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13 produkter
Entropies and Fractionality
Entropy Functionals, Small Deviations, Related Integral Equations
Av Kostiantyn Ralchenko, Yuliya Mishura
E-bok, 2025
3151 kr
Lägg i varukorg
Entropies and Fractionality: Entropy Functionals, Small Deviations, Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi and some others) of selected absolutely continuous probability distributions. The properties of the entropies are …
Entropies and Fractionality
Entropy Functionals, Small Deviations, Related Integral Equations
Av Kostiantyn Ralchenko, Yuliya Mishura
E-bok, 2025
3051 kr
Lägg i varukorg
Entropies and Fractionality: Entropy Functionals, Small Deviations, Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi and some others) of selected absolutely continuous probability distributions. The properties of the entropies are …
Entropies and Fractionality
Entropy Functionals, Small Deviations and Related Integral Equations
Av Kostiantyn Ralchenko, Yuliya Mishura
Inbunden, 2025
2752 kr
Lägg i varukorg
Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi and some others) of selected absolutely continuous probability distributions.
Parameter Estimation in Gaussian Models and Nonlinear Diffusions
Av Yuliya Mishura, Kostiantyn Ralchenko m. fl.
Inbunden, 2027
1504 kr
Kommande
Fractional Brownian Motion
Approximations and Projections
Av Sergiy Shklyar, Kostiantyn Ralchenko m. fl.
E-bok, 2019
2265 kr
Lägg i varukorg
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener …
Fractional Brownian Motion
Approximations and Projections
Av Sergiy Shklyar, Kostiantyn Ralchenko m. fl.
E-bok, 2019
2265 kr
Lägg i varukorg
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener …
Fractional Brownian Motion
Approximations and Projections
Av Oksana Banna, Yuliya Mishura m. fl.
Inbunden, 2019
1900 kr
Lägg i varukorg
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener …
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
Av Yuliya Mishura, Kostiantyn Ralchenko
Inbunden, 2021
2084 kr
Lägg i varukorg
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, …
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
Av Kostiantyn Ralchenko, Yuliya Mishura
E-bok, 2021
2396 kr
Lägg i varukorg
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, …
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
Av Kostiantyn Ralchenko, Yuliya Mishura
E-bok, 2021
2396 kr
Lägg i varukorg
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, …
Parameter Estimation in Fractional Diffusion Models
Av Kęstutis Kubilius, Yuliya Mishura m. fl.
Inbunden, 2018
1313 kr
Lägg i varukorg
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial …
Parameter Estimation in Fractional Diffusion Models
Av Kostiantyn Ralchenko, Yuliya Mishura m. fl.
E-bok, 2018
1793 kr
Lägg i varukorg
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial …
Parameter Estimation in Fractional Diffusion Models
Av Kęstutis Kubilius, Yuliya Mishura m. fl.
Häftad, 2019
1313 kr
Lägg i varukorg
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial …
