LIBROS DEL AUTOR: shiryaev albert n

12 resultados para LIBROS DEL AUTOR: shiryaev albert n

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  • Stochastic Disorder Problems
    Albert N. Shiryaev / Andrei Iacob
    This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurrin...
    Disponible

    156,54 €

  • Stochastic Disorder Problems
    Albert N. Shiryaev / Andrei Iacob
    This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurrin...
    Disponible

    47,24 €

  • Problems in Probability
    Albert N. Shiryaev / Andrew Lyasoff
    For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises.Most of ...
    Disponible

    65,58 €

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert S. Liptser / B. Aries
    At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the ’general theory of random processes’ did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the s...
    Disponible

    47,10 €

  • Statistics of Random Processes II
    Albert N. Shiryaev / Robert S. Liptser / A.B. Aries
    At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the ’general theory of random processes’ did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the s...
    Disponible

    47,22 €

  • Problems in Probability
    Albert N. Shiryaev / Andrew Lyasoff
    For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises.Most of ...
    Disponible

    101,12 €

  • Statistics of Random Processes II
    Albert N. Shiryaev / Robert S. Liptser / A.B. Aries
    'Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the s...
    Disponible

    170,20 €

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert Liptser / B. Aries
    These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...
    Disponible

    145,49 €

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

    76,87 €

  • Optimal Stopping Rules
    Albert N. Shiryaev / A.B. Aries
    Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment ...
    Disponible

    109,58 €

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert Liptser / B. Aries
    These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...
    Disponible

    144,09 €

  • ESSENTIALS OF STOCHASTIC FINANCE... (V3)
    Al'bert Nikolaevich Shiriaev / ALBERT N SHIRYAEV / Albert N. Shiryaev / Albert NShiryaev / Al’bert Nikolaevich Shiriaev / SHIRYAEV ALBERT N
    ...
    Disponible

    347,41 €