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wyszukanych pozycji: 10
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The Malliavin Calculus and Related Topics
ISBN: 9783642066511 / Angielski / Miękka / 2010 / 382 str. Termin realizacji zamówienia: ok. 20 dni roboczych. There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi?ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference...
There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- cu...
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cena:
430,95 zł |
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Introduction to Malliavin Calculus
ISBN: 9781107039124 / Angielski / Twarda / 2018 / 246 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
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cena:
553,08 zł |
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Introduction to Malliavin Calculus
ISBN: 9781107611986 / Angielski / Miękka / 2018 / 246 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
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cena:
190,17 zł |
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The Malliavin Calculus and Related Topics
ISBN: 9783540283287 / Angielski / Twarda / 2005 / 382 str. Termin realizacji zamówienia: ok. 20 dni roboczych. There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi?ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference...
There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- cu...
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cena:
587,67 zł |
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Nonlinear Stochastic Integrators, Equations and Flows
ISBN: 9782881247330 / Angielski / Twarda / 1990 / 160 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This monograph aims to present and develop a general theory of stochastic integration where the integral is a non-linear function of the integrand. A discussion of the theory and corresponding stochastic calculus is given, providing a generalization of the works of Sznitman on L2-martingales, Le Jan and Watanabe on smooth martingales and Futjiwara and Kunita on the integral with respect to Levy processes.
This monograph aims to present and develop a general theory of stochastic integration where the integral is a non-linear function of the integrand. A ...
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cena:
944,43 zł |
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Stochastic Inequalities and Applications
ISBN: 9783034894289 / Angielski / Miękka / 2012 / 367 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas. Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance ... |
cena:
391,77 zł |
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Stochastic Inequalities and Applications
ISBN: 9783764321970 / Angielski / Twarda / 2003 / 367 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas. Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance ... |
cena:
391,77 zł |
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Malliavin Calculus at Saint-Flour
ISBN: 9783642259319 / Angielski / Miękka / 2012 / 354 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus.
Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study o...
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cena:
136,94 zł |
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Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXV - 1995
ISBN: 9783540646204 / Angielski / Miękka / 1998 / 244 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th - 26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain.
This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th - 26th July, 1995. These lectures ar...
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cena:
195,87 zł |
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A Minicourse on Stochastic Partial Differential Equations
ISBN: 9783540859932 / Angielski / Miękka / 2008 / 222 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs. This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts wh... |
cena:
156,68 zł |
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