Télécharger le livre :  Discrete-Time Semi-Markov Random Evolutions and Their Applications
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This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random...

Editeur : Birkhäuser
Parution : 2023-07-24
Collection : Probability and Its Applications
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126,59
Télécharger le livre :  Random Motions in Markov and Semi-Markov Random Environments 2
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This book is the second of two volumes on random motions in Markov and semi-Markov random environments.This second volume focuses on high-dimensional random motions.This volume consists of two parts. The first expands many of the results found in Volume 1 to higher...

Editeur : Wiley-ISTE
Parution : 2021-01-11

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163,47
Télécharger le livre :  Random Motions in Markov and Semi-Markov Random Environments 1
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This book is the first of two volumes on random motions in Markov and semi-Markov random environments.This first volume focuses on homogenous random motions.This volume consists of two parts, the first describing the basic concepts and methods that have been developed...

Editeur : Wiley-ISTE
Parution : 2020-12-31

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163,47
Télécharger le livre :  Change of Time Methods in Quantitative Finance
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This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties. An emphasis is given on many applications of CTM in...

Editeur : Springer
Parution : 2016-05-31
Collection : SpringerBriefs in Mathematics
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63,29