Søkt på: Bøker av Albert N. Shiryaev
totalt 45 treff
Essentials Of Stochastic Finance: Facts, Models, Theory
This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces …
Probability-2
This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability. Building on the foundations established in the preceding …
Probability-1
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random …
Optimal Stopping Rules
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also …
Selected Works III
The creative work of Andrei N. Kolmogorov is exceptionally wide-ranging. In his studies on trigonometric and orthogonal series, the theory of measure and integral, mathematical …
Selected Works
Collecting together selected pioneering works of the celebrated mathematician Anatolii V. Skorokhod, this volume serves as a guide to the theory of stochastic processes from its …
Operator Theory and Harmonic Analysis
This volume is part of the collaboration agreement between Springer and the ISAAC society.This is the second in the two-volume series originating from the 2020 activities within …
Problems in Probability
For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was …
Stochastic Finance
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with …
Statistics And Control Of Stochastic Processes: The Liptser Festschrift
This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes. For the past three decades, the seminar has determined the …
Statistics of Random Processes
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 …
Problems in Probability
For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was …