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Condition: As New. Unread book in perfect condition.
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Statistics of Random Processes: I. General Theory
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Statistics of Random Processes II: Applications
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Statistics of Random Processes II : Applications
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Statistics of Random Processes II : Applications
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Condition: Good. Volume 5. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783540639299.
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From Stochastic Calculus to Mathematical Finance
Language: English
Published by Springer Berlin Heidelberg, 2006
ISBN 10: 3540307826 ISBN 13: 9783540307822
Gebunden. Condition: New.
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hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Statistics of Random Processes II Vol. 2 : Applications
Language: English
Published by Springer Berlin / Heidelberg, 2000
ISBN 10: 3540639284 ISBN 13: 9783540639282
Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
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Statistics of Random Processes Vol. 1 : General Theory
Language: English
Published by Springer Berlin / Heidelberg, 2000
ISBN 10: 3540639292 ISBN 13: 9783540639299
Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Condition: good. A well-loved companion. Corners and cover might show a little wear, and you could find some notes or highlights. The dust jacket might be MIA, it might have been a library book and extras aren't guaranteedâ"but the story's all there!
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Theory of Martingales (Mathematics and its Applications)
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Theory of Martingales
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Statistics of Random Processes: I. General Theory
Language: English
Published by Berlin, Heidelberg, New York: Springer-Verlag, 2001
ISBN 10: 3540639292 ISBN 13: 9783540639299
Condition: Sehr gut. Second, Revised and Expanded Edition. XV, 427 Seiten, Stochastic Modelling and Applied Probability, Band 5. Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 768 gebundene Ausgabe gebundene Ausgabe.
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Statistics of Random Processes: I. General Theory (Stochastic Modelling and Applied Probability)
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Statistics of Random Processes I
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Theory of Martingales
Language: English
Published by Springer Netherlands, 2011
ISBN 10: 9401076006 ISBN 13: 9789401076005
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Statistics of Random Processes II: Applications (Stochastic Modelling and Applied Probability)
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Condition: New. pp. 812.
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Theory of Martingales (Mathematics and its Applications, 49)
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Taschenbuch. Condition: Neu. Theory of Martingales | Robert Liptser (u. a.) | Taschenbuch | xiv | Englisch | 2011 | Springer | EAN 9789401076005 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Condition: New. pp. 444 2nd Edition.
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Statistics of Random Processes : I. General Theory
Language: English
Published by Springer Berlin Heidelberg, 2010
ISBN 10: 3642083668 ISBN 13: 9783642083662
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomposition for submartingales and the description of a structure for stochastic integrals. In the first volume ('General Theory') these results were used for a presentation of further important facts such as the Girsanov theorem and its generalizations, theorems on the innovation pro cesses, structure of the densities (Radon-Nikodym derivatives) for absolutely continuous measures being distributions of diffusion and Itô-type processes, and existence theorems for weak and strong solutions of stochastic differential equations. All the results and facts mentioned above have played a key role in the derivation of 'general equations' for nonlinear filtering, prediction, and smoothing of random processes.
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Statistics of Random Processes : I. General Theory
Language: English
Published by Springer, Springer Vieweg, 2000
ISBN 10: 3540639292 ISBN 13: 9783540639299
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomposition for submartingales and the description of a structure for stochastic integrals. In the first volume ('General Theory') these results were used for a presentation of further important facts such as the Girsanov theorem and its generalizations, theorems on the innovation pro cesses, structure of the densities (Radon-Nikodym derivatives) for absolutely continuous measures being distributions of diffusion and Itô-type processes, and existence theorems for weak and strong solutions of stochastic differential equations. All the results and facts mentioned above have played a key role in the derivation of 'general equations' for nonlinear filtering, prediction, and smoothing of random processes.
-
Theory of Martingales
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 157.99
£ 15 shipping
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Add to basketCondition: As New. Unread book in perfect condition.
