LIBROS DEL AUTOR: philip protter

5 resultados para LIBROS DEL AUTOR: philip protter

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  • Stochastic Integration and Differential Equations
    Philip Protter
    It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic ...
    Disponible

    47,13 €

  • 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 €

  • Stochastic Integration and Differential Equations
    Philip Protter
    It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic ...
    Disponible

    145,52 €

  • Stochastic Integration and Differential Equations
    Philip E. Protter
    It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has us...
    Disponible

    144,16 €

  • 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 €