Stochastics of Environmental and Financial Economics, Fred Espen Benth; Giulia Di Nunno

Автор: Shreve, Steven E.
Название: Stochastic Calculus for Finance II
ISBN: 0387401016 ISBN-13(EAN): 9780387401010
Издательство: Springer
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Цена: 55890.00 T
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Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 74970.00 T
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Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

Автор: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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Цена: 55890.00 T
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Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;

Автор: Volodymyr Korolyuk; Nikolaos Limnios; Yuliya Mishu
Название: Modern Stochastics and Applications
ISBN: 3319344382 ISBN-13(EAN): 9783319344386
Издательство: Springer
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Цена: 102480.00 T
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Описание: The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.

Автор: Christoph Bandt; Kenneth Falconer; Martina Z?hle
Название: Fractal Geometry and Stochastics V
ISBN: 3319361570 ISBN-13(EAN): 9783319361574
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions.

Автор: Takeyuki Hida; Rajeeva L. Karandikar; Hiroshi Kuni
Название: Stochastics in Finite and Infinite Dimensions
ISBN: 0817641378 ISBN-13(EAN): 9780817641375
Издательство: Springer
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Цена: 121110.00 T
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Описание: This volume commemorates the work of Gopinath Kallianpur, a leading figure in diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, non-linear prediction and filtering problems, zero-one laws for Gaussian processes, and stochastic differential equations in infinite dimensions. Consists of research articles written by leading experts highlighting progress and new directions of research in these and related areas. Dedicated to Kallianpur on the occasion of his seventy- fifth birthday, this work will pay tribute to his multi-faceted achievements and to the deep insight and inspiration he has so graciously offered his students and colleagues throughout his career.

Автор: Christoph Bandt; Umberto Mosco; Martina Z?hle
Название: Fractal Geometry and Stochastics III
ISBN: 3034896123 ISBN-13(EAN): 9783034896122
Издательство: Springer
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Цена: 93160.00 T
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Описание:

Fractal geometry is used to model complicated natural and technical phenomena in various disciplines like physics, biology, finance, and medicine. Since most convincing models contain an element of randomness, stochastics enters the area in a natural way. This book documents the establishment of fractal geometry as a substantial mathematical theory. As in the previous volumes, which appeared in 1998 and 2000, leading experts known for clear exposition were selected as authors. They survey their field of expertise, emphasizing recent developments and open problems. Main topics include multifractal measures, dynamical systems, stochastic processes and random fractals, harmonic analysis on fractals.

Автор: Gardiner, Crispin W.
Название: Stochastic methods
ISBN: 3540707123 ISBN-13(EAN): 9783540707127
Издательство: Springer
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Цена: 74530.00 T
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Описание: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

Автор: Chang
Название: Quantum Stochastics
ISBN: 110706919X ISBN-13(EAN): 9781107069190
Издательство: Cambridge Academ
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Цена: 61240.00 T
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Описание: This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes for graduate students and researchers. Building a framework that parallels the development of classical probability, it aims to help readers up the steep learning curve of the quantum theory.

Автор: Christoph Bandt; Siegfried Graf; Martina Z?hle
Название: Fractal Geometry and Stochastics
ISBN: 3034877579 ISBN-13(EAN): 9783034877572
Издательство: Springer
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Цена: 74530.00 T
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Описание: The book is addressed to mathematicians and other scientists who are interested in the mathematical theory concerning: * Fractal sets and measures * Iterated function systems * Random fractals * Fractals and dynamical systems, and * Harmonic analysis on fractals.

Автор: Donald Dawson; Rafal Kulik; Mohamedou Ould Haye; B
Название: Asymptotic Laws and Methods in Stochastics
ISBN: 1493930753 ISBN-13(EAN): 9781493930753
Издательство: Springer
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Цена: 88500.00 T
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Описание: "This book contains articles arising from a conference in honour of mathematician-statistician Miklaos Cseorgio on the occasion of his 80th birthday, held in Ottawa in July 2012"--Page 4 of cover.

Автор: Christoph Bandt; Kenneth Falconer; Martina Z?hle
Название: Fractal Geometry and Stochastics V
ISBN: 3319186590 ISBN-13(EAN): 9783319186597
Издательство: Springer
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Цена: 130430.00 T
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Описание: This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions.