Basic stochastic processes : :: SCD d'Orléans

Basic stochastic processes : a course through exercises

Basic stochastic processes : a course through exercises

Salvato in:

Dettagli Bibliografici
Autori principali:	Brzeźniak, Zdzisław, 1958-, Zastawniak, Tomasz, 1959- (Autore)
Natura:	Livre papier
Lingua:	Anglais
Pubblicazione:	London ; Berlin ; Heidelberg [etc.] : Springer C 1999.
Serie:	Springer undergraduate mathematics series
Soggetti:	Mathématiques financières Finances > Modèles mathématiques Processus stochastiques Probabilités
Nota:	Autres tirages : 2000, 2005 (7e), 2007
Autres localisations:	Voir dans le Sudoc
Edition sous un autre format:	• Basic Stochastic Processes, A Course Through Exercises, Zdzisław Brzeźniak, Tomasz Zastawniak, 20XX, Cham, Springer International Publishing, Springer undergraduate mathematics series, 978-1-4471-0533-6

Documenti analoghi

Basic Stochastic Processes : A Course Through Exercises
di: Brzeźniak, Zdzisław, 1958-, et al.

Forward-Backward Stochastic Differential Equations and their Applications
di: Ma, Jin, 1956-, et al.

Forward-Backward Stochastic Differential Equations and their Applications
di: Ma, Jin, 1978-, et al.

Elementary Probability Theory : With Stochastic Processes and an Introduction to Mathematical Finance
di: Chung, Kai Lai, 1917-2009, et al.

Stochastic Calculus for Fractional Brownian Motion and Related Processes
di: Mishura, Yuliya S., 1952-

An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine
di: Capasso, Vincenzo, 1945-, et al.
Pubblicazione: (2012)

Stochastic Methods in Finance : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
di: Back, Kerry, et al.

Doubly stochastic Poisson processes
di: Grandell, Jan, 1943-

Dynamics and stochastic processes : theory and applications : proceedings of a Workshop held in Lisbon, Portugal October 24 29, 1988
di: Lima, Ricardo, 19..-

Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model
di: Nåsell, Ingemar, 19..-

Combinatorial stochastic processes : Ecole d Eté de Probabilités de Saint-Flour XXXII 2002
di: Pitman, Jim, 19..-

A benchmark approach to quantitative finance
di: Platen, Eckhard, 1949-, et al.

Introduction au calcul stochastique appliqué à la finance
di: Lamberton, Damien, 1958-, et al.
Pubblicazione: (2012)

Simulation of stochastic processes with given accuracy and reliability
di: Kozachenko, Yuriy, et al.
Pubblicazione: (2016)

Stochastic processes with applications
di: Bhattacharya, Rabindra Nath, 1937-, et al.
Pubblicazione: (1990)

Stochastic Control in Insurance
di: Schmidli, Hanspeter, 19..-

Stochastic calculus for quantitative finance
di: Gushchin, Alexander, 19..-
Pubblicazione: (2015)

Introduction to stochastic processes
di: Cınlar, Erhan, 1941-
Pubblicazione: (1975)

Stochastic models for social processes
di: Bartholomew, David J., 1930-
Pubblicazione: (1973)

Stochastic calculus of variations in mathematical finance
di: Malliavin, Paul, 1925-2010, mathématicien, et al.
Pubblicazione: (2006)

Stochastic calculus of variations in mathematical finance
di: Malliavin, Paul, 1925-2010, mathématicien, et al.

Fluctuations in Markov processes : time symmetry and martingale approximation
di: Komorowski, Tomasz, 1961-...., mathématicien, et al.

An introduction to probability and stochastic processes
di: Berger, Marc A., 1955-
Pubblicazione: (1993)

Stochastic models and option values : applications to resources, environment and investment problems
Pubblicazione: (1991)

Elementary probability theory with stochastic processes
di: Chung, Kai Lai, 1917-2009
Pubblicazione: (1979)

Elementary probability theory with stochastic processes
di: Chung, Kai Lai, 1917-2009

Elementary probability theory with stochastic processes
di: Chung, Kai Lai, 1917-2009

Elementary probability theory with stochastic processes
di: Chung, Kai Lai, 1917-2009

Studies in the theory of random processes
di: Skorohod, Anatolij Vladimirovič, 1930-2011, mathématicien
Pubblicazione: (1965)

Quantum independent increment processes. From classical probability to quantum stochastic calculus
di: Applebaum, David, 1956-...., mathématicien, et al.

Financial modelling with jump processes
di: Cont, Rama, 1972-, et al.
Pubblicazione: (2004)

Stochastic processes in the neurosciences
di: Tuckwell, Henry C., 1943-
Pubblicazione: (1989)

Stochastic differential systems : proceedings of the 3rd IFIP-WG 7/1 working conference Visegrád, Hungary, Sept. 15 20, 1980

Convergence of stochastic processes
di: Pollard, David, 1937-
Pubblicazione: (1984)

Quantum independent increment processes. Structure of quantum Lévy processes, classical probability, and physics
di: Barndorff-Nielsen, Ole Eiler, 1935-2022, et al.

Risk-neutral valuation : pricing and hedging of financial derivatives
di: Bingham, N. H., 1945-, et al.
Pubblicazione: (1998)

Risk-neutral valuation : pricing and hedging of financial derivatives
di: Bingham, N. H., 1945-, et al.
Pubblicazione: (2004)

Probability, random variables and stochastic processes
di: Papoulis, Athanasios, 1921-
Pubblicazione: (1984)

Stochastic processes in information and dynamical systems
di: Wong, Eugene, 1934-
Pubblicazione: (1971)

Functional analysis for probability and stochastic processes : an introduction
di: Bobrowski, Adam
Pubblicazione: (2005)

© 2021-2023 • Université d'Orléans, Service Commun de Documentation, 6 rue de Tours, 45072 Orléans cedex 2
+33(0) 2 38 41 71 84 • https://scd.univ-orleans.fr • Mentions légales