Dmitrii S. Silvestrov – författare
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10 produkter
Limit Theorems for Randomly Stopped Stochastic Processes
E-bok, 2012
718 kr
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Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes. This volume is the first to …
Limit Theorems for Randomly Stopped Stochastic Processes
Häftad, 2012
550 kr
Lägg i varukorg
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to …
Limit Theorems for Randomly Stopped Stochastic Processes
Inbunden, 2003
875 kr
Lägg i varukorg
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to …
Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems
Av Mats Gyllenberg, Dmitrii S. Silvestrov
Inbunden, 2008
3265 kr
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The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for …
Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems
Av Dmitrii S. Silvestrov, Mats Gyllenberg
E-bok, 2008
3334 kr
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The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for …
American-Type Options
Stochastic Approximation Methods, Volume 1
Inbunden, 2013
2855 kr
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The book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results …
American-Type Options
Stochastic Approximation Methods, Volume 2
Inbunden, 2014
2492 kr
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The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations …
American-Type Options
Stochastic Approximation Methods, Volume 1
E-bok, 2013
2463 kr
Lägg i varukorg
The book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results …
American-Type Options
Stochastic Approximation Methods, Volume 2
E-bok, 2014
2517 kr
Lägg i varukorg
The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations …
American-Type Options
Stochastic Approximation Methods, Volume 2
E-bok, 2015
2517 kr
Lägg i varukorg
The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations …
