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Stochastic Models: Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico (Contemporary Mathematics) - m Symposium on Probability and Stochastic Processes 2002 Mexico City; Ana Meda; Jose Gonzalez-Barrios; Jorge A. Leon; Editor-Jorge A. Leon
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m Symposium on Probability and Stochastic Processes 2002 Mexico City; Ana Meda; Jose Gonzalez-Barrios; Jorge A. Leon; Editor-Jorge A. Leon:
Stochastic Models: Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico (Contemporary Mathematics) - Paperback

2004, ISBN: 0821834665

ID: 2515631865

[EAN: 9780821834664], Neubuch, [PU: American Mathematical Society], Brand new. We distribute directly for the publisher. The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory.The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc.Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory.This volume is a joint publication of the American Mathematical Society and the Sociedad Matemática Mexicana. Members of the SMM may order directly from the AMS at the AMS member price.

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Stochastic Models
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Stochastic Models - new book

ISBN: 9780821834664

ID: 6416402

The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a. The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory. Books, Science and Geography~~Mathematics~~Applied Mathematics, Stochastic Models~~Book~~9780821834664, , , , , , , , , ,, [PU: American Mathematical Society]

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Stochastic Models (Paperback)
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Stochastic Models (Paperback) - Paperback

2004, ISBN: 0821834665

ID: 11234693774

[EAN: 9780821834664], Neubuch, [PU: American Mathematical Society, United States], Brand New Book. The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory.

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Stochastic models; proceedings. (Aportaciones Matemáticas Sociedad Matemática Mexicana. Contemporary mathematics; 336) - Symposium on Probability and Stochastic Processes (2002: Mexico City, Mexico) Ed. by José M. González-Barrios et al.
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Symposium on Probability and Stochastic Processes (2002: Mexico City, Mexico) Ed. by José M. González-Barrios et al.:
Stochastic models; proceedings. (Aportaciones Matemáticas Sociedad Matemática Mexicana. Contemporary mathematics; 336) - Paperback

2003, ISBN: 9780821834664

ID: 41041970

American Mathematical Society, 2003. Paperback. New Book. Paperback. Contains 13 research papers and the lecture notes of three courses delivered at the June 2002 symposium. The courses survey developments in fractional Brownian motion, economic equilibrium and financial markets, and credit risk. The paper topics include conditions for non-conservativity in quantum dynamical semigroups, an example of an averaged Markov decision process without stable policies, a non-homogeneous wave equation driven by a Poisson process, and a path integral representation in phase space for the solution of a stochastic Schrodinger equation. No index. (2003 Ringgold, Inc., Portland, OR), American Mathematical Society, 2003

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Stochastic Models - Jose M. Gonzalez-Barrios; Jorge A. Leon; Ana Meda
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Jose M. Gonzalez-Barrios; Jorge A. Leon; Ana Meda:
Stochastic Models - Paperback

2003, ISBN: 9780821834664

ID: 7573101

Softcover, Buch, [PU: American Mathematical Society]

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