结果:找到“Stochastic Functional”相关内容8个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
【随机积分】Stochastic Integration by Parts and Functional Ito Calculus (2016)
4 个回复 - 1875 次查看 Stochastic Integration by Parts and Functional Itô Calculus Authors: Vlad Bally, Lucia Caramellino, Rama Cont Editors: Frederic Utzet, Josep Vives Includes a general method for proving ...2016-10-5 02:04 - cmwei333 - 金融学(理论版)
【随机微分方程】 Asymptotic Analysis for Functional Stochastic Diff Equ (2016)
8 个回复 - 3847 次查看 Asymptotic Analysis for Functional Stochastic Differential Equations Authors: Jianhai Bao, George Yin, Chenggui Yuan Focuses on the long-term behavior and ergodicity of functional stochastic ...2016-12-31 04:22 - cmwei333 - 金融学(理论版)
Functional Analysis for Probability and Stochastic Processes
4 个回复 - 4121 次查看 Functional Analysis for Probability and Stochastic Processes: An Introduction (Hardcover)by Adam Bobrowski Editorial ReviewsReview "My impression is that this text might well succeed as an a ...2009-8-2 10:22 - martinnyj - 金融学(理论版)
免费分享Functional Analysis for Probability and Stochastic Processes
18 个回复 - 6087 次查看 A. BOBROWSKI Preface pagexi 1 Preliminaries,notationsandconventions 1 1.1 Elementsoftopology 1 1.2 Measuretheory 3 1.3 Functions of boundedvariation. Riemann–Stieltjesintegral 17 1.4 Sequences ...2010-12-8 08:50 - billymail - 金融工程(数量金融)与金融衍生品
剑桥的好书:Functional Analysis for Probability and Stochastic Processes
10 个回复 - 5328 次查看 由于本人太穷,故设置了5个论坛币。肯定物有所值!2009-9-6 09:39 - 2006o325 - 经济金融数学专区
Stochastic Functional Differential Equations
3 个回复 - 1753 次查看 关于随机泛函微分方程,有谁可以介绍一下常见的书?谢谢!2011-7-25 16:55 - tlyy1996 - 经济金融数学专区
Optimal Stopping For Stochastic Functional
3 个回复 - 1724 次查看 Mou-Hsiung Chang Tao Pang Moustapha Pemy Abstract: We consider a finite time horizon optimal stopping problem for a system of stochastic functional differential equations with a bounded memor ...2009-12-17 20:52 - dingleshao - 金融工程(数量金融)与金融衍生品