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लेखक: Kostiantyn Ralchenko

समर्थन
Oksana Banna is Assistant Professor at the Department of Economic Cybernetics at Taras Shevchenko National University of Kyiv (KNU) in Ukraine. Yuliya Mishura is Full Professor and Head of the Department of Probability, Statistics and Actuarial Mathematics at KNU. Kostiantyn Ralchenko is Associate Professor at the Department of Probability, Statistics and Actuarial Mathematics at KNU. Sergiy Shklyar is Senior Researcher at the Department of Probability, Statistics and Actuarial Mathematics at KNU.




5 द्वारा ईबुक Kostiantyn Ralchenko

Oksana Banna & Yuliya Mishura: Fractional Brownian Motion
This monograph studies the relationships between fractional Brownian motion (f Bm) and other processes of more simple form. In particular, this book solves the problem of the projection of f Bm onto …
EPUB
अंग्रेज़ी
DRM
€139.99
Oksana Banna & Yuliya Mishura: Fractional Brownian Motion
This monograph studies the relationships between fractional Brownian motion (f Bm) and other processes of more simple form. In particular, this book solves the problem of the projection of f Bm onto …
PDF
अंग्रेज़ी
DRM
€139.99
Kęstutis Kubilius & Yuliya Mishura: 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 (and still remains) …
PDF
अंग्रेज़ी
€117.69
Yuliya Mishura & Kostiantyn Ralchenko: 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 other qualitative …
EPUB
अंग्रेज़ी
DRM
€169.95
Yuliya Mishura & Kostiantyn Ralchenko: 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 other qualitative …
PDF
अंग्रेज़ी
DRM
€188.83