus
ανά: Karatzas, Ioannis
Έκδοση: (1988)

An introduction to stochastic processes and their applications
ανά: Todorovic, Peter
Έκδοση: (1992)

Stochastic processes and the Wiener integral
ανά: Yeh, J.
Έκδοση: (1973)

Introduction to stochastic processes in biostatistics
ανά: Chiang, Chin Long
Έκδοση: (1968)

Modelling and application of stochastic processes /
Έκδοση: (1986)

Investigations in the theory of stochastic processes
Έκδοση: (1971)

Doubly stochastic Poisson processes /
ανά: Grandell, Jan, 1943-
Έκδοση: (1976)

Basic stochastic processes a course through exercises
ανά: Brzezniak, Zdzislaw 1958-
Έκδοση: (1999)

An introduction to stochastic processes with special reference to methods and applications
ανά: Bartlett, M. S.
Έκδοση: (1966)

Stochastic processes
ανά: Ross, Sheldon M.
Έκδοση: (1983)

Stochastic processes
ανά: Doob, J. L.
Έκδοση: (1953)

Stochastic processes
ανά: Ross, Sheldon M.
Έκδοση: (1996)

Stochastic processes
ανά: Varadhan, S. R. S.
Έκδοση: (1968)

Stochastic models for social processes
ανά: Bartholomew, David J.
Έκδοση: (1973)

Stochastic processes from physics to finance
ανά: Paul, Wolfgang
Έκδοση: (1999)

Stochastic calculus of variations in mathematical finance
ανά: Malliavin, Paul 1925-2010

Adventures in stochastic processes
ανά: Resnick, Sidney
Έκδοση: (1992)

A first course in stochastic processes
ανά: Karlin, Samuel 1923-2007
Έκδοση: (1975)

Stochastic processes in science, engineering, and finance
ανά: Beichelt, Frank 1942-
Έκδοση: (2006)

A first course in stochastic processes
ανά: Karlin, Samuel 1923-2007
Έκδοση: (1969)

Approximate analysis of stochastic processes in mechanics
ανά: Zeman, Josef L.
Έκδοση: (1972)

A first course in stochastic processes
ανά: Karlin, Samuel 1923-2007
Έκδοση: (1968)

The elements of stochastic processes with applications to the natural sciences
ανά: Bailey, Norman T. J.
Έκδοση: (1964)

The elements of stochastic processes with applications to the natural sciences /
ανά: Bailey, Norman T. J.
Έκδοση: (1970)

An introduction to probability and stochastic processes
ανά: Melsa, James L.
Έκδοση: (1973)

Elements of applied stochastic processes
ανά: Bhat, U. Narayan 1933-
Έκδοση: (1972)

Elements of applied stochastic processes
ανά: Bhat, U. Narayan 1933-
Έκδοση: (1984)

Βιβλιοθήκη & Κέντρο Πληροφόρησης | Πανεπιστήμιο Πατρών