Contributions to Stochastics, Sendler

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: 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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Описание: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.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: Chang
Название: Quantum Stochastics
ISBN: 110706919X ISBN-13(EAN): 9781107069190
Издательство: Cambridge Academ
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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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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: 1493950118 ISBN-13(EAN): 9781493950119
Издательство: Springer
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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: Donald Dawson; Rafal Kulik; Mohamedou Ould Haye; B
Название: Asymptotic Laws and Methods in Stochastics
ISBN: 1493930753 ISBN-13(EAN): 9781493930753
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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: 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: 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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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: Klaus Sandmann; Philip J. Sch?nbucher
Название: Advances in Finance and Stochastics
ISBN: 3642077927 ISBN-13(EAN): 9783642077920
Издательство: Springer
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Описание: In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973.

Автор: Christoph Bandt; Siegfried Graf; Martina Z?hle
Название: Fractal Geometry and Stochastics II
ISBN: 3034895429 ISBN-13(EAN): 9783034895422
Издательство: Springer
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Описание: Based on a conference held in Greifswald/Koserow, Germany, August 28 - September 2, 1998

Автор: Christoph Bandt; Umberto Mosco; Martina Z?hle
Название: Fractal Geometry and Stochastics III
ISBN: 3034896123 ISBN-13(EAN): 9783034896122
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Описание:

Fractal geometry is used to model complicated natural and technical phenomena in various disciplines like physics, biology, finance, and medicine. Since most convincing models contain an element of randomness, stochastics enters the area in a natural way. This book documents the establishment of fractal geometry as a substantial mathematical theory. As in the previous volumes, which appeared in 1998 and 2000, leading experts known for clear exposition were selected as authors. They survey their field of expertise, emphasizing recent developments and open problems. Main topics include multifractal measures, dynamical systems, stochastic processes and random fractals, harmonic analysis on fractals.