LIBROS DEL AUTOR: dan crisan

6 resultados para LIBROS DEL AUTOR: dan crisan

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  • Stochastic Analysis 2010
    Dan Crisan
    Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. S...
    Disponible

    136,32 €

  • Paris-Princeton Lectures on Mathematical Finance 2013
    Dan Crisan / Fred Espen Benth / Paolo Guasoni
    The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis ...
    Disponible

    68,76 €

  • Stochastic Analysis 2010
    Dan Crisan
    Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, M...
    Disponible

    134,97 €

  • Fundamentals of Stochastic Filtering
    Alan Bain / Dan Crisan
    This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. ...
    Disponible

    133,37 €

  • Fundamentals of Stochastic Filtering
    Alan Bain / Dan Crisan
    This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. ...
    Disponible

    193,49 €

  • Fundamentals of Stochastic Filtering
    Alan Bain / Dan Crisan
    Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations frequently allow us to make reasonable inferences about the state of the systems that a?ect us. The process of using partial observations and a stochastic model to make inferences about an evolving system is known as stocha...
    Disponible

    47,30 €