LIBROS DEL AUTOR: albert shiryaev

18 resultados para LIBROS DEL AUTOR: albert shiryaev

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  • Stochastic Disorder Problems
    Albert N. Shiryaev / Andrei Iacob
    This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurrin...
    Disponible

    156,54 €

  • Stochastic Disorder Problems
    Albert N. Shiryaev / Andrei Iacob
    This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurrin...
    Disponible

    47,24 €

  • CHANGE TIME & MEASURE (2ND ED)
    Albert Shiryaev / BARNDORFF-NIELSEN OLE E / Ole E Barndorff-Nielsen / OLE E BARNDORFF-NIELSEN & ALBERT SHIRYAE
     Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of impor...
    Disponible

    70,23 €

  • Problems in Probability
    Albert N. Shiryaev / Andrew Lyasoff
    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 still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises.Most of ...
    Disponible

    65,58 €

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert S. Liptser / 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

    47,10 €

  • Probability
    Albert Shiryaev / Stephen S. Wilson
    In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author’s lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title 'Probabil­ ity, Statistics, and Stochastic Processors, I, II' and published by that Univer­ sity. O...
    Disponible

    46,18 €

  • 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 €

  • Problems in Probability
    Albert N. Shiryaev / Andrew Lyasoff
    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 still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises.Most of ...
    Disponible

    101,12 €

  • Limit Theorems for Stochastic Processes
    Albert Shiryaev / Jean Jacod
    This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic pr...
    Disponible

    218,11 €

  • 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 €

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert Liptser / B. Aries
    These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...
    Disponible

    145,49 €

  • CHANGE TIME & MEASURE
    ALBERT N SHIRYAEV / ALBERT SHIRYAEV OLE E BARNDORFF-NIELSEN / BARNDORFF-NIELSEN OLE E / Ole E Barndorff-Nielsen
    ...
    Disponible

    76,87 €

  • 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 €

  • Optimal Stopping and Free-Boundary Problems
    Albert Shiryaev / Goran Peskir
    This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, sp...
    Disponible

    192,93 €

  • Limit Theorems for Stochastic Processes
    Albert Shiryaev / Jean Jacod
    This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic pr...
    Disponible

    216,73 €

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert Liptser / B. Aries
    These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...
    Disponible

    144,09 €

  • ESSENTIALS OF STOCHASTIC FINANCE... (V3)
    Al'bert Nikolaevich Shiriaev / ALBERT N SHIRYAEV / Albert N. Shiryaev / Albert NShiryaev / Al’bert Nikolaevich Shiriaev / SHIRYAEV ALBERT N
    ...
    Disponible

    347,41 €

  • Theory of Martingales
    Albert Shiryaev / R. Sh Liptser / Robert Liptser
    One service mathematics has rc:ndered the ’Et moi, '’, si j’avait su comment CD revenir, je n’y serais point alle. ’ human race. It has put common SCIIJC back Jules Verne where it belongs. on the topmost shelf next to tbe dusty canister 1abdled ’discarded non- The series is divergent; tberefore we may be sense’. able to do sometbing witb it Eric T. Be...
    Disponible

    227,24 €