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Multidimensional Diffusion Processes
Published by Springer Berlin Heidelberg, 2014
ISBN 10: 3662222019 ISBN 13: 9783662222010
Language: English
£ 46.93
Convert currency£ 11.92 shipping from Germany to United KingdomQuantity: 1 available
Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 'This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (.) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (.) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view.' Mathematische Operationsforschung und Statistik, 1981.
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£ 72.98
Convert currency£ 6.56 shipping from U.S.A. to United KingdomQuantity: 4 available
Add to basketCondition: New. pp. 356.
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Multidimensional Diffusion Processes
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Aug 2014, 2014
ISBN 10: 3662222019 ISBN 13: 9783662222010
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
£ 51.64
Convert currency£ 29.82 shipping from Germany to United KingdomQuantity: 2 available
Add to basketTaschenbuch. Condition: Neu. Neuware -'This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (.) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (.) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view.' Mathematische Operationsforschung und Statistik, 1981Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 356 pp. Englisch.
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Paperback. Condition: Brand New. 2006 edition. 338 pages. 9.00x6.00x0.75 inches. In Stock.
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Multidimensional diffusion processes. (= Grundlehren der mathematischen Wissenschaften, 233).
Published by Berlin, Heidelberg, New York: Springer, 1979
Language: English
Seller: Antiquariat Thomas Haker GmbH & Co. KG, Berlin, Germany
Association Member: GIAQ
Seller rating 5 out of 5 stars
£ 18.34
Convert currency£ 9.37 shipping from Germany to United KingdomQuantity: 1 available
Add to basketHardcover/Pappeinband. Condition: Gut. XII, 338 pages; 25 cm. Good. Ex-library with usual markings. Clean pages. Sprache: Englisch Gewicht in Gramm: 899.
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Multidimensional Diffusion Processes.
Published by Springer-Verlag GmbH & Co. KG, 2005
ISBN 10: 3540903534 ISBN 13: 9783540903536
Language: English
£ 31.27
Convert currency£ 7.58 shipping from Germany to United KingdomQuantity: 2 available
Add to basketCondition: Sehr gut. Zustand: Sehr gut | Seiten: 350 | Sprache: Englisch | Produktart: Bücher.
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Multidimensional Diffusion Processes (Classics in Mathematics)
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Seller rating 5 out of 5 stars
£ 28.83
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Add to basketCondition: Fine. 338 pp., PAPERBACK (same isbn), NEW. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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£ 24.57
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Add to basketXII/338 S./pp., Originalpappband (publisher's cardboard covers), Bibliotheksexemplar in gutem Zustand / exlibrary in good condition (Stempel auf Titel / title stamped, Rückenschildchen / lettering pannel to the spine, Block sehr gut / contents fine, keine Unterstreichungen oder Anstreichungen / no underlining or remarks, in Folie eingeschlagen / wrapped up in foil), (Grundlehren der mathematischen Wissenschaften 233), Sprache: englisch.
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Multidimensional Diffusion Processes
Published by Springer Verlag, New York, 1979
ISBN 10: 0387903534 ISBN 13: 9780387903538
Language: English
£ 15.01
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Add to basketHardcover. Condition: Fair with no dust jacket. Ex university library copy-sticker on rear cover and last page, pocket on inside rear cover, call # inked out on spine. Corners worn, clear tape reinforced spine. Wear to edges. Typical internal stamps including withdrawn stamps. Front hinge a little loose ; A reading copy only. Grundlehren der mathematischen Wissenschaften 233 A Series of Comprehensive Studies in Mathematics. Text is in English. ; Ex-Library; 6 5/8 x 9 3/4 "; 338 pages.
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Multidimensional Diffusion Processes.
Published by Springer-Verlag New York, Inc., 1979
ISBN 10: 3540903534 ISBN 13: 9783540903536
Language: English
£ 34.75
Convert currency£ 17 shipping from Germany to United KingdomQuantity: 1 available
Add to basketgebundene Ausgabe. Condition: Sehr gut. Grundlehren der mathematischen Wissenschaften, Band 233. Zust: Gutes Exemplar. XII, 338 Seiten, Englisch 844g.
