结果：找到“BROWNIAN MOTION”相关内容160个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
几何布朗运动（Geometric Brownian Motion）GBM蒙特卡罗模拟计算Value at Risk、VaR3 个回复 - 9543 次查看 几何布朗运动（Geometric Brownian Motion）GBM计算VaR的基本原理：1、 假设资产价格的变动服从某种随机过程。 2、 利用计算机模型一定时期内的资产价格变动路径。 3、 步骤2重复n次。 4、 可以得到一定时期内资产 ...2019-7-2 18:27 - GaussAnalytica - 现金交易版
深度解析：Value at Risk、风险价值、在险价值VaR计算方法-蒙特卡罗模拟法8 个回复 - 2802 次查看 蒙特卡罗模拟法计算VaR的基本原理： 1、假设资产价格的变动服从某种随机过程 2、利用计算机模型一定时期内的资产价格变动路径 3、步骤2重复n次 4、可以得到一定时期内资产价格的分布情况 5、根据模拟的分布情况 ...2019-4-10 15:46 - GaussAnalytica - 现金交易版
【独家发布】【2016新书】Brownian Motion, Martingales, and Stochastic Calculus
51 个回复 - 10037 次查看 如果喜欢该文档，欢迎订阅【2016新书】文库，http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3187 图书名称：Brownian Motion, Martingales, and Stochastic Calculus[/backcolor][/backcolor ...2016-8-5 09:19 - 牛尾巴 - winbugs及其他软件专版
51 个回复 - 10037 次查看 如果喜欢该文档，欢迎订阅【2016新书】文库，http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3187 图书名称：Brownian Motion, Martingales, and Stochastic Calculus[/backcolor][/backcolor ...2016-8-5 09:19 - 牛尾巴 - winbugs及其他软件专版
Brownian motion and stochastic calculus
6 个回复 - 2048 次查看 Brownian motion and stochastic calculus2014-10-29 08:29 - dongdong1010 - 金融工程（数量金融）与金融衍生品
6 个回复 - 2048 次查看 Brownian motion and stochastic calculus2014-10-29 08:29 - dongdong1010 - 金融工程（数量金融）与金融衍生品
[Wiley] Fractional Brownian Motion: Approximations and Projections
10 个回复 - 3010 次查看 [Wiley] Fractional Brownian Motion: Approximations and Projections Authors: Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar Chapter 1. Projection of fBm on the Space of Martinga ...2021-12-29 20:15 - ccpoo - 计量经济学与统计软件
10 个回复 - 3010 次查看 [Wiley] Fractional Brownian Motion: Approximations and Projections Authors: Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar Chapter 1. Projection of fBm on the Space of Martinga ...2021-12-29 20:15 - ccpoo - 计量经济学与统计软件
[分数维布朗运动]Selected Aspects of Fractional Brownian Motion
14 个回复 - 3148 次查看 Book Description Publication Date: January 17, 2013 Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others class ...2015-6-12 20:50 - lasgpope - 量化投资
14 个回复 - 3148 次查看 Book Description Publication Date: January 17, 2013 Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others class ...2015-6-12 20:50 - lasgpope - 量化投资
Exponential Functionals of Brownian Motion and Related Processes
3 个回复 - 1705 次查看 【作者(必填)】By Marc Yor 【文题(必填)】Exponential Functionals of Brownian Motion and Related Processes 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007 ...2015-8-21 07:11 - Yolanda_WW - 求助成功区
3 个回复 - 1705 次查看 【作者(必填)】By Marc Yor 【文题(必填)】Exponential Functionals of Brownian Motion and Related Processes 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007 ...2015-8-21 07:11 - Yolanda_WW - 求助成功区
Exponential Functionals of Brownian Motion and Related Processes
2 个回复 - 985 次查看 【作者(必填)】Marc Yor 【文题(必填)】Exponential Functionals of Brownian Motion and Related Processes 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/97 ...2013-8-29 06:30 - mendelssohn - 求助成功区
2 个回复 - 985 次查看 【作者(必填)】Marc Yor 【文题(必填)】Exponential Functionals of Brownian Motion and Related Processes 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/97 ...2013-8-29 06:30 - mendelssohn - 求助成功区
[分享]Stochastic Calculus for Fractional Brownian motion and related process(1)
16 个回复 - 7747 次查看 Content1 Wiener Integration with Respect to Fractional BrownianMotion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 The Elements of Fractional Calculus . . . . . . . . . ...2008-9-25 10:41 - xfoooym - 经济金融数学专区
16 个回复 - 7747 次查看 Content1 Wiener Integration with Respect to Fractional BrownianMotion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 The Elements of Fractional Calculus . . . . . . . . . ...2008-9-25 10:41 - xfoooym - 经济金融数学专区
Stochastic Calculus For Fractional Brownian Motion And Applications (2008)
15 个回复 - 3517 次查看 随机分析与分数次布朗运动，主要运用于金融，期权定价~~~ 欢迎大家讨论分数阶布朗运动的东东！2010-7-25 03:43 - jsjiangsj - 经济金融数学专区
15 个回复 - 3517 次查看 随机分析与分数次布朗运动，主要运用于金融，期权定价~~~ 欢迎大家讨论分数阶布朗运动的东东！2010-7-25 03:43 - jsjiangsj - 经济金融数学专区
