Modeling with ItΓ΄ Stochastic Differential Equations

Modeling with ItΓ΄ Stochastic Differential Equations

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Allen, E. ((Edward))
Μορφή:	Ηλεκτρονική πηγή Εργαλειοθήκη Βιβλίο
Γλώσσα:	English
Έκδοση:	Dordrecht Springer 2007
Σειρά:	Mathematical Modelling: Theory and Applications 22
Θέματα:	Mathematics Distribution (Probability theory) Applications of Mathematics Probability Theory and Stochastic Processes Mathematical Modeling and Industrial Mathematics Computational Mathematics and Numerical Analysis
Διαθέσιμο Online:	http://dx.doi.org/10.1007/978-1-4020-5953-7

Παρόμοια τεκμήρια

Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach
ανά: Holden, Helge
Έκδοση: (2010)

Stochastic Finance
ανά: Shiryaev, A. N.
Έκδοση: (2006)

Fluctuation Theory for LΓ©vy Processes Ecole d'EtΓ© de ProbabilitΓ©s de Saint-Flour XXXV - 2005
ανά: Doney, Ronald A.
Έκδοση: (2007)

LΓ©vy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
ανά: Duquesne, Thomas
Έκδοση: (2010)

Combinatorial Stochastic Processes Ecole dβEtΓ© de ProbabilitΓ©s de Saint-Flour XXXII β 2002
ανά: Pitman, Jim
Έκδοση: (2006)

A Course in Derivative Securities Introduction to Theory and Computation
ανά: Back, Kerry
Έκδοση: (2005)

Advances in Dynamic Games Applications to Economics, Management Science, Engineering, and Environmental Management
ανά: Haurie, Alain
Έκδοση: (2006)

Interacting Stochastic Systems
ανά: Deuschel, Jean-Dominique
Έκδοση: (2005)

Eigenvalues, Inequalities, and Ergodic Theory
ανά: Chen, Mu-Fa
Έκδοση: (2005)

Basic Principles and Applications of Probability Theory
ανά: Skorokhod, A.V
Έκδοση: (2005)

An Introduction to Markov Processes
ανά: Stroock, Daniel W. 1940-
Έκδοση: (2005)

Markov Processes, Brownian Motion, and Time Symmetry
ανά: Chung, Kai Lai, 1917-2009
Έκδοση: (2005)

Fundamentals of Probability: A First Course
ανά: DasGupta, Anirban
Έκδοση: (2010)

Cycle Representations of Markov Processes
ανά: Kalpazidou, Sophia L.
Έκδοση: (2006)

The Malliavin Calculus and Related Topics
ανά: Nualart, David
Έκδοση: (2006)

Random Times and Enlargements of Filtrations in a Brownian Setting
ανά: Mansuy, Roger
Έκδοση: (2006)

The Random-Cluster Model
ανά: Grimmett, Geoffrey R.
Έκδοση: (2006)

Stochastic Numerics for the Boltzmann Equation
ανά: Rjasanow, Sergej
Έκδοση: (2005)

Introduction to Stochastic Integration
ανά: Kuo, Hui-Hsiung, 1941-
Έκδοση: (2006)

Differential Equations Driven by Rough Paths Γcole d'ΓtΓ© de ProbabilitΓ©s de Saint-Flour XXXIV - 2004
ανά: Lyons, Terry J.
Έκδοση: (2007)

Introductory Lectures on Fluctuations of LΓ©vy Processes with Applications
ανά: Kyprianou, Andreas E.
Έκδοση: (2006)

Introduction to Mathematical Systems Theory Linear Systems, Identification and Control
ανά: Heij, Christiaan
Έκδοση: (2007)

The Poisson-Dirichlet Distribution and Related Topics Models and Asymptotic Behaviors
ανά: Feng, Shui
Έκδοση: (2010)

Stochastic Linear Programming Models, Theory, and Computation
ανά: Kall, Peter
Έκδοση: (2005)

From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift
ανά: Kabanov, Yuri
Έκδοση: (2006)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ανά: Platen, Eckhard
Έκδοση: (2010)

Mathematical Methods in Robust Control of Linear Stochastic Systems
ανά: Dragan, Vasile
Έκδοση: (2006)

Interacting Particle Systems
ανά: Liggett, Thomas M.
Έκδοση: (2005)

Theory and Applications of Stochastic Processes An Analytical Approach
ανά: Schuss, Zeev
Έκδοση: (2010)

The Lace Expansion and its Applications Ecole d'EtΓ© de ProbabilitΓ©s de Saint-Flour XXXIV - 2004
ανά: Slade, Gordon
Έκδοση: (2006)

Selected Works of R.M. Dudley
ανά: GinΓ©, Evarist
Έκδοση: (2010)

Discrete-Time Markov Chains Two-Time-Scale Methods and Applications
ανά: Yin, G. George
Έκδοση: (2005)

Applied Semi-Markov Processes
ανά: Janssen, Jacques
Έκδοση: (2006)

An Introduction to Queueing Theory and Matrix-Analytic Methods
ανά: Breuer, L.
Έκδοση: (2005)

Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae
ανά: Profeta, Cristophe
Έκδοση: (2010)

Markets with Transaction Costs Mathematical Theory
ανά: Kabanov, Yuri
Έκδοση: (2010)

Probability and Statistical Models Foundations for Problems in Reliability and Financial Mathematics
ανά: Gupta, Arjun K
Έκδοση: (2010)

Recent Advances in Applied Probability
ανά: Baeza-Yates, R. (Ricardo), 1961-
Έκδοση: (2005)

Large Deviations Techniques and Applications
ανά: Dembo, Amir
Έκδοση: (2010)

Markov Chains: Models, Algorithms and Applications
ανά: Ching, Wai-Ki 1969-
Έκδοση: (2006)

Βιβλιοθήκη & Κέντρο Πληροφόρησης | Πανεπιστήμιο Πατρών