From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift /

From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift /

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Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher an...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Kabanov, Yuri (Συγγραφέας), Liptser, Robert (Συγγραφέας), Stoyanov, Jordan (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
Θέματα:	Mathematics. System theory. Probabilities. Probability Theory and Stochastic Processes. Systems Theory, Control.
Διαθέσιμο Online:	Full Text via HEAL-Link

Παρόμοια τεκμήρια

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

Brownian Motion, Martingales, and Stochastic Calculus
ανά: Le Gall, Jean-François
Έκδοση: (2016)

Stochastic Differential Equations
Έκδοση: (2011)

Stochastic Finance
Έκδοση: (2006)

Stochastic Differential Equations and Processes SAAP, Tunisia, October 7-9, 2010 /
Έκδοση: (2012)

Mathematical Methods in Robust Control of Linear Stochastic Systems
ανά: Dragan, Vasile, κ.ά.
Έκδοση: (2013)

Stochastic Calculus An Introduction Through Theory and Exercises /
ανά: Baldi, Paolo
Έκδοση: (2017)

Stochastic Control in Discrete and Continuous Time
ανά: Seierstad, Atle
Έκδοση: (2009)

Discrete-Time Markov Jump Linear Systems
ανά: Costa, Oswaldo Luiz Valle do, κ.ά.
Έκδοση: (2005)

Linear Stochastic Systems A Geometric Approach to Modeling, Estimation and Identification /
ανά: Lindquist, Anders, κ.ά.
Έκδοση: (2015)

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

Discrete–Time Stochastic Control and Dynamic Potential Games The Euler–Equation Approach /
ανά: González-Sánchez, David, κ.ά.
Έκδοση: (2013)

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

Continuous-Time Markov Jump Linear Systems
ανά: Costa, Oswaldo L.V, κ.ά.
Έκδοση: (2013)

Stochastic Processes and Long Range Dependence
ανά: Samorodnitsky, Gennady
Έκδοση: (2016)

Introduction to Stochastic Analysis and Malliavin Calculus
ανά: Prato, Giuseppe Da
Έκδοση: (2014)

Stochastic Calculus for Fractional Brownian Motion and Related Processes
ανά: Mishura, Yuliya S.
Έκδοση: (2008)

Stochastic Dynamics
ανά: Crauel, Hans, κ.ά.
Έκδοση: (1999)

Recent Advances in Inverse Scattering, Schur Analysis and Stochastic Processes A Collection of Papers Dedicated to Lev Sakhnovich /
Έκδοση: (2015)

Algorithms and Programs of Dynamic Mixture Estimation Unified Approach to Different Types of Components /
ανά: Nagy, Ivan, κ.ά.
Έκδοση: (2017)

Continuous-time Stochastic Control and Optimization with Financial Applications
ανά: Pham, Huyên
Έκδοση: (2009)

Stochastic Processes
ανά: Borodin, Andrei N.
Έκδοση: (2017)

Malliavin Calculus for Lévy Processes with Applications to Finance
Έκδοση: (2009)

Commodities, Energy and Environmental Finance
Έκδοση: (2015)

Probability and Stochastics
ανά: Çinlar, Erhan
Έκδοση: (2011)

Introduction to Stochastic Integration
ανά: Chung, K.L, κ.ά.
Έκδοση: (2014)

Stochastic Analysis 2010
Έκδοση: (2011)

Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart /
Έκδοση: (2013)

Nonlinear Stochastic Systems with Network-Induced Phenomena Recursive Filtering and Sliding-Mode Design /
ανά: Hu, Jun, κ.ά.
Έκδοση: (2015)

Stochastic Models in Reliability
Έκδοση: (1999)

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

The Theory of Stochastic Processes III
ανά: Gikhman, Iosif Ilyich, κ.ά.
Έκδοση: (2007)

Singular Stochastic Differential Equations
ανά: Cherny, Alexander S., κ.ά.
Έκδοση: (2005)

Stochastic Approaches for Systems Biology
ανά: Ullah, Mukhtar, κ.ά.
Έκδοση: (2011)

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

Nonlinear Stochastic Systems with Incomplete Information Filtering and Control /
ανά: Shen, Bo, κ.ά.
Έκδοση: (2013)

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

Elements of Stochastic Calculus and Analysis
ανά: Stroock, Daniel W., κ.ά.
Έκδοση: (2018)

Asymptotic Laws and Methods in Stochastics A Volume in Honour of Miklós Csörgő /
Έκδοση: (2015)

Analysis and Design of Singular Markovian Jump Systems
ανά: Wang, Guoliang, κ.ά.
Έκδοση: (2015)

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