Yuliya Mishura, National University of Kyiv, Ukraine Georgiy Shevchenko, National University of Kyiv, Ukraine
14 Ebook di Yuliya Mishura
Yuliya Mishura & Georgiy Shevchenko: 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 of stochastic …
EPUB
Inglese
DRM
€139.99
Yuliya Mishura & Georgiy Shevchenko: 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 of stochastic …
PDF
Inglese
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 …
EPUB
Inglese
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
Inglese
DRM
€139.99
Volodymyr Korolyuk & Nikolaos Limnios: 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 new algorithms, mo …
PDF
Inglese
€96.29
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
Inglese
€117.69
Yuliya Mishura: Financial Mathematics
Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features …
EPUB
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DRM
€76.16
Yuliya Mishura & Olena Ragulina: Ruin Probabilities
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival …
EPUB
Inglese
DRM
€137.79
Yuliya Mishura & Mounir Zili: 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 linear combination of …
EPUB
Inglese
DRM
€124.67
Yuliya Mishura: Stochastic Calculus for Fractional Brownian Motion and Related Processes
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DRM
€75.14
Grigorij Kulinich & Svitlana Kushnirenko: 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 systematic study of the in …
PDF
Inglese
€53.49
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
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DRM
€169.95
Giacomo Ascione & Yuliya Mishura: Fractional Deterministic and Stochastic Calculus
Fractional calculus has emerged as a powerful and effective mathematical tool in the study of several phenomena in science and engineering. This text addressed to researchers, graduate students, and …
EPUB
Inglese
DRM
€179.95
