wyszukanych pozycji: 27
Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov
ISBN: 9783642335488 / Angielski / Twarda / 2013 / 446 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. This volume includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. This volume include...
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389,98 zł |
Essentials of Stochastic Finance: Facts, Models, Theory
ISBN: 9789810236052 / Angielski / Twarda / 1999 / 852 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.
Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.
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cena:
1408,58 zł |
Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov
ISBN: 9783642431685 / Angielski / Miękka / 2015 / 446 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures.
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Prokhorov developed...
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cena:
389,98 zł |
Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23-27, 2020, Selected Contributions
ISBN: 9783030832681 / Angielski / Miękka / 2022 Termin realizacji zamówienia: ok. 20 dni roboczych. Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical... Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed p... |
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585,00 zł |
Limit Theorems for Stochastic Processes
ISBN: 9783642078767 / Angielski / Miękka / 2010 / 664 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for...
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales a...
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cena:
663,00 zł |
Optimal Stopping and Free-Boundary Problems
ISBN: 9783764324193 / Angielski / Twarda / 2006 / 502 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theory in both discrete and continuous time using both martingale and Mar- vian approaches; To select a seriesof concrete problems ofgeneral interest from the t- ory of probability, mathematical statistics, and mathematical ?nance that can be reformulated as problems of optimal stopping of stochastic processes and solved by reduction to free-boundary...
The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, ha...
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cena:
545,99 zł |
Probability
ISBN: 9783030205775 / Angielski / Twarda / 2019 / 834 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This two-volume textbook set presents a systematic treatment of probability from the ground up. It begins with intuitive ideas and gradually develops more sophisticated subjects, such as random walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Numerous detailed examples and exercises are provided throughout. In addition to the thorough presentation of probability, a historical exposition is presented that documents how the mathematical theory of probability has developed. The...
This two-volume textbook set presents a systematic treatment of probability from the ground up. It begins with intuitive ideas and gradually develops ...
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cena:
389,98 zł |
Probability-2
ISBN: 9780387722078 / Angielski / Twarda / 2019 / 348 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a... Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book c... |
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cena:
292,48 zł |
Optimal Stopping Rules
ISBN: 9783540740100 / Angielski / Miękka / 2007 / 220 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s. One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential nal sis' was published in 1947. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by...
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theor...
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cena:
331,49 zł |
Problems in Probability
ISBN: 9781461436874 / Angielski / Twarda / 2012 / 428 str. Termin realizacji zamówienia: ok. 20 dni roboczych. For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many newexercises. Most of the material in this book consists of exercises created by Shiryaev, collected and compiled over the course of many years while working on many interesting topics. Many of the exercises resulted from... For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the... |
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cena:
292,48 zł |
Change of Time and Change of Measure (Second Edition)
ISBN: 9789814678582 / Angielski / Twarda / 2015 / 344 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applie...
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cena:
292,15 zł |
Statistics And Control Of Stochastic Processes: The Liptser Festschrift
ISBN: 9789810232924 / Angielski / Twarda / 1997 / 376 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes. For the past three decades, the seminar has determined the development, in a number of important directions, of the theory of random processes not only in the USSR (now Russia) but in the whole world. It was organised by A N Shiryaev in collaboration with N V Krylov and R Sh Liptser. It started off with optimal stopping and filtering with applications to engineering, and very soon extended its interests to more general problems of stochastic control, causal and anticipating...
This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes. For the past three decades, the semina...
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cena:
626,03 zł |
Probability-1
ISBN: 9780387722054 / Angielski / Twarda / 2016 / 486 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a... Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book c... |
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cena:
311,98 zł |
Probability-2
ISBN: 9781071618295 / Angielski / Miękka / 2021 / 348 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
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cena:
194,97 zł |
Probability-1
ISBN: 9781493979059 / Angielski / Miękka / 2018 / 486 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
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cena:
222,27 zł |
Mathematical Control Theory and Finance
ISBN: 9783540695318 / Angielski / Twarda / 2008 / 420 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Control theory provides a large set of theoretical and computational tools with applications in a wide range of ?elds, running from pure branches of mathematics, like geometry, to more applied areas where the objective is to ?nd solutions to real life problems, as is the case in robotics, control of industrial processes or ?nance. The high tech character of modern business has increased the need for advanced methods. These rely heavily on mathematical techniques and seem indispensable for competitiveness of modern enterprises. It became essential for the ?nancial analyst to possess a high...
Control theory provides a large set of theoretical and computational tools with applications in a wide range of ?elds, running from pure branches of m...
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cena:
389,98 zł |
Mathematical Control Theory and Finance
ISBN: 9783642089084 / Angielski / Miękka / 2010 / 420 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Control theory provides a large set of theoretical and computational tools with applications in a wide range of ?elds, running from pure branches of mathematics, like geometry, to more applied areas where the objective is to ?nd solutions to real life problems, as is the case in robotics, control of industrial processes or ?nance. The high tech character of modern business has increased the need for advanced methods. These rely heavily on mathematical techniques and seem indispensable for competitiveness of modern enterprises. It became essential for the ?nancial analyst to possess a high...
Control theory provides a large set of theoretical and computational tools with applications in a wide range of ?elds, running from pure branches of m...
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cena:
389,98 zł |
Limit Theorems for Stochastic Processes
ISBN: 9783540439325 / Angielski / Twarda / 2002 / 664 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for...
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales a...
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cena:
663,00 zł |
Probability Theory and Mathematical Statistics - Proceedings of the 7th Japan-Russia Symposium
ISBN: 9789810224264 / Angielski / Twarda / 1996 / 528 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
860,79 zł |
Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies
ISBN: 9783030549893 / Angielski / Miękka / 2021 / 608 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
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cena:
585,00 zł |