Brownian Motions Calculus 质量精美 新鲜出炉
9 个回复 - 2177 次查看 个人感觉质量相当不错的教材 分析非常透彻 对于概念的把握和例子都非常恰到好处2012-5-23 06:53 - chuanqian - 金融工程（数量金融）与金融衍生品
9 个回复 - 2177 次查看 个人感觉质量相当不错的教材 分析非常透彻 对于概念的把握和例子都非常恰到好处2012-5-23 06:53 - chuanqian - 金融工程（数量金融）与金融衍生品
免費 Brownian Motion - Morters
7 个回复 - 2701 次查看 Brownian Motion Peter Mörters and Yuval Peres with an appendix by Oded Schramm and Wendelin Werner Preface page viii Frequently used notation x Motivation 1 1 Brownian motion as a random ...2010-3-15 17:38 - martinnyj - 金融学（理论版）
7 个回复 - 2701 次查看 Brownian Motion Peter Mörters and Yuval Peres with an appendix by Oded Schramm and Wendelin Werner Preface page viii Frequently used notation x Motivation 1 1 Brownian motion as a random ...2010-3-15 17:38 - martinnyj - 金融学（理论版）
免费Aspects of Brownian Motion下载
13 个回复 - 3275 次查看 从Springger上自己下下来的，刚发完发现已经有了，就改成免费的吧，书还不错 Aspects of Brownian Motion 丛书 Universitext 学科 Mathematics and Probability Theory and Stochastic Processes 出版社 Spri ...2009-10-28 01:05 - blueswind - 金融工程（数量金融）与金融衍生品
13 个回复 - 3275 次查看 从Springger上自己下下来的，刚发完发现已经有了，就改成免费的吧，书还不错 Aspects of Brownian Motion 丛书 Universitext 学科 Mathematics and Probability Theory and Stochastic Processes 出版社 Spri ...2009-10-28 01:05 - blueswind - 金融工程（数量金融）与金融衍生品
[下载]From Brownian Motion to Schrodinger's Equation
2 个回复 - 1025 次查看 From Brownian Motion to Schrodinger's Equation 作者：Kai Lai Chung Zhongxin Zhao目录：1. Preparatory Material.- 2. Killed Brownian Motion.- 3. Schrodinger Operator.- 4. Stopped Feynman-Kac Func ...2014-1-13 22:14 - normandy - 计量经济学与统计软件
2 个回复 - 1025 次查看 From Brownian Motion to Schrodinger's Equation 作者：Kai Lai Chung Zhongxin Zhao目录：1. Preparatory Material.- 2. Killed Brownian Motion.- 3. Schrodinger Operator.- 4. Stopped Feynman-Kac Func ...2014-1-13 22:14 - normandy - 计量经济学与统计软件
Duffie的老师M.Harrison的经典教材Brownian Motion and Stochastic Flow Systems
6 个回复 - 5189 次查看 M.Harrison在数理金融学界大名鼎鼎，他是duffie的老师，duffie自己说过他的动态资产定价理论主要向Harrison学的，Harrison的另一个学生是黄奇辅。M.Harrison本人和kreps共同提出了有名的鞅定价理论。这本书被duffi ...2010-10-22 14:43 - antoni09 - 金融工程（数量金融）与金融衍生品
6 个回复 - 5189 次查看 M.Harrison在数理金融学界大名鼎鼎，他是duffie的老师，duffie自己说过他的动态资产定价理论主要向Harrison学的，Harrison的另一个学生是黄奇辅。M.Harrison本人和kreps共同提出了有名的鞅定价理论。这本书被duffi ...2010-10-22 14:43 - antoni09 - 金融工程（数量金融）与金融衍生品
Continuous martingales and Brownian motion第三版，高清
7 个回复 - 2588 次查看 金融数学的经典教材， 连续鞅和布朗运动，第三版，高清。自带阅读器。2012-10-26 21:12 - mybbbear - 经济金融数学专区
7 个回复 - 2588 次查看 金融数学的经典教材， 连续鞅和布朗运动，第三版，高清。自带阅读器。2012-10-26 21:12 - mybbbear - 经济金融数学专区
Brownian Motion and its Applications to Mathematical Analysis
3 个回复 - 1869 次查看 Depending on whom you ask, Brownian motion was either discovered or invented by Louis Bachelier in 1900 (according to economists), by Albert Einstein in 1905 (according to physicists), or by Norbert ...2015-2-9 10:19 - xucaifeng66 - R语言论坛
3 个回复 - 1869 次查看 Depending on whom you ask, Brownian motion was either discovered or invented by Louis Bachelier in 1900 (according to economists), by Albert Einstein in 1905 (according to physicists), or by Norbert ...2015-2-9 10:19 - xucaifeng66 - R语言论坛
Stochastic Calculus for Fractional Brownian Motion and Applications
2 个回复 - 1638 次查看 Stochastic Calculus for Fractional Brownian Motion and Applications Authors: [*]Francesca Biagini, [*]Yaozhong Hu, [*]Bernt Øksendal, [*]Tusheng Zhang [*]The first book t ...2015-3-1 04:26 - SleepyTom - 金融工程（数量金融）与金融衍生品
2 个回复 - 1638 次查看 Stochastic Calculus for Fractional Brownian Motion and Applications Authors: [*]Francesca Biagini, [*]Yaozhong Hu, [*]Bernt Øksendal, [*]Tusheng Zhang [*]The first book t ...2015-3-1 04:26 - SleepyTom - 金融工程（数量金融）与金融衍生品
Brownian Motion: An Introduction to Stochastic Processes
2 个回复 - 1511 次查看 Brownian Motion: An Introduction to Stochastic Processes by René L. Schilling and Lothar Partzsch Refer to http://www.amazon.com/Brownian-Motion-De-Gruyter-Graduate/dp/31102788982015-7-27 02:06 - yicong.lin1991 - 计量经济学与统计软件
