Advances in Finance and Stochastics, Klaus Sandmann; Philip J. Sch?nbucher

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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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: Gardiner, Crispin W.
Название: Stochastic methods
ISBN: 3540707123 ISBN-13(EAN): 9783540707127
Издательство: Springer
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Цена: 11179.00 р.
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Описание: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.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: 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: 18167.00 р.
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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: Konrad Jacobs
Название: Discrete Stochastics
ISBN: 3034897138 ISBN-13(EAN): 9783034897136
Издательство: Springer
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Цена: 6986.00 р.
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Описание: Discrete stochastics is the theory of discrete probability spaces. This undergraduate textbook gives a concise introduction into discrete stochastics in general, and into a variety of typical special topics in this field, such as information theory, fluctuation theory, and semigroups of stochastic matrices.

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: 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: 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: 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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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: Christoph Bandt; Peter M?rters; Martina Z?hle
Название: Fractal Geometry and Stochastics IV
ISBN: 3034600291 ISBN-13(EAN): 9783034600293
Издательство: Springer
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Описание: This process has been forced by problems in these areas related to applications in statistical physics, biomathematics and finance.This book is a collection of survey articles covering many of the most recent developments, like Schramm-Loewner evolution, fractal scaling limits, exceptional sets for percolation, and heat kernels on fractals.