Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 54,90
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Aggiungi al carrelloCondizione: New. In.
EUR 74,50
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloCondizione: Good. Volume 5. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783540639299.
Editore: Berlin, Heidelberg, New York: Springer-Verlag, 2001
ISBN 10: 3540639292 ISBN 13: 9783540639299
Lingua: Inglese
Da: Antiquariat Bernhardt, Kassel, Germania
EUR 84,00
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrellogebundene Ausgabe. Condizione: Sehr gut. Stochastic Modelling and Applied Probability, Band 5. Zust: Gutes Exemplar. XV, 427 Seiten, Englisch 768g.
EUR 118,71
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Aggiungi al carrelloCondizione: New.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 129,98
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Aggiungi al carrelloCondizione: New. In.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 121,53
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Editore: Springer Berlin Heidelberg, 2010
ISBN 10: 3642083668 ISBN 13: 9783642083662
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 128,39
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomposition for submartingales and the description of a structure for stochastic integrals. In the first volume ('General Theory') these results were used for a presentation of further important facts such as the Girsanov theorem and its generalizations, theorems on the innovation pro cesses, structure of the densities (Radon-Nikodym derivatives) for absolutely continuous measures being distributions of diffusion and Itô-type processes, and existence theorems for weak and strong solutions of stochastic differential equations. All the results and facts mentioned above have played a key role in the derivation of 'general equations' for nonlinear filtering, prediction, and smoothing of random processes.
Editore: Springer Berlin Heidelberg, 2000
ISBN 10: 3540639292 ISBN 13: 9783540639299
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 128,39
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomposition for submartingales and the description of a structure for stochastic integrals. In the first volume ('General Theory') these results were used for a presentation of further important facts such as the Girsanov theorem and its generalizations, theorems on the innovation pro cesses, structure of the densities (Radon-Nikodym derivatives) for absolutely continuous measures being distributions of diffusion and Itô-type processes, and existence theorems for weak and strong solutions of stochastic differential equations. All the results and facts mentioned above have played a key role in the derivation of 'general equations' for nonlinear filtering, prediction, and smoothing of random processes.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 129,97
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Aggiungi al carrelloCondizione: New.
EUR 143,21
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 123,24
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Aggiungi al carrelloCondizione: New.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 191,33
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Like New. Like New. book.