2 个回复 - 1511 次查看 Brownian Motion: An Introduction to Stochastic Processes by René L. Schilling and Lothar Partzsch Refer to http://www.amazon.com/Brownian-Motion-De-Gruyter-Graduate/dp/31102788982015-7-27 02:06 - yicong.lin1991 - 计量经济学与统计软件
Continuous Martingales and Brownian Motion
2 个回复 - 2151 次查看 Continuous Martingales and Brownian Motion 3rd Edition by D. Revuz and M. Yor This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabi ...2015-9-6 09:28 - SleepyTom - 金融工程（数量金融）与金融衍生品
2 个回复 - 2151 次查看 Continuous Martingales and Brownian Motion 3rd Edition by D. Revuz and M. Yor This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabi ...2015-9-6 09:28 - SleepyTom - 金融工程（数量金融）与金融衍生品
金融数学书籍 Aspects of Brownian Motion
3 个回复 - 2145 次查看 Title: Aspects of Brownian Motion Author：Roger Mansuy and Marc Yor Publication Year: 2008 该书介绍布朗运动的高级特性以及一些应用，内容有点难度，需要一定的数学基础。 Key words, chapter by chapte ...2015-5-14 21:08 - YANGJ15 - 金融学（理论版）
3 个回复 - 2145 次查看 Title: Aspects of Brownian Motion Author：Roger Mansuy and Marc Yor Publication Year: 2008 该书介绍布朗运动的高级特性以及一些应用，内容有点难度，需要一定的数学基础。 Key words, chapter by chapte ...2015-5-14 21:08 - YANGJ15 - 金融学（理论版）
Brownian motion elements, dynamics and applications
6 个回复 - 1648 次查看 CONTENTS Preface vii Chapter 1 Stochastic Modelling and Simulations of Structured Investment Plans 1 Ling Feng, Yile Li, Xuerong Mao and Zhigang Huang Chapter 2 Limitation of the Least Square Me ...2016-12-14 21:25 - ysgykgj - 经济金融数学专区
6 个回复 - 1648 次查看 CONTENTS Preface vii Chapter 1 Stochastic Modelling and Simulations of Structured Investment Plans 1 Ling Feng, Yile Li, Xuerong Mao and Zhigang Huang Chapter 2 Limitation of the Least Square Me ...2016-12-14 21:25 - ysgykgj - 经济金融数学专区
【概率论与随机过程】 Brownian Motion, Obstacles and Random Media
12 个回复 - 3120 次查看 Brownian Motion, Obstacles and Random Media Authors: Alain-Sol Sznitman This book is aimed at graduate students and researchers. It provides an account for the non-specialist of the circle o ...2016-12-31 21:51 - cmwei333 - 金融学（理论版）
12 个回复 - 3120 次查看 Brownian Motion, Obstacles and Random Media Authors: Alain-Sol Sznitman This book is aimed at graduate students and researchers. It provides an account for the non-specialist of the circle o ...2016-12-31 21:51 - cmwei333 - 金融学（理论版）
求Handbook of Brownian Motion: Facts and Formulae
6 个回复 - 3231 次查看 Handbook of Brownian Motion: Facts and Formulae Andrei N. Borodin, Paavo Salminen Springer, 2002年5月1日 - 672 页2014-2-11 15:09 - 鲛人泣月 - 悬赏大厅
6 个回复 - 3231 次查看 Handbook of Brownian Motion: Facts and Formulae Andrei N. Borodin, Paavo Salminen Springer, 2002年5月1日 - 672 页2014-2-11 15:09 - 鲛人泣月 - 悬赏大厅
Brownian Motion and Stochastic Calculus 较小格式PDF版
16 个回复 - 5827 次查看 是2004年第二版，清晰度还可以。是Springer 原版，不是中国影印版。 作者: Ioannis Karatzas, Steven E. Shreve,2011-4-13 01:39 - yiweidon - 金融学（理论版）
16 个回复 - 5827 次查看 是2004年第二版，清晰度还可以。是Springer 原版，不是中国影印版。 作者: Ioannis Karatzas, Steven E. Shreve,2011-4-13 01:39 - yiweidon - 金融学（理论版）
Brownian Motion and Stochastic Calculus
2 个回复 - 1484 次查看 Brownian Motion and Stochastic Calculus 2ed 应该是网上现在最好的版本了，欢迎下载！2020-2-19 23:47 - yc135 - 量化投资
2 个回复 - 1484 次查看 Brownian Motion and Stochastic Calculus 2ed 应该是网上现在最好的版本了，欢迎下载！2020-2-19 23:47 - yc135 - 量化投资
Lectures from Markov Processes to Brownian Motion by Kailai Chung
21 个回复 - 3505 次查看 Product Details [*]Series: Springer Advanced Texts in Life Sciences (Book 249) [*]Hardcover: 239 pages [*]Publisher: Springer; First Edition edition (February 22, 1982) [*]Language: English [*] ...2015-7-6 20:37 - lasgpope - 量化投资
21 个回复 - 3505 次查看 Product Details [*]Series: Springer Advanced Texts in Life Sciences (Book 249) [*]Hardcover: 239 pages [*]Publisher: Springer; First Edition edition (February 22, 1982) [*]Language: English [*] ...2015-7-6 20:37 - lasgpope - 量化投资
连续鞅与布朗运动（Continuous Martingales and Brownian Motion英文原版）
7 个回复 - 6502 次查看 Daniel Revuz Marc Yor Continuous Martingales and Brownian Motion third edition with 8 figures2015-4-12 15:32 - dlm1992 - 金融学（理论版）
7 个回复 - 6502 次查看 Daniel Revuz Marc Yor Continuous Martingales and Brownian Motion third edition with 8 figures2015-4-12 15:32 - dlm1992 - 金融学（理论版）
