LIBROS DEL AUTOR: jean jacod

5 resultados para LIBROS DEL AUTOR: jean jacod

jean jacod Eliminar filtro Quitar filtros
  • Discretization of Processes
    Jean Jacod / Philip Protter
    In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes...
    Disponible

    193,87 €

  • 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 €

  • Ecole D’Ete de Probabilites de Saint-Flour XIII, 1983
    David J. Aldous / Illdar A. Ibragimov / Jean Jacod
    ...
    Disponible

    70,57 €

  • Probability Essentials
    Jean Jacod / Philip Protter
    This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations re...
    Disponible

    84,84 €

  • 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 €