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Random Evolutions And Their Applications
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Random Evolutions And Their Applications - new book

ISBN: 9789048154418

ID: 17182806

The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S)- market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc, it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. Books, Science and Geography~~Mathematics~~Applied Mathematics, Random Evolutions And Their Applications~~Book~~9789048154418~~Anatoly V. Swishchuk, , , , , , , , , ,

 hive.co.uk
MPN: , SKU 17182806 Shipping costs:zzgl. Versandkosten, plus shipping costs
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Random Evolutions and Their Applications - Anatoly Swishchuk
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Anatoly Swishchuk:
Random Evolutions and Their Applications - Paperback

ISBN: 9048154413

ID: 10798606760

[EAN: 9789048154418], Neubuch, [PU: Springer], ANATOLY SWISHCHUK,FINANCE,THEORY,ECONOMIC THEORY,STATISTICS, Paperback. 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkins formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B, S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc. , it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.

 AbeBooks.de
BuySomeBooks, Las Vegas, NV, U.S.A. [52360437] [Rating: 5 (von 5)]
NEW BOOK Shipping costs: EUR 10.65
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(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Random Evolutions and Their Applications - Anatoly Swishchuk
(*)
Anatoly Swishchuk:
Random Evolutions and Their Applications - Paperback

ISBN: 9048154413

ID: 10798606760

[EAN: 9789048154418], Neubuch, [PU: Springer], ANATOLY SWISHCHUK,FINANCE,THEORY,ECONOMIC THEORY,STATISTICS, 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkins formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B, S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc. , it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.

 AbeBooks.de
BuySomeBooks, Las Vegas, NV, U.S.A. [52360437] [Rating: 5 (von 5)]
NEW BOOK. Shipping costs: EUR 8.04
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(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Random Evolutions and Their Applications - Anatoly Swishchuk
(*)
Anatoly Swishchuk:
Random Evolutions and Their Applications - Paperback

ISBN: 9789048154418

ID: 594685027

Springer. Paperback. New. Paperback. 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkins formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B, S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc. , it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN., Springer

 Biblio.com
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Random Evolutions and their Applications - Swishchuk, Anatoly
(*)
Swishchuk, Anatoly:
Random Evolutions and their Applications - Paperback

2010, ISBN: 9789048154418

[ED: Softcover], [PU: Springer Netherlands], The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc., it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. 2010. xvi, 294 S. XVI, 294 p. 240 mm Versandfertig in 3-5 Tagen, [SC: 0.00], Neuware, gewerbliches Angebot

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Details of the book
Random Evolutions and their Applications

This book is devoted to new trends in random evolution and their applications to the stochastic evolutionary system. It contains new developments such as an analogue of Dynkin's formula, boundary value problems, stability and control of random evolutions, stochastic evolutionary equations, and driven martingale measures. In addition, it treats statistics of random evolutions processes, statistics of financial stochastic models, and stochastic stability and control of financial markets. Audience: This volume will be of interest to research and applied mathematicians working in the fields of applied probability, stochastic processes, and random evolutions, as well as experts in statistics, finance and insurance.

Details of the book - Random Evolutions and their Applications


EAN (ISBN-13): 9789048154418
ISBN (ISBN-10): 9048154413
Paperback
Publishing year: 2010
Publisher: Springer-Verlag GmbH
312 Pages
Weight: 0,474 kg
Language: eng/Englisch

Book in our database since 2011-10-16T18:17:51-04:00 (New York)
Detail page last modified on 2018-05-20T06:35:43-04:00 (New York)
ISBN/EAN: 9789048154418

ISBN - alternate spelling:
90-481-5441-3, 978-90-481-5441-8


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