Brownian Motion and Stochastic Flow Systems
4 个回复 - 4948 次查看 Brownian Motion and Stochastic Flow Systems By J. Michael Harrison Publisher: Krieger Pub Co Original Edition: 1985 Reprinted Edition: 1990. ISBN-10 / ASIN: 0894644556 ISBN-13 / EAN: 9 ...2010-5-7 05:39 - ctex777 - 金融工程（数量金融）与金融衍生品
4 个回复 - 4948 次查看 Brownian Motion and Stochastic Flow Systems By J. Michael Harrison Publisher: Krieger Pub Co Original Edition: 1985 Reprinted Edition: 1990. ISBN-10 / ASIN: 0894644556 ISBN-13 / EAN: 9 ...2010-5-7 05:39 - ctex777 - 金融工程（数量金融）与金融衍生品
Stochastic Calculus for Fractional Brownian Motion and Related Processes
2 个回复 - 1491 次查看 Stochastic Calculus for Fractional Brownian Motion and Related Processes by Mishura, Yuliya The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. ...2015-3-1 04:29 - SleepyTom - 金融工程（数量金融）与金融衍生品
2 个回复 - 1491 次查看 Stochastic Calculus for Fractional Brownian Motion and Related Processes by Mishura, Yuliya The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. ...2015-3-1 04:29 - SleepyTom - 金融工程（数量金融）与金融衍生品
Brownian Motion and Martingales in Analysis by Richard Durrett
37 个回复 - 4469 次查看 Brownian Motion and Martingales in Analysis 分析中的布朗运动与鞅 英文版 —Richard Durrett **** 本内容被作者隐藏 ****2015-5-12 12:52 - hylpy1 - 经济金融数学专区
37 个回复 - 4469 次查看 Brownian Motion and Martingales in Analysis 分析中的布朗运动与鞅 英文版 —Richard Durrett **** 本内容被作者隐藏 ****2015-5-12 12:52 - hylpy1 - 经济金融数学专区
Brownian Motion, Martingales, and Stochastic Calculus
2 个回复 - 626 次查看 Brownian Motion, Martingales, and Stochastic Calculus [*]出版者 : Springer; 1st ed. 2016版 (9 五月 2016) [*]語言 : English [*]Hardcover : 286 頁 ...2022-7-2 11:49 - jcww918 - Forum
2 个回复 - 626 次查看 Brownian Motion, Martingales, and Stochastic Calculus [*]出版者 : Springer; 1st ed. 2016版 (9 五月 2016) [*]語言 : English [*]Hardcover : 286 頁 ...2022-7-2 11:49 - jcww918 - Forum
Brownian Motion, Martingales, and Stochastic Calculus
12 个回复 - 3814 次查看 Brownian Motion, Martingales, and Stochastic Calculus (Mouvement brownien, martingales et calcul stochastique) Authors: Jean-François Le Gall Springer Graduate Texts in Mathematics, ...2017-1-22 02:08 - SleepyTom - 金融工程（数量金融）与金融衍生品
12 个回复 - 3814 次查看 Brownian Motion, Martingales, and Stochastic Calculus (Mouvement brownien, martingales et calcul stochastique) Authors: Jean-François Le Gall Springer Graduate Texts in Mathematics, ...2017-1-22 02:08 - SleepyTom - 金融工程（数量金融）与金融衍生品
Brownian Motion A Guide to Random Processes and Stochastic Calculus
8 个回复 - 2116 次查看 【作者(必填)】René L. Schilling 【文题(必填)】Brownian Motion-A Guide to Random Processes and Stochastic Calculus 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://www.degruyter.com/d ...2022-6-4 23:44 - wangt_1997 - 求助成功区
8 个回复 - 2116 次查看 【作者(必填)】René L. Schilling 【文题(必填)】Brownian Motion-A Guide to Random Processes and Stochastic Calculus 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://www.degruyter.com/d ...2022-6-4 23:44 - wangt_1997 - 求助成功区
Brownian Motion
13 个回复 - 1831 次查看 【作者(必填)】Hida 【文题(必填)】Brownian Motion 【年份(必填)】 1980 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-1-4612-6030-1/page/1 未解决，需要完整版本，共8章 ...2013-9-2 08:46 - 352693585 - 求助成功区
13 个回复 - 1831 次查看 【作者(必填)】Hida 【文题(必填)】Brownian Motion 【年份(必填)】 1980 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-1-4612-6030-1/page/1 未解决，需要完整版本，共8章 ...2013-9-2 08:46 - 352693585 - 求助成功区
Continuous Martingale and Brownian Motion
39 个回复 - 13113 次查看 Springer ebookContinuous Martingales and Brownian MotionSeries: Grundlehren der mathematischen Wissenschaften , Vol. 293 Revuz, Daniel, Yor, Marc 3rd ed. 1999. Corr. 3rd printing, 2005, XI, 606 p., 8 ...2007-5-12 17:39 - ccpoo - 计量经济学与统计软件
39 个回复 - 13113 次查看 Springer ebookContinuous Martingales and Brownian MotionSeries: Grundlehren der mathematischen Wissenschaften , Vol. 293 Revuz, Daniel, Yor, Marc 3rd ed. 1999. Corr. 3rd printing, 2005, XI, 606 p., 8 ...2007-5-12 17:39 - ccpoo - 计量经济学与统计软件
【免费分享】Brownian Motion and Stochastic Calculus——Ioannis Karatzas
