Séminaire de Probabilités XVIII 1982/83 PDF Download
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Author: J. Azema
Publisher: Springer
ISBN: 3540388583
Category : Mathematics
Languages : fr
Pages : 528
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Book Description
Author: J. Azema
Publisher: Springer
ISBN: 3540388583
Category : Mathematics
Languages : fr
Pages : 528
Get Book Here
Book Description
Author: J. Azéma
Publisher: Springer
ISBN:
Category : Distribution (Probability theory).
Languages : en
Pages : 528
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Book Description
Author: R. M. Dudley
Publisher: Springer
ISBN: 3540391096
Category : Mathematics
Languages : en
Pages : 407
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Book Description
Author: Alano Ancona
Publisher: Springer
ISBN: 3540467181
Category : Mathematics
Languages : en
Pages : 333
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Book Description
This book contains three lectures each of 10 sessions; the first on Potential Theory on graphs and manifolds, the second on annealing and another algorithms for image reconstruction, the third on Malliavin Calculus.
Author: G. H. Müller
Publisher: Springer
ISBN: 3540391150
Category : Mathematics
Languages : en
Pages : 492
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Book Description
Author: M. M. Richter
Publisher: Springer
ISBN: 3540391193
Category : Mathematics
Languages : en
Pages : 481
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Book Description
Author: Thomas Gerstner
Publisher: World Scientific
ISBN: 9814436429
Category : Business & Economics
Languages : en
Pages : 481
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Book Description
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
Author: J. Azema
Publisher: Springer
ISBN: 9783540133322
Category : Mathematics
Languages : en
Pages : 522
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Book Description
Author: M. H. A. Davis
Publisher: CRC Press
ISBN: 9782881247163
Category : Mathematics
Languages : en
Pages : 596
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Book Description
A collection of 22 articles based on papers presented at a workshop held at Imperial College, London, April 1989. They concern applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centered around optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system models, problems in stochastic control theory, and various facets of nonlinear filtering theory and system identification. Annotation copyrighted by Book News, Inc., Portland, OR
Author: Michel Emery
Publisher: Springer Science & Business Media
ISBN: 3642750516
Category : Mathematics
Languages : en
Pages : 158
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Book Description
Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent. The general theory is presented only towards the end of the book, after the reader has been exposed to two particular instances - martingales and Brownian motions - in manifolds. The book also includes new material on non-confluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and non-specialists alike, as a self-contained introductory text or as a compact reference.
