Albert Shiryaev – författare
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12 produkter
Mathematical Control Theory and Finance
Av Maria do Rosario Grossinho, Manuel Guerra m. fl.
E-bok, 2009
1427 kr
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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, …
Probability
E-bok, 2013
1043 kr
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In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author''s lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil ity, …
Limit Theorems for Stochastic Processes
Av Jean Jacod, Albert Shiryaev
Inbunden, 2002
1861 kr
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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 …
Mathematical Control Theory and Finance
Av Andrey Sarychev, Albert Shiryaev m. fl.
Inbunden, 2008
1098 kr
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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, …
Limit Theorems for Stochastic Processes
Av Jean Jacod, Albert Shiryaev
Häftad, 2010
1861 kr
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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 …
Mathematical Control Theory and Finance
Av Andrey Sarychev, Albert Shiryaev m. fl.
Häftad, 2010
1098 kr
Lägg i varukorg
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, …
Limit Theorems for Stochastic Processes
Av Albert Shiryaev, Jean Jacod
E-bok, 2013
2437 kr
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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 …
Optimal Stopping and Free-Boundary Problems
Av Goran Peskir, Albert Shiryaev
Inbunden, 2006
1534 kr
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The book aims at disclosing a fascinating connection between optimal stoppingproblems in probability and free-boundary problems in analysis using minimal toolsand focusing on key examples. The general theory of optimal stopping is exposed at thelevel of basic principles in both discrete and …
Optimal Stopping and Free-Boundary Problems
Av Albert Shiryaev, Goran Peskir
E-bok, 2006
1906 kr
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The book aims at disclosing a fascinating connection between optimal stoppingproblems in probability and free-boundary problems in analysis using minimal toolsand focusing on key examples. The general theory of optimal stopping is exposed at thelevel of basic principles in both discrete and …
CHANGE OF TIME AND CHANGE OF MEASURE
Av Ole E Barndorff-Nielsen, Albert Shiryaev
Inbunden, 2010
1009 kr
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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.Random change of time is key to understanding the nature of various stochastic …
CHANGE OF TIME AND CHANGE OF MEASURE (SECOND EDITION)
Av Ole E Barndorff-Nielsen, Albert Shiryaev
Inbunden, 2015
927 kr
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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.Random change of time is key to understanding the nature of various stochastic …