123 个回复 - 38466 次查看 "Brownian Motion and Stochastic Calculus" 布朗运动与随机计算 Ioannis Karatzas, Steven E. Shreve, Springer | 1991 | ISBN: 0387976558, 3540976558 | 470 pages | PDF | 1,9 MB This book is designed ...2010-1-25 23:06 - nch2005 - 金融工程（数量金融）与金融衍生品
123 个回复 - 38466 次查看 "Brownian Motion and Stochastic Calculus" 布朗运动与随机计算 Ioannis Karatzas, Steven E. Shreve, Springer | 1991 | ISBN: 0387976558, 3540976558 | 470 pages | PDF | 1,9 MB This book is designed ...2010-1-25 23:06 - nch2005 - 金融工程（数量金融）与金融衍生品
Beyond the Triangle: Brownian Motion, Ito Calculus, and Fokker–Planck Equat
6 个回复 - 1345 次查看 World Scientific Publishing | 2018 | ISBN 978-981-3230-91-0 | 189 pages | PDF **** 本内容被作者隐藏 **** 发错版了，版主给挪一下吧2018-3-27 16:02 - igs816 - MATLAB等数学软件专版
6 个回复 - 1345 次查看 World Scientific Publishing | 2018 | ISBN 978-981-3230-91-0 | 189 pages | PDF **** 本内容被作者隐藏 **** 发错版了，版主给挪一下吧2018-3-27 16:02 - igs816 - MATLAB等数学软件专版
钟开莱的另一本著作 Green, Brown, Probability and Brownian Motion
11 个回复 - 5674 次查看 和他的概率论一样经典，关于随机过程方面的，条理清晰，严格。2010-1-7 20:00 - stone8129 - 计量经济学与统计软件
11 个回复 - 5674 次查看 和他的概率论一样经典，关于随机过程方面的，条理清晰，严格。2010-1-7 20:00 - stone8129 - 计量经济学与统计软件
最后一本钟开莱的著作 Markov processes, Brownian motion, and time symmetry
12 个回复 - 6885 次查看 大师的第三本经典，也是关于随机过程，特别是马氏过程，布朗运动方面的。他的书都写得很清晰，易懂，且严格。2010-1-7 20:34 - stone8129 - 计量经济学与统计软件
12 个回复 - 6885 次查看 大师的第三本经典，也是关于随机过程，特别是马氏过程，布朗运动方面的。他的书都写得很清晰，易懂，且严格。2010-1-7 20:34 - stone8129 - 计量经济学与统计软件
Continuous Martingales and Brownian Motion 3rd Edition
3 个回复 - 1822 次查看 【作者(必填)】Daniel Revuz and Marc Yor 【文题(必填)】Continuous Martingales and Brownian Motion 3rd Edition 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://link.springer.com/book/10. ...2016-6-11 03:58 - violinangel - 求助成功区
3 个回复 - 1822 次查看 【作者(必填)】Daniel Revuz and Marc Yor 【文题(必填)】Continuous Martingales and Brownian Motion 3rd Edition 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://link.springer.com/book/10. ...2016-6-11 03:58 - violinangel - 求助成功区
[下载]Continuous martingales and Brownian motion 连续鞅和布朗运动
29 个回复 - 18800 次查看 <br/>连续鞅和布朗运动2008-3-7 00:51 - zhangbing1225 - 博弈论
29 个回复 - 18800 次查看 <br/>连续鞅和布朗运动2008-3-7 00:51 - zhangbing1225 - 博弈论
Brownian Motion An Introduction to Stochastic Processes
9 个回复 - 3811 次查看 Brownian Motion An Introduction to Stochastic Processes(2012)2016-7-14 22:40 - 天狮 - 经济金融数学专区
9 个回复 - 3811 次查看 Brownian Motion An Introduction to Stochastic Processes(2012)2016-7-14 22:40 - 天狮 - 经济金融数学专区
Brownian Motion and an Introduction to Stochastic Processes.rar by schilling
8 个回复 - 5783 次查看 Brownian Motion and an Introduction to Stochastic Processes.rar by schilling We have it on forum but it is even much expensive and file size is much bigger. Link: http://bbs.pinggu.org/thread-27 ...2014-11-19 10:04 - luie1168e - 金融学（理论版）
8 个回复 - 5783 次查看 Brownian Motion and an Introduction to Stochastic Processes.rar by schilling We have it on forum but it is even much expensive and file size is much bigger. Link: http://bbs.pinggu.org/thread-27 ...2014-11-19 10:04 - luie1168e - 金融学（理论版）
论坛首发！Brownian Motion An Introduction to Stochastic Processes
17 个回复 - 4561 次查看 论坛首发，400论坛币，确实贵，物以稀为贵！ Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v Dependence chart . . . . . . . . . . . . . . . . . . . . . . . . . . ...2013-10-29 21:53 - 南冰 - 计量经济学与统计软件
17 个回复 - 4561 次查看 论坛首发，400论坛币，确实贵，物以稀为贵！ Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v Dependence chart . . . . . . . . . . . . . . . . . . . . . . . . . . ...2013-10-29 21:53 - 南冰 - 计量经济学与统计软件
PDF版 Continuous martingales and Brownian motion 连续鞅和布朗运动
21 个回复 - 12360 次查看 pdf的Continuous martingales and Brownian motion 连续鞅和布朗运动 Stochastic calculus for finance2015-1-5 07:38 - yihailan1987 - 经济金融数学专区
21 个回复 - 12360 次查看 pdf的Continuous martingales and Brownian motion 连续鞅和布朗运动 Stochastic calculus for finance2015-1-5 07:38 - yihailan1987 - 经济金融数学专区
【免费分享】Continuous Martingales and Brownian Motion
54 个回复 - 14611 次查看 Continuous Martingales and Brownian Motion Series Grundlehren der mathematischen Wissenschaften , Vol. 293 Revuz, Daniel, Yor, Marc About this book From the reviews This is a magnificent book ...2010-1-25 23:18 - nch2005 - 金融工程（数量金融）与金融衍生品
