Wonderland Vol. 4, Ishikawa Yugo

Автор: Ishikawa Yugo
Название: Wonderland Vol. 2
ISBN: 162692998X ISBN-13(EAN): 9781626929982
Издательство: Random House (USA)
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Цена: 7970.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Inspired by Alice in Wonderland, a horror manga about humans shrinking and learning to survive in their suddenly frightening world.

Автор: Ishikawa Yugo
Название: Wonderland Vol. 1
ISBN: 1626929084 ISBN-13(EAN): 9781626929081
Издательство: Random House (USA)
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Цена: 7970.00 T
Наличие на складе: Невозможна поставка.
Описание: An Alice in Wonderland-inspired horror of humans shrinking - and learning to survive in their suddenly frightening world.

Автор: Ishikawa Yugo
Название: Wonderland Vol. 3
ISBN: 1642751278 ISBN-13(EAN): 9781642751277
Издательство: Random House (USA)
Рейтинг:
Цена: 7970.00 T
Наличие на складе: Невозможна поставка.
Описание: Inspired by Alice in Wonderland, a horror manga about humans shrinking and learning to survive in their suddenly frightening world.

Автор: Yasushi Ishikawa
Название: Stochastic Calculus of Variations for Jump Processes
ISBN: 3110281805 ISBN-13(EAN): 9783110281804
Издательство: Walter de Gruyter
Цена: 123910.00 T
Наличие на складе: Невозможна поставка.
Описание: This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Namely, asymptotic expansions functionals related with financial assets of jump-diffusion are provided based on the theory of asymptotic expansion on the Wiener–Poisson space. Solving the Hamilton–Jacobi–Bellman (HJB) equation of integro-differential type is related with solving the classical Merton problem and the Ramsey theory. The field of jump processes is nowadays quite wide-ranging, from the Levy processes to SDEs with jumps. Recent developments in stochastic analysis have enabled us to express various results in a compact form. Up to now, these topics were rarely discussed in a monograph.

Автор: Yasushi Ishikawa
Название: Stochastic Calculus of Variations for Jump Processes
ISBN: 3110282011 ISBN-13(EAN): 9783110282016
Издательство: Walter de Gruyter
Цена: 173490.00 T
Наличие на складе: Невозможна поставка.
Описание: This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Up to now, these topics were rarely discussed in a monograph.

Автор: Ishikawa Mariko
Название: Cattastic Crafts: DIY Project for Cats and Cat People
ISBN: 1940552265 ISBN-13(EAN): 9781940552262
Издательство: Неизвестно
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Цена: 15630.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Cattastic Crafts contains over 30 amusing and easy craft projects to make for cats and cat people.