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Integrals estocàstiques

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Browse all works related to Integrals estocàstiques.

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Integrals estocàstiques

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Continuous time Markov processes

Continuous time Markov processes: an introduction

by Liggett, Thomas M., (Thomas Milton)

fromGraduate studies in mathematics

0 Type: Book

Diffusion processes and stochastic calculus

Diffusion processes and stochastic calculus

by Baudoin, Fabrice

fromEMS textbooks in mathematics

0 Type: Book

Stochastic analysis

Stochastic analysis: Itô and Malliavin calculus in tandem

by Matsumoto, Hiroyuki, Taniguchi, Setsuo

fromCambridge studies in advanced mathematics

0 Type: Book

Integral transformations and anticipative calculus for fractional Brownian motions

Integral transformations and anticipative calculus for fractional Brownian motions

by Hu, Yaozhong

fromMemoirs of the American Mathematical Society

0 Type: Book

The Multiple stochastic integral

The Multiple stochastic integral

by Engel, David D., American Mathematical Society

fromMemoirs of the American Mathematical Society

0 Type: Book

Introduction to stochastic integration

Introduction to stochastic integration

by Williams, R. J., CHUNG, Kai Lai

fromProbability and its applications

0 Type: Book

Stochastic calculus and stochastic models

Stochastic calculus and stochastic models

by McShane, E. J., (Edward James)

fromProbability and mathematical statistics

0 Type: Book

Stochastic integration

Stochastic integration

by Métivier, Michel, Pellaumail, Jean

fromProbability and mathematical statistics

0 Type: Book

Subjects

Integrals estocàstiques (8) Equacions estocàstiques difer… (2) Martingales (Matemàtica) (2) 31.70 probability (1) 31.73 mathematical statistics (1) Anàlisi estocàstica (1) Calcul (1) Distribució (Teoria de la pro… (1) Intégrales stochastiques (1) Moviment brownià (1) Processos de Markov (1) Processos de difusió (1) Processos estocàstics (1) Processos gaussians (1) Stochastic Processes (1) Stochastic differential equat… (1) Stochastic integrals (1) Stochastische Differentialgle… (1) Stochastisches Integral (1) Transformacions integrals (1) Transformades integrals (1) Wahrscheinlichkeitsrechnung (1) mathematical models (1) Équations différentielles sto… (1)

Contributor

American Mathematical Society (1) Baudoin, Fabrice (1) CHUNG, Kai Lai (1) Engel, David D. (1) Hu, Yaozhong (1) Liggett, Thomas M., (Thomas M… (1) Matsumoto, Hiroyuki (1) McShane, E. J., (Edward James) (1) Métivier, Michel (1) Pellaumail, Jean (1) Taniguchi, Setsuo (1) Williams, R. J. (1)

Publisher

American mathematical Society (3) Academic Press (2) Brikhäuser (1) Cambridge University Press (1) European Mathematical Society (1)

Year

2017 (1) 2014 (1) 2010 (1) 2005 (1) 1990 (1) 1982 (1) 1980 (1) 1974 (1)

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