Structured Dependence between Stochastic Processes (Hardcover)
Language: English
Published by Cambridge University Press, Cambridge, 2020
Series: Book 177 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 136.49
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Hardcover. The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena. 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 the field, as well as graduate students. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9781107154254
- Title
- Structured Dependence between Stochastic Processes (Hardcover)
- Author
- Tomasz R. Bielecki
- Publisher
- Cambridge University Press, 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.
CitiRetail
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