Albert N. Shiryaev – författare
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44 produkter
Stochastic Finance
Av Manuel L. Esquivel, Paulo E. Oliveira m. fl.
E-bok, 2006
1459 kr
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Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world’s financial institutions. Mathematics, as the language of …
Stochastic Finance
Av Albert N. Shiryaev, Maria do Rosário Grossinho m. fl.
Inbunden, 2005
1098 kr
Lägg i varukorg
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world’s financial institutions. Mathematics, as the language of …
Probability-1
Inbunden, 2016
934 kr
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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, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability …
Probability-1
E-bok, 2016
897 kr
Lägg i varukorg
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, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability …
Probability-2
Inbunden, 2019
879 kr
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This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability. Building on the foundations established in the preceding Probability-1, this volume guides the reader on to the theory of random processes. The new edition includes expanded …
Probability-2
E-bok, 2019
734 kr
Lägg i varukorg
This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability . Building on the foundations established in the preceding Probability-1 , this volume guides the reader on to the theory of random processes. The new edition includes expanded …
Probability-2
Häftad, 2021
552 kr
Lägg i varukorg
This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability. Building on the foundations established in the preceding Probability-1, this volume guides the reader on to the theory of random processes. The new edition includes expanded …
Stochastic Finance
Av Albert N. Shiryaev, Maria do Rosário Grossinho m. fl.
Häftad, 2010
1098 kr
Lägg i varukorg
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world’s financial institutions. Mathematics, as the language of …
Problems in Probability
Inbunden, 2012
825 kr
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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 …
Problems in Probability
E-bok, 2012
734 kr
Lägg i varukorg
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 …
Problems in Probability
Häftad, 2014
552 kr
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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 …
Probability-1
Häftad, 2018
661 kr
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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, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability …
Stochastic Disorder Problems
Inbunden, 2019
1425 kr
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This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is …
Stochastic Disorder Problems
E-bok, 2019
1780 kr
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This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is …
Probability
2019
1457 kr
Lägg i varukorg
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 …
Operator Theory and Harmonic Analysis
OTHA 2020, Part II – Probability-Analytical Models, Methods and Applications
Av Alexey N. Karapetyants, Igor V. Pavlov m. fl.
Inbunden, 2021
2406 kr
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This volume is part of the collaboration agreement between Springer and the ISAAC society.This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic …
Operator Theory and Harmonic Analysis
OTHA 2020, Part II – Probability-Analytical Models, Methods and Applications
Av Albert N. Shiryaev, Igor V. Pavlov m. fl.
E-bok, 2021
3251 kr
Lägg i varukorg
This volume is part of the collaboration agreement between Springer and the ISAAC society. This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic …
Operator Theory and Harmonic Analysis
OTHA 2020, Part II – Probability-Analytical Models, Methods and Applications
Av Alexey N. Karapetyants, Igor V. Pavlov m. fl.
Häftad, 2022
2406 kr
Lägg i varukorg
This volume is part of the collaboration agreement between Springer and the ISAAC society.This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic …
Recent Developments in Stochastic Methods and Applications
ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions
Av Albert N. Shiryaev, Konstantin E. Samouylov m. fl.
Inbunden, 2021
1643 kr
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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 …
Recent Developments in Stochastic Methods and Applications
ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions
Av Dmitry V. Kozyrev, Konstantin E. Samouylov m. fl.
E-bok, 2021
2065 kr
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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 …
Recent Developments in Stochastic Methods and Applications
ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions
Av Albert N. Shiryaev, Konstantin E. Samouylov m. fl.
Häftad, 2022
1643 kr
Lägg i varukorg
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 …
Selected Works
Av Anatolii V. Skorokhod, Andrey A. Dorogovtsev m. fl.
Inbunden, 2016
1098 kr
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Collectingtogether selected pioneering works of the celebrated mathematician Anatolii V.Skorokhod, this volume serves as a guide to the theory of stochastic processesfrom its beginning to its current state. It offers both an excellentbibliographic resource and a unique opportunity for readers to …
Selected Works
Av Anatolii V. Skorokhod, Andrey A. Dorogovtsev m. fl.
Häftad, 2018
1098 kr
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Collectingtogether selected pioneering works of the celebrated mathematician Anatolii V.Skorokhod, this volume serves as a guide to the theory of stochastic processesfrom its beginning to its current state. It offers both an excellentbibliographic resource and a unique opportunity for readers to …
Probability Theory III
Stochastic Calculus
Av Yurij V. Prokhorov, Albert N. Shiryaev
Inbunden, 1997
1098 kr
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Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events …
Statistics of Random Processes II
Applications
Av Robert S. Liptser, Albert N. Shiryaev
Inbunden, 2000
1534 kr
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At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At …
Statistics of Random Processes
I. General Theory
Av Robert S. Liptser, Albert N. Shiryaev
Inbunden, 2000
1316 kr
Lägg i varukorg
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At …
Optimal Stopping Rules
Häftad, 2007
934 kr
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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, …
Optimal Stopping Rules
E-bok, 2007
1188 kr
Lägg i varukorg
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, …
Probability Theory III
Stochastic Calculus
Av Yurij V. Prokhorov, Albert N. Shiryaev
Häftad, 2010
1098 kr
Lägg i varukorg
Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events …
Statistics of Random Processes II
Applications
Av Robert S. Liptser, Albert N. Shiryaev
Häftad, 2010
1534 kr
Lägg i varukorg
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At …