54 个回复 - 14611 次查看 Continuous Martingales and Brownian Motion Series Grundlehren der mathematischen Wissenschaften , Vol. 293 Revuz, Daniel, Yor, Marc About this book From the reviews This is a magnificent book ...2010-1-25 23:18 - nch2005 - 金融工程（数量金融）与金融衍生品
Markov Processes, Brownian Motion, and Time Symmetry by Kailai Chung
90 个回复 - 20141 次查看 From the reviews of the First Edition:"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Z ...2015-7-6 20:27 - lasgpope - 量化投资
90 个回复 - 20141 次查看 From the reviews of the First Edition:"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Z ...2015-7-6 20:27 - lasgpope - 量化投资
Reflected solutions of backward doubly SDEs driven by Brownian motion
7 个回复 - 528 次查看 【作者(必填)】Monia Karouf 【文题(必填)】Reflected solutions of backward doubly SDEs driven by Brownian motion and Poisson random measure 【年份(必填)】October 2019, 39(10)[/backcolor]: 5571-56 ...2020-11-24 15:11 - wangt_1997 - 求助成功区
7 个回复 - 528 次查看 【作者(必填)】Monia Karouf 【文题(必填)】Reflected solutions of backward doubly SDEs driven by Brownian motion and Poisson random measure 【年份(必填)】October 2019, 39(10)[/backcolor]: 5571-56 ...2020-11-24 15:11 - wangt_1997 - 求助成功区
Sticky Brownian Motion and Its Numerical Solution
2 个回复 - 676 次查看 【作者(必填)】 【文题(必填)】 Sticky Brownian Motion and Its Numerical Solution 【年份(必填)】2020 【全文链接或数据库名称(选填)】https://epubs.siam.org/doi/abs/10.1137/19M12684462020-3-30 14:54 - ssylzz - 求助成功区
2 个回复 - 676 次查看 【作者(必填)】 【文题(必填)】 Sticky Brownian Motion and Its Numerical Solution 【年份(必填)】2020 【全文链接或数据库名称(选填)】https://epubs.siam.org/doi/abs/10.1137/19M12684462020-3-30 14:54 - ssylzz - 求助成功区
【2019】The Brownian Motion: A Rigorous but Gentle Introduction for Economists
29 个回复 - 1791 次查看 The Brownian Motion: A Rigorous but Gentle Introduction for Economists by Andreas Löffler (Author), Lutz Kruschwitz (Author) About the Author Andreas Löffler received his postdoctoral q ...2019-7-3 16:47 - slowry - 版权审核区（不对外开放）
29 个回复 - 1791 次查看 The Brownian Motion: A Rigorous but Gentle Introduction for Economists by Andreas Löffler (Author), Lutz Kruschwitz (Author) About the Author Andreas Löffler received his postdoctoral q ...2019-7-3 16:47 - slowry - 版权审核区（不对外开放）
[下载]Brownian Motion and Stochastic Calculus
72 个回复 - 25552 次查看 <p><strong><font size="3">Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) (Paperback) <br/></font></strong>by <a href="http://www.amazon.com/exe ...2007-7-30 07:11 - fengyun8323 - 计量经济学与统计软件
72 个回复 - 25552 次查看 <p><strong><font size="3">Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) (Paperback) <br/></font></strong>by <a href="http://www.amazon.com/exe ...2007-7-30 07:11 - fengyun8323 - 计量经济学与统计软件
[Paper]A Brownian Motion Model for the Progress of Sports Scores
0 个回复 - 7 次查看 2017-11-10 09:54 - yuanying566 - 庄元颖-南阳理工学院数学与统计学-应用随机过程
0 个回复 - 7 次查看 2017-11-10 09:54 - yuanying566 - 庄元颖-南阳理工学院数学与统计学-应用随机过程
Variance change point detection for fractional Brownian motion based on the like
1 个回复 - 783 次查看 【作者(必填)】 DanielKucharczyk AgnieszkaWytomanska GrzegorzSikora【文题(必填)】 Variance change point detection for fractional Brownian motion based on the likelihood ratio test【年份(必填)】 15 J ...2017-9-28 15:01 - 姚艳茹 - 求助成功区
1 个回复 - 783 次查看 【作者(必填)】 DanielKucharczyk AgnieszkaWytomanska GrzegorzSikora【文题(必填)】 Variance change point detection for fractional Brownian motion based on the likelihood ratio test【年份(必填)】 15 J ...2017-9-28 15:01 - 姚艳茹 - 求助成功区
求Option pricing for processes driven by mixed fractional Brownian motion with s
3 个回复 - 774 次查看 【作者(必填)】BLSP Rao 【文题(必填)】Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Probabi ...2016-12-4 19:15 - weilinhy - 求助成功区
3 个回复 - 774 次查看 【作者(必填)】BLSP Rao 【文题(必填)】Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Probabi ...2016-12-4 19:15 - weilinhy - 求助成功区
Brownian Motion The 2nd Edition
4 个回复 - 1674 次查看 悬赏价格: 500个论坛币. [*]Series: De Gruyter Textbook [*]Paperback: 408 pages [*]Publisher: De Gruyter; 2 Rev Exp edition (May 26, 2014) [*]Language: English [*]ISBN-10: 3110307294 Brown ...2016-4-7 20:01 - jerry780 - 悬赏大厅
