Delwedd Flaen

Stochastic Calculus for Fractional Brownian Motion and Related Processes

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Le...

Disgrifiad llawn

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awdur:	Mishura, Yuliya. (Awdur, http://id.loc.gov/vocabulary/relators/aut)
Awdur Corfforaethol:	SpringerLink (Online service)
Fformat:	Electronig eLyfr
Iaith:	English
Cyhoeddwyd:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Rhifyn:	1st ed. 2008.
Cyfres:	Lecture Notes in Mathematics, 1929
Pynciau:	Probabilities. Game theory. Probability Theory and Stochastic Processes. Game Theory, Economics, Social and Behav. Sciences.
Mynediad Ar-lein:	https://doi.org/10.1007/978-3-540-75873-0
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Eitemau Tebyg

Aspects of Brownian Motion
gan: Mansuy, Roger., et al.
Cyhoeddwyd: (2008)

The Doctrine of Chances Probabilistic Aspects of Gambling /
gan: Ethier, Stewart N., et al.
Cyhoeddwyd: (2010)

Séminaire de Probabilités XL
Cyhoeddwyd: (2007)

Markov Processes, Brownian Motion, and Time Symmetry
gan: Chung, Kai Lai., et al.
Cyhoeddwyd: (2005)

Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /
gan: Yen, Ju-Yi., et al.
Cyhoeddwyd: (2013)

Stochastic Differential Equations and Processes SAAP, Tunisia, October 7-9, 2010 /
Cyhoeddwyd: (2012)

Selected Aspects of Fractional Brownian Motion
gan: Nourdin, Ivan., et al.
Cyhoeddwyd: (2012)

Stochastic Calculus for Fractional Brownian Motion and Applications
gan: Biagini, Francesca., et al.
Cyhoeddwyd: (2008)

Stochastic Models in Life Insurance
gan: Koller, Michael., et al.
Cyhoeddwyd: (2012)

Random Times and Enlargements of Filtrations in a Brownian Setting
gan: Mansuy, Roger., et al.
Cyhoeddwyd: (2006)

Stochastic Finance
Cyhoeddwyd: (2006)

Introduction to Stochastic Integration
gan: Chung, K.L., et al.
Cyhoeddwyd: (2014)

Stochastic Analysis 2010
Cyhoeddwyd: (2011)

Singular Stochastic Differential Equations
gan: Cherny, Alexander S., et al.
Cyhoeddwyd: (2005)

The Theory of Stochastic Processes III
gan: Gikhman, Iosif I., et al.
Cyhoeddwyd: (2007)

The Malliavin Calculus and Related Topics
gan: Nualart, David., et al.
Cyhoeddwyd: (2006)

Asymptotic Laws and Methods in Stochastics A Volume in Honour of Miklós Csörgő /
Cyhoeddwyd: (2015)

Advances in Mathematical Economics Volume 19
Cyhoeddwyd: (2015)

From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift /
Cyhoeddwyd: (2006)

Seminar on Stochastic Analysis, Random Fields and Applications VI Centro Stefano Franscini, Ascona, May 2008 /
Cyhoeddwyd: (2011)

Seminar on Stochastic Analysis, Random Fields and Applications V Centro Stefano Franscini, Ascona, May 2005 /
Cyhoeddwyd: (2008)

Brownian Motion and its Applications to Mathematical Analysis École d'Été de Probabilités de Saint-Flour XLIII – 2013 /
gan: Burdzy, Krzysztof., et al.
Cyhoeddwyd: (2014)

Probability and Stochastics
gan: Çınlar, Erhan., et al.
Cyhoeddwyd: (2011)

Associated Sequences, Demimartingales and Nonparametric Inference
gan: Prakasa Rao, B.L.S., et al.
Cyhoeddwyd: (2012)

Séminaire de Probabilités XLV
Cyhoeddwyd: (2013)

Séminaire de Probabilités XLVI
Cyhoeddwyd: (2014)

Eigenvalues, Inequalities, and Ergodic Theory
gan: Chen, Mu-Fa., et al.
Cyhoeddwyd: (2005)

A Natural Introduction to Probability Theory
gan: Meester, R., et al.
Cyhoeddwyd: (2008)

Branching Random Walks École d'Été de Probabilités de Saint-Flour XLII – 2012 /
gan: Shi, Zhan., et al.
Cyhoeddwyd: (2015)

40 Puzzles and Problems in Probability and Mathematical Statistics
gan: Schwarz, Wolf., et al.
Cyhoeddwyd: (2008)

Random Walks, Boundaries and Spectra
Cyhoeddwyd: (2011)

An Introduction to the Theory of Point Processes Volume II: General Theory and Structure /
gan: Daley, D.J., et al.
Cyhoeddwyd: (2008)

Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /
gan: Doney, Ronald A., et al.
Cyhoeddwyd: (2007)

Random Perturbations of Dynamical Systems
gan: Freidlin, Mark I., et al.
Cyhoeddwyd: (2012)

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes With Emphasis on the Creation-Annihilation Techniques /
gan: Bouleau, Nicolas., et al.
Cyhoeddwyd: (2015)

Fundamentals of Probability: A First Course
gan: DasGupta, Anirban., et al.
Cyhoeddwyd: (2010)

Normal Approximation by Stein’s Method
gan: Chen, Louis H.Y., et al.
Cyhoeddwyd: (2011)

Mouvement brownien, martingales et calcul stochastique
gan: Le Gall, Jean-Francois., et al.
Cyhoeddwyd: (2013)

Cycle Representations of Markov Processes
gan: Kalpazidou, Sophia L., et al.
Cyhoeddwyd: (2006)

An Introduction to Markov Processes
gan: Stroock, Daniel W., et al.
Cyhoeddwyd: (2005)