Fundamentals of the Theory of Structured Dependence Between Stochastic Processes: Consistencies and Copulae
Language: English
Published by CAMBRIDGE, 2020
Series: Book 177 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- New
Seller: moluna, Greven, Germanymoluna
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Condition: New
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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The theory of structured dependence has many real-life applications in areas such as finance, insurance, seismology, neuroscience, and genetics. The first book to be devoted to this research area, this is a useful tool for researchers and practitioners in t.
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- Title
- Fundamentals of the Theory of Structured Dependence Between Stochastic Processes: Consistencies and Copulae
- Author
- Bielecki, Tomasz R.|Jakubowski, Jacek|Niew&553;glowski, Mariusz
- Publisher
- CAMBRIDGE
- Publication year
- 2020
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1107154251
- ISBN 13
- 9781107154254
- Series
- Book 177 of 188: Encyclopedia of Mathematics and its Applications
"Synopsis" may belong to another edition of this title.
About the Author
Jacek Jakubowski is Professor of Mathematics at the University of Warsaw. He is the author of numerous research papers in the areas of functional analysis, probability theory, stochastic processes, stochastic analysis, and mathematical finance, and he has co-authored several books in Polish, including Introduction to Probability Theory (2000), which is now in its fourth edition.
Mariusz Niewȩgłowski is currently an Assistant Professor in the Faculty of Mathematics and Information Science at Warsaw University of Technology. The areas of his current research include financial mathematics with a focus on credit risk and stochastic analysis with a focus on modeling of dependence between stochastic processes.
"About the title" may belong to another edition of this title.
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