Sökt på: Böcker av Yuliya Mishura
totalt 29 träffar
Modern Stochastics and Applications
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing …
Theory of Stochastic Processes
Thiscollectionofproblemsisplannedasatextbookforuniversitycoursesinthe theoryofstochasticprocessesandrelatedspecialcourses. Theproblemsinthebook haveawidespectrumofthelevelofdif …
Parameter Estimation in Fractional Diffusion Models
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been …
Modern Stochastics and Applications
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing …
Stochastic Calculus for Fractional Brownian Motion and Related Processes
This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic …
Fractional Brownian Motion
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the …
Theory and Statistical Applications of Stochastic Processes
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction …
Discrete-Time Approximations and Limit Theorems
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and …
Theory and Statistical Applications of Stochastic Processes
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction …
Fractional Deterministic and Stochastic Calculus
Stochastic Analysis of Mixed Fractional Gaussian Processes
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the …
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a …