4 个回复 - 1674 次查看 悬赏价格: 500个论坛币. [*]Series: De Gruyter Textbook [*]Paperback: 408 pages [*]Publisher: De Gruyter; 2 Rev Exp edition (May 26, 2014) [*]Language: English [*]ISBN-10: 3110307294 Brown ...2016-4-7 20:01 - jerry780 - 悬赏大厅
求DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED
2 个回复 - 654 次查看 【作者(必填)】 Katsuto Tanaka 【文题(必填)】DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION 【年份(必填)】2014 【全文链接或数据库名 ...2016-9-13 18:59 - weilinhy - 求助成功区
2 个回复 - 654 次查看 【作者(必填)】 Katsuto Tanaka 【文题(必填)】DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION 【年份(必填)】2014 【全文链接或数据库名 ...2016-9-13 18:59 - weilinhy - 求助成功区
求论文Integration questions related to fractional Brownian motion
2 个回复 - 867 次查看 【作者(必填)】Vladas Pipiras, Murad S. Taqqu[/backcolor] 【文题(必填)】Integration questions related to fractional Brownian motion 【年份(必填)】2000 【全文链接或数据库名称(选填)】 Integration ...2016-8-9 23:37 - weilinhy - 求助成功区
2 个回复 - 867 次查看 【作者(必填)】Vladas Pipiras, Murad S. Taqqu[/backcolor] 【文题(必填)】Integration questions related to fractional Brownian motion 【年份(必填)】2000 【全文链接或数据库名称(选填)】 Integration ...2016-8-9 23:37 - weilinhy - 求助成功区
求外文ESTIMATION OF GEOMETRIC FRACTIONAL BROWNIAN MOTION PERTURBED BY STOCHASTIC
1 个回复 - 670 次查看 【作者(必填)】Alhagyan, Mohammed; Misiran, Masnita; Omar, Zurni. 【文题(必填)】ESTIMATION OF GEOMETRIC FRACTIONAL BROWNIAN MOTION PERTURBED BY STOCHASTIC VOLATILITY MODEL 【年份(必填)】2016 【 ...2016-7-5 11:00 - weilinhy - 文献求助专区
1 个回复 - 670 次查看 【作者(必填)】Alhagyan, Mohammed; Misiran, Masnita; Omar, Zurni. 【文题(必填)】ESTIMATION OF GEOMETRIC FRACTIONAL BROWNIAN MOTION PERTURBED BY STOCHASTIC VOLATILITY MODEL 【年份(必填)】2016 【 ...2016-7-5 11:00 - weilinhy - 文献求助专区
Equity warrants pricing model under Fractional Brownian motion and an empirical
2 个回复 - 615 次查看 【作者(必填)】 Wei-Guo Zhang, Wei-Lin Xiao, Chun-Xiong He 【文题(必填)】 Equity warrants pricing model under Fractional Brownian motion and an empirical study 【年份(必填)】 2009 【全文链接或数据 ...2016-5-16 23:48 - feiyufans - 求助成功区
2 个回复 - 615 次查看 【作者(必填)】 Wei-Guo Zhang, Wei-Lin Xiao, Chun-Xiong He 【文题(必填)】 Equity warrants pricing model under Fractional Brownian motion and an empirical study 【年份(必填)】 2009 【全文链接或数据 ...2016-5-16 23:48 - feiyufans - 求助成功区
[下载]Stochastic Calculus for Fractional Brownian Motion and Applications
22 个回复 - 9821 次查看 <p><br/></p><p>再次推出关于fractional Brownian motion方面的书籍，由于得来不太容易，所以...</p><p>关于我以前推荐的关于fractional brownian motion方面的书籍，见下面的链接 ...2008-10-28 14:37 - xfoooym - 经济金融数学专区
22 个回复 - 9821 次查看 <p><br/></p><p>再次推出关于fractional Brownian motion方面的书籍，由于得来不太容易，所以...</p><p>关于我以前推荐的关于fractional brownian motion方面的书籍，见下面的链接 ...2008-10-28 14:37 - xfoooym - 经济金融数学专区
Fractional Brownian motions, fractional noises and applications
1 个回复 - 929 次查看 Mandelbrot PR, Van Ness JW (1968) Fractional Brownian motions, fractional noises and applications.SIAM Rev 10:422–4372015-12-17 18:43 - lucky187 - 求助成功区
1 个回复 - 929 次查看 Mandelbrot PR, Van Ness JW (1968) Fractional Brownian motions, fractional noises and applications.SIAM Rev 10:422–4372015-12-17 18:43 - lucky187 - 求助成功区
Fractional Brownian motion and multivariate-t models for longitudinal biomedical
1 个回复 - 1157 次查看 Fractional Brownian motion and multivariate-t models for longitudinal biomedical data, with application to CD4 counts in HIV-patients3d [/url] 由 Oliver T. Stirrup, Abdel G. Babiker, Jam ...2015-11-14 20:29 - oliyiyi - LATEX论坛
1 个回复 - 1157 次查看 Fractional Brownian motion and multivariate-t models for longitudinal biomedical data, with application to CD4 counts in HIV-patients3d [/url] 由 Oliver T. Stirrup, Abdel G. Babiker, Jam ...2015-11-14 20:29 - oliyiyi - LATEX论坛
求解答TAT Brownian motion， ito process
0 个回复 - 1194 次查看 有什么书是介绍 和可以更详细了解 Brownian motion， ito process， gaussian distribution ..... 学校没给书目，上课也没能一下明白 不知道有什么书籍可以自己阅读 各位大神请告诉我。。。2015-5-18 14:52 - saasaa0007 - CFA、CVA、FRM等金融考证论坛
0 个回复 - 1194 次查看 有什么书是介绍 和可以更详细了解 Brownian motion， ito process， gaussian distribution ..... 学校没给书目，上课也没能一下明白 不知道有什么书籍可以自己阅读 各位大神请告诉我。。。2015-5-18 14:52 - saasaa0007 - CFA、CVA、FRM等金融考证论坛
