Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  пн-пт: 10-18 сб,вс: 11-18
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Хиты | |
 

Peacocks and Associated Martingales, with Explicit Constructions, Hirsch


Варианты приобретения
Цена: 16769.00р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Америка: Есть  
При оформлении заказа до: 2025-07-28
Ориентировочная дата поставки: Август-начало Сентября
При условии наличия книги у поставщика.

Добавить в корзину
в Мои желания

Автор: Hirsch
Название:  Peacocks and Associated Martingales, with Explicit Constructions
Перевод названия: Хирш: Павлины и другие мартингалы
ISBN: 9788847019072
Издательство: Springer
Классификация:

ISBN-10: 8847019079
Обложка/Формат: Hardback
Страницы: 430
Вес: 0.93 кг.
Дата издания: 2011
Серия: Bocconi & Springer Series/2
Язык: English
Иллюстрации: 2 black & white tables, biography
Размер: 236 x 158 x 25
Читательская аудитория: Professional & vocational
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
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.


Diffusions, Markov Processes and Martingales

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes and Martingales
ISBN: 0521775930 ISBN-13(EAN): 9780521775939
Издательство: Cambridge Academ
Рейтинг:
Цена: 11563.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

Diffusions, Markov Processes, and Martingales

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes, and Martingales
ISBN: 0521775949 ISBN-13(EAN): 9780521775946
Издательство: Cambridge Academ
Рейтинг:
Цена: 11405.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

The Syntax and Semantics of Split Constructions

Автор: Butler
Название: The Syntax and Semantics of Split Constructions
ISBN: 1403921121 ISBN-13(EAN): 9781403921123
Издательство: Springer
Рейтинг:
Цена: 15372.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The separation of the semantic restriction of a quantifier from that quantifier is a typical example of a split construction. This study addresses the problem that such discontinuous strings exhibit a number of locality constraints, including intervention effects.

Constructions of Neoliberal Reason

Автор: Peck, Jamie
Название: Constructions of Neoliberal Reason
ISBN: 0199662088 ISBN-13(EAN): 9780199662081
Издательство: Oxford Academ
Рейтинг:
Цена: 6176.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

Continuous martingales and brownian motion

Автор: Revuz, Daniel Yor, Marc
Название: Continuous martingales and brownian motion
ISBN: 3642084001 ISBN-13(EAN): 9783642084003
Издательство: Springer
Рейтинг:
Цена: 13969.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

Measures, Integrals and Martingales

Автор: Schilling
Название: Measures, Integrals and Martingales
ISBN: 1316620247 ISBN-13(EAN): 9781316620243
Издательство: Cambridge Academ
Рейтинг:
Цена: 7445.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Measure and integration are key topics in many areas of mathematics, including analysis, probability, mathematical physics and finance. This book offers a concise yet elementary introduction in which the theory is quickly and simply developed. Few prerequisites are required, making the text suitable for undergraduate lecture courses or self-study.

Martingales in Banach Spaces

Автор: Pisier
Название: Martingales in Banach Spaces
ISBN: 1107137241 ISBN-13(EAN): 9781107137240
Издательство: Cambridge Academ
Рейтинг:
Цена: 9979.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

The Syntax and Semantics of Middle Constructions

Автор: Fagan
Название: The Syntax and Semantics of Middle Constructions
ISBN: 0521107466 ISBN-13(EAN): 9780521107464
Издательство: Cambridge Academ
Рейтинг:
Цена: 6019.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This study comprehensively describes and analyses the syntax and semantics of German reflexive constructions known as middles (e.g. Das Buch liest sich leicht `The book reads easily`), including those formed with lassen `let`. It provides an in-depth comparison of German middles and middle constructions in English and French, and the only detailed account written in English.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия