Stochastics in Finite and Infinite Dimensions, Takeyuki Hida; Rajeeva L. Karandikar; Hiroshi Kuni

Автор: Shreve, Steven E.
Название: Stochastic Calculus for Finance II
ISBN: 0387401016 ISBN-13(EAN): 9780387401010
Издательство: Springer
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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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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: 8384.00 р.
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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: Chang
Название: Quantum Stochastics
ISBN: 110706919X ISBN-13(EAN): 9781107069190
Издательство: Cambridge Academ
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Цена: 9186.00 р.
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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: Volodymyr Korolyuk; Nikolaos Limnios; Yuliya Mishu
Название: Modern Stochastics and Applications
ISBN: 3319035118 ISBN-13(EAN): 9783319035116
Издательство: Springer
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Цена: 16769.00 р.
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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; Siegfried Graf; Martina Z?hle
Название: Fractal Geometry and Stochastics
ISBN: 3034877579 ISBN-13(EAN): 9783034877572
Издательство: Springer
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Цена: 11179.00 р.
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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: Fred Espen Benth; Giulia Di Nunno
Название: Stochastics of Environmental and Financial Economics
ISBN: 3319234242 ISBN-13(EAN): 9783319234243
Издательство: Springer
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Цена: 6986.00 р.
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Описание: These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems.

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: 19564.00 р.
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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: Donald Dawson; Rafal Kulik; Mohamedou Ould Haye; B
Название: Asymptotic Laws and Methods in Stochastics
ISBN: 1493950118 ISBN-13(EAN): 9781493950119
Издательство: Springer
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Цена: 13275.00 р.
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Описание:

Preface.- Weak Convergence of Self-normalized Sums Processes (M. Csцrgő, Z. Hu).- Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables (D. Deng, Z. Hu).- The Self-normalized Asymptotic Results for Linear Processes (M. Peligrad, H. Sang).- Some results and problems for anisotropic random walk on the plane (E. Csбki, A. Fцldes, P. Rйvйsz).- On the Area of the Largest Square Covered by a Comb-Random-Walk (P. Rйvйsz).- A Compensator Characterization of Planar Point Processes (G. Ivanoff).- Central Limit Theorem Related to MDR-method (A. Bulinski).- An Extension of a Theorem of Hechner and Heinkel (D. Li, Y. Qi, A. Rosalsky).- Quenched Invariance Principles via Martingale Approximation (M. Peligrad).- An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q. Wang).- Change Point Detection with Stable AR(1) Errors (A. Bazarova, I. Berkes, L. Horvath).- Change-point Detection Under Dependence Based on Two-sample U-statistics (H. Dehling, R. Fried, I. Garcia, M. Wendler).- Time Series Models in Change Point Detection Tests (E. Gombay).- Diagnostic Test for Innovations of ARMA Musing Empirical processes of Residuals (K. Ghoudi, B. Remillard).- Short Range and Long Range Dependence (M. Rosenblatt).- Kernel Method for Stationary Tails: from Discrete to Continuous (H. Dai, D. Dawson, Y. Zhao).- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (P. Glynn, R. Wang).- Kellerer's Theorem Revisited (F. Hirsch, B. Roynette, M. Yor).- Likelihood and Ranking Methods (M. Alvo).- Asymptotic and Finite-sample Properties in Statistical Estimation (J. Jurečkovб).- Publications of Miklόs Csцrgő.

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: 13974.00 р.
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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: 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: 13275.00 р.
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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: Volodymyr Korolyuk; Nikolaos Limnios; Yuliya Mishu
Название: Modern Stochastics and Applications
ISBN: 3319344382 ISBN-13(EAN): 9783319344386
Издательство: Springer
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Цена: 15372.00 р.
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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.