LIBROS DEL AUTOR: ole e barndorff nielsen

7 resultados para LIBROS DEL AUTOR: ole e barndorff nielsen

ole e barndorff nielsen Eliminar filtro Quitar filtros
  • Ambit Stochastics
    Almut E. D. Veraart / Fred Espen Benth / Ole E. Barndorff-Nielsen
    Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a z...
    Disponible

    161,32 €

  • Ambit Stochastics
    Almut E. D. Veraart / Almut EDVeraart / Fred Espen Benth / Ole E. Barndorff-Nielsen / Ole EBarndorff-Nielsen
    Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a z...
    Disponible

    159,97 €

  • 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 €

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

    76,87 €

  • Quantum Independent Increment Processes II
    Ole E Barndorff-Nielsen / Uwe Franz
    This is the second of two volumes containing the revised and completed notes of lectures given at the school 'Quantum Independent Increment Processes: Structure and Applications to Physics'. This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald in March, 2003, and supported by the Volkswagen Foundation. The school gave an introdu...
    Disponible

    65,93 €

  • Levy Processes
    O. E. Barndorff-Nielsen / OLE Barndorff-Nielsen
    A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian moti...
    Disponible

    247,35 €

  • Parametric Statistical Models and Likelihood
    Ole E Barndorff-Nielsen
    This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dlEte de I Probabilites at st. Flour in August 1986. In view of the statistical nature of the material discussed herein it was agreed to publish the material as a separate volume in the statistics series rather than, as is the trad...
    Disponible

    146,20 €