谁有Brownian Motion and Martingales in Analysis的PDF版本
9 个回复 - 4785 次查看 <p>如题</p><p>这个是1984年出版的,作者Richard Durrett </p><p>谢谢:)</p>2009-2-12 02:23 - lyylmath - 经济金融数学专区
9 个回复 - 4785 次查看 <p>如题</p><p>这个是1984年出版的,作者Richard Durrett </p><p>谢谢:)</p>2009-2-12 02:23 - lyylmath - 经济金融数学专区
求文献A note on approximation to multifractional Brownian motion
1 个回复 - 774 次查看 【作者(必填)】HongShuai Dai, YuQiang Li 【文题(必填)】A note on approximation to multifractional Brownian motion 【年份(必填)】Date: 11 Aug 2011 【全文链接或数据库名称(选填)】 Science China Ma ...2015-5-5 21:34 - 地下爆菊 - 求助成功区
1 个回复 - 774 次查看 【作者(必填)】HongShuai Dai, YuQiang Li 【文题(必填)】A note on approximation to multifractional Brownian motion 【年份(必填)】Date: 11 Aug 2011 【全文链接或数据库名称(选填)】 Science China Ma ...2015-5-5 21:34 - 地下爆菊 - 求助成功区
Continuous Martingales and Brownian Motion[书籍]
1 个回复 - 987 次查看 【作者(必填)】 Daniel Revuz, Marc Yor 【文题(必填)】Continuous Martingales and Brownian Motion 【年份(必填)】 Grundlehren der mathematischen Wissenschaften Volume 293 1999 【全文链接或数据库名称 ...2015-3-19 12:45 - lyp_szdx - 文献求助专区
1 个回复 - 987 次查看 【作者(必填)】 Daniel Revuz, Marc Yor 【文题(必填)】Continuous Martingales and Brownian Motion 【年份(必填)】 Grundlehren der mathematischen Wissenschaften Volume 293 1999 【全文链接或数据库名称 ...2015-3-19 12:45 - lyp_szdx - 文献求助专区
关于geometric brownian motion问题
3 个回复 - 4768 次查看 里面的lnx(0)是为啥啊2015-2-24 01:16 - dashi1993 - 金融工程（数量金融）与金融衍生品
3 个回复 - 4768 次查看 里面的lnx(0)是为啥啊2015-2-24 01:16 - dashi1993 - 金融工程（数量金融）与金融衍生品
用Random walk方法模拟Brownian Motion
1 个回复 - 3065 次查看 需要用random walk方法模拟Brownian Motion，方法很简单，可是怎么在R里进行有参数的运算呢？如何使对参数系数进行计算，最后得出表达式呢？谢谢！2010-4-22 04:48 - Jessie0813 - R语言论坛
1 个回复 - 3065 次查看 需要用random walk方法模拟Brownian Motion，方法很简单，可是怎么在R里进行有参数的运算呢？如何使对参数系数进行计算，最后得出表达式呢？谢谢！2010-4-22 04:48 - Jessie0813 - R语言论坛
On the first hitting time and the last exit time for a Brownian motion to/from a
1 个回复 - 890 次查看 【作者(必填)】 【文题(必填)】On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary 【年份(必填)】Advances in Applied Probability > Vol. 20, No. 2, Jun ...2015-1-21 22:49 - ssylzz - 求助成功区
1 个回复 - 890 次查看 【作者(必填)】 【文题(必填)】On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary 【年份(必填)】Advances in Applied Probability > Vol. 20, No. 2, Jun ...2015-1-21 22:49 - ssylzz - 求助成功区
Exit problems for reflected Markov-modulated Brownian motion
1 个回复 - 734 次查看 【作者(必填)】 【文题(必填)】Exit problems for reflected Markov-modulated Brownian motion 【年份(必填)】 [*]J. Appl. Probab. [*]Volume 49, Number 3 (2012), 697-709. 【全文链接或数据库名称(选填 ...2015-1-21 13:07 - ssylzz - 求助成功区
1 个回复 - 734 次查看 【作者(必填)】 【文题(必填)】Exit problems for reflected Markov-modulated Brownian motion 【年份(必填)】 [*]J. Appl. Probab. [*]Volume 49, Number 3 (2012), 697-709. 【全文链接或数据库名称(选填 ...2015-1-21 13:07 - ssylzz - 求助成功区
CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION Read More: http://www.
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Large deviations for the boundary local time of doubly reflected Brownian motion
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A note on first-passage times of continuously time-changed Brownian motion
1 个回复 - 936 次查看 【作者(必填)】 [*]Peter Hieber1, , [*]Matthias Scherer, , 【文题(必填)】A note on first-passage times of continuously time-changed Brownian motion 【年份(必填)】Statistics & Probability Letters ...2015-1-21 06:54 - ssylzz - 文献求助专区
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On the first passage problem for correlated Brownian motion
1 个回复 - 1130 次查看 【作者(必填)】 【文题(必填)】On the first passage problem for correlated Brownian motion 【年份(必填)】Statistics & Probability LettersVolume 80, Issues 5–6, 1–15 March 2010, Pages 277–284 【全 ...2015-1-21 06:43 - ssylzz - 文献求助专区
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正式版Approximations of boundary crossing probabilities for a Brownian motion
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正式版Boundary crossing probability for Brownian Motion and general boundaries
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Occupation times for Markov-modulated Brownian motion
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