Hakutulokset: Kirjoja kirjailijalta Dmitrii Silvestrov
yhteensä 17 hakutulosta
Perturbed Semi-Markov Type Processes I
This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov …
Perturbed Semi-Markov Type Processes II
This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov …
Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems
The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic …
Nonlinearly Perturbed Semi-Markov Processes
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space …
Limit Theorems for Randomly Stopped Stochastic Processes
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers …
American-Type Options
The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms …
Modern Problems in Insurance Mathematics
This book is a compilation of 21 papers presented at the International Cramer Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book …
Limit Theorems for Randomly Stopped Stochastic Processes
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers …
American-Type Options
The book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price …
American-Type Options
The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms …
Modern Problems in Insurance Mathematics
This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book …
American-Type Options
The book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price …