9780792362647 - random evolutions and their applications: new trends: 504 di swishchuk, anatoly (11 risultati)
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Da: Phatpocket Limited, Waltham Abbey, HERTS, Regno UnitoPhatpocket Limited
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Condizione: Like New. Used - Like New. Book is new and unread but may have minor shelf wear. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. 316.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 114,36
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 contr…ol 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.
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Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
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Condizione: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days. Excellent Customer Service.
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Da: moluna, Greven, Germaniamoluna
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EUR 92,27
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 .
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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EUR 152,82
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Condizione: New. Print on Demand pp. 316 Illus.
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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EUR 154,35
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Condizione: New. PRINT ON DEMAND pp. 316.
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Da: preigu, Osnabrück, Germaniapreigu
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EUR 95,70
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Buch. Condizione: Neu. Random Evolutions and their Applications | New Trends | Anatoly Swishchuk | Buch | xvi | Englisch | 2000 | Springer Netherland | EAN 9780792362647 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Prin…t on Demand.
Lingua: Inglese
Editore: Springer Netherlands, Springer Netherlands Mai 2000, 2000
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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EUR 106,99
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 o…ptimal 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.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 316 pp. Englisch.
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 149,79
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 a…nd 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. 316 pp. Englisch.
