LIBROS DEL AUTOR: a n shiryaev

3 resultados para LIBROS DEL AUTOR: a n shiryaev

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  • Statistics of Random Processes II
    Albert N. Shiryaev / Robert S. Liptser / A.B. Aries
    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 as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the s...
    Disponible

    47,22 €

  • Statistics of Random Processes II
    Albert N. Shiryaev / Robert S. Liptser / A.B. Aries
    'Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the s...
    Disponible

    170,20 €

  • Optimal Stopping Rules
    Albert N. Shiryaev / A.B. Aries
    Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment ...
    Disponible

    109,58 €