Peacocks and Associated Martingales, with Explicit Constructions, Francis Hirsch; Christophe Profeta; Bernard Roynet

Автор: Peacock, Janet, Peacock, Philip
Название: Oxford Handbook of Medical Statistics
ISBN: 0199551286 ISBN-13(EAN): 9780199551286
Издательство: Oxford Academ
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Цена: 34840.00 T
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Описание: The majority of medical research involves quantitative methods and so it is essential to be able to understand and interpret statistics. This book shows readers how to develop the skills required to critically appraise research evidence effectively, and how to conduct research and communicate their findings.

Автор: Hirsch
Название: Peacocks and Associated Martingales, with Explicit Constructions
ISBN: 8847019079 ISBN-13(EAN): 9788847019072
Издательство: Springer
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Цена: 111790.00 T
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Описание: We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale is then said to be associated to this peacock. In this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings. They are developed in eight chapters, with about a hundred of exercises.

Автор: Stephen Gelbart; Ilya Piatetski-Shapiro; Stephen R
Название: Explicit Constructions of Automorphic L-Functions
ISBN: 3540178481 ISBN-13(EAN): 9783540178484
Издательство: Springer
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Цена: 23250.00 T
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Описание: Intends to derive the analytic continuation and functional equation of the L-functions attached by R P Langlands to automorphic representations of reductive algebraic groups. This book deals with L-functions for the simple classical groups; and with non-simple groups of the form G GL(n), with G a quasi-split reductive group of split rank n.

Автор: Revuz, Daniel Yor, Marc
Название: Continuous martingales and brownian motion
ISBN: 3642084001 ISBN-13(EAN): 9783642084003
Издательство: Springer
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Цена: 93130.00 T
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Описание: From the reviews: "This is a magnificent book Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research..."
Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes and Martingales
ISBN: 0521775930 ISBN-13(EAN): 9780521775939
Издательство: Cambridge Academ
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Цена: 77090.00 T
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Описание: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

Автор: Ehrlich Susan, Eades Diana, Ainsworth Janet
Название: Discursive Constructions of Consent in the Legal Process
ISBN: 0199945357 ISBN-13(EAN): 9780199945351
Издательство: Oxford Academ
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Цена: 97150.00 T
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Описание: Experts in linguistics and law use diverse theoretical and analytical approaches to demonstrate the complex ways in which language is used to seek, steer, give, or withhold consent in a range of legal contexts. The book illuminates problematic issues in legal practices and procedures that may otherwise be uncritically accepted.

Автор: Peck, Jamie
Название: Constructions of Neoliberal Reason
ISBN: 0199662088 ISBN-13(EAN): 9780199662081
Издательство: Oxford Academ
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Цена: 41170.00 T
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Описание: This book examines the rise and diffusion of free-market thinking, from the early 20th Century through to the age of Obama. It tracks the ascendency of neoliberalism, its key players, and decisive moments of reconstruction, including the Chicago School of Economics, New York City`s bankruptcy, Hurricane Katrina, and the Wall Street crisis of 2008.

Автор: Le Gall, Jean-francois
Название: Brownian motion, martingales, and stochastic calculus
ISBN: 3319310887 ISBN-13(EAN): 9783319310886
Издательство: Springer
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Цена: 53100.00 T
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Описание: This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.

Автор: Pisier
Название: Martingales in Banach Spaces
ISBN: 1107137241 ISBN-13(EAN): 9781107137240
Издательство: Cambridge Academ
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Цена: 66530.00 T
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Описание: Martingales arise in many areas of probability theory. This book focuses on their applications to the geometry of Banach spaces and discusses the interplay of Banach space valued martingales with various other areas of analysis. It is accessible to graduates with a basic knowledge of real and complex analysis.

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes, and Martingales
ISBN: 0521775949 ISBN-13(EAN): 9780521775946
Издательство: Cambridge Academ
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Цена: 76030.00 T
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Описание: Now available in paperback, this celebrated book has been prepared with readers` needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

Автор: Peter Imkeller
Название: Two-Parameter Martingales and Their Quadratic Variation
ISBN: 3540192336 ISBN-13(EAN): 9783540192336
Издательство: Springer
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Цена: 23280.00 T
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Автор: Norihiko Kazamaki
Название: Continuous Exponential Martingales and BMO
ISBN: 3540580425 ISBN-13(EAN): 9783540580423
Издательство: Springer
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Цена: 23250.00 T
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Описание: In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes.