LIBROS DEL AUTOR: anatoliy swishchuk

3 resultados para LIBROS DEL AUTOR: anatoliy swishchuk

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  • Discrete-Time Semi-Markov Random Evolutions and Their Applications
    Anatoliy Swishchuk / Nikolaos Limnios
    This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the ...
    Disponible

    48,20 €

  • Inhomogeneous Random Evolutions and Their Applications
    Anatoliy Swishchuk
    The book deals with inhomogeneous REs and their applications, which are more general and more applicable because they describe in a much better way the evolutions of many processes in real world, which have no homogeneous evolution/behaviour, including economics, finance and insurance. ...
    Disponible

    90,81 €

  • Random Dynamical Systems in Finance
    Anatoliy Swishchuk / Shafiqul Islam
    With extensive end-of-chapter references, this book provides a variety of RDS for approximating financial models, presents numerous option pricing formulas for these models, and studies the stability and optimal control of RDS. Through numerous examples, the authors explain how the theory of RDS can describe the asymptotic and qualitative behavior of systems of random and stoch...
    Disponible

    120,07 €