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£ 34.22
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Add to basket1.Auflage,. xii, 338 Seiten Einband etwas berieben, Bibl.Ex., innen guter und sauberer Zustand 9783540903536 Sprache: Englisch Gewicht in Gramm: 900 8° , Leinen- Hardcover/Pappeinband,
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Multidimensional Diffusion Processes (Grundlehren der mathematischen Wissenschaften)
Seller: International Book Project, Lexington, KY, U.S.A.
Seller rating 4 out of 5 stars
£ 30.02
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Add to baskethardcover. Condition: Very Good. NOT ex-library. Pages are clean and crisp, no markings. Cover shows some wear from age. 100% of proceeds go toward promoting literacy in under-served areas of the world.
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Multidimensional Diffusion Processes
Published by Springer Berlin Heidelberg Aug 2014, 2014
ISBN 10: 3662222019 ISBN 13: 9783662222010
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
£ 46.93
Convert currency£ 9.37 shipping from Germany to United KingdomQuantity: 2 available
Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -From the reviews: 'This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [.] This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view.' Mathematische Operationsforschung und Statistik 356 pp. Englisch.
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Condition: Good. 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. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:3540903534.
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Multidimensional Diffusion Processes
Published by Springer Berlin Heidelberg, 2014
ISBN 10: 3662222019 ISBN 13: 9783662222010
Language: English
£ 46.22
Convert currency£ 21.29 shipping from Germany to United KingdomQuantity: Over 20 available
Add to basketKartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Applies martingale theory to the theory of Markov processesPresents proofs and techniques in an easily adaptable styleIntroductory summaries of standard probability theory and measure theory review basic knowledge before launc.
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Multidimensional Diffusion Processes (Graduate Texts in Mathematics)
Published by Springer-Verlag Telos, 1979
ISBN 10: 0387903534 ISBN 13: 9780387903538
Language: English
£ 33.73
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Add to baskethardcover. Condition: Very Good. Book is in nice condition, text is unmarked and pages are tight. Cover has light corner wear.
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Condition: Used. pp. 356 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
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Condition: New. Print on Demand pp. 356 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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£ 80.83
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Add to basketCondition: New. PRINT ON DEMAND pp. 356.
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Nonparametric Statistics for Diffusion Processes: The multidimensional case
Published by LAP Lambert Academic Publishing, 2009
ISBN 10: 3838317459 ISBN 13: 9783838317458
Language: English
Paperback. Condition: Like New. Like New. book.
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Multidimensional Diffusion Processes. Berlin, Springer (1979). gr.8°. XII, 338 p. Hardbound. Grundlehren der mathematischen Wissenschaften, 233.- In very good condition.
Seller: Antiquariat Renner OHG, Albstadt, Germany
Association Member: BOEV
Seller rating 5 out of 5 stars
£ 30.71
Convert currency£ 7.67 shipping from Germany to United KingdomQuantity: 1 available
Add to basket -
Nonparametric Statistics for Diffusion Processes : The multidimensional case
Published by LAP LAMBERT Academic Publishing, 2009
ISBN 10: 3838317459 ISBN 13: 9783838317458
Language: English
£ 43
Convert currency£ 11.92 shipping from Germany to United KingdomQuantity: 1 available
Add to basketTaschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Diffusion processes are widely used in many applied disciplines, such as biology, physics and financial mathematics. From the applied perspective multivariate diffusions are more interesting than scalar ones since only multidimensional models can describe the evolution of variables which interact among themselves. It is therefore very important to be able to identify such models starting from the observed data. However, while the scalar case has been widely studied, there are very few results for the multidimensional problem since these models present greater difficulties. This work provides a first insight into the problem of identification of multidimensional diffusions: the purpose is to estimate density and drift by the observation of a trajectory of a d-dimensional homogeneous diffusion process with a unique invariant density. Estimators of the kernel type are proposed and their asymptotic properties are studied using different criteria. Rates of convergence are also provided. Performance of the estimators are examined in a simulation study, showing encouraging results. This analysis should be useful to researchers in the field and to anyone who may need to study this subject.
