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求A class of minimum-distance estimators for diffusion processes with ergodic pr
4 个回复 - 850 次查看【作者(必填)】H.M. Dietz, and Yu.A. Kutoyants, 【文题(必填)】A class of minimum-distance estimators for diffusion processes with ergodic properties 【年份(必填)】Statist. Decisions 15 (1997), pp ...2016-5-31 20:28 - weilinhy - 求助成功区

Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and
6 个回复 - 2065 次查看 Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and Langevin Equations by Grigorios A. Pavliotis [*]One of the first textbooks addressing modern stochastic ...2015-3-1 04:42 - SleepyTom - 金融工程（数量金融）与金融衍生品

【经典教材系列】Affine Diffusions and Related Processes
68 个回复 - 10008 次查看 Affine Diffusion模型的用途很广。。。最新教材降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！。欢迎订阅wwqqer文库！ [相 ...2015-5-12 09:49 - wwqqer - 微观经济学

[多维扩散过程]Multidimensional Diffusion Processes
24 个回复 - 5168 次查看 From the reviews: "… Both the Markov-process approach and the Itô approach … have been immensely successful in diffusion theory. The Stroock-Varadhan book, developed from the historic 1969 pap ...2015-6-20 00:47 - lasgpope - 量化投资

Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions
1 个回复 - 2126 次查看金融工程理论到实践必备的教科书： Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions Modeling, Analysis, and Computation2010-10-8 10:51 - hbpxp - 金融工程（数量金融）与金融衍生品

Applied Stochastic Processes and Control for Jump Diffusions
10 个回复 - 4397 次查看这是一本有关跳-扩散方面的书2010-7-13 08:56 - qianyiping - 金融工程（数量金融）与金融衍生品

【下载】Applied Stochastic Processes and Control for Jump-Diffusions
12 个回复 - 5077 次查看原版PDF Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation Floyd B. Hanson 2007 by the Society for Industrial and Applied Mathematics. Conte ...2010-7-11 23:10 - tmdzhu - 计量经济学与统计软件

PointProcessesandJumpDiffusions_AnIntroductionwithFinanceApplications
2 个回复 - 2265 次查看 2022-9-12 19:22 - 149498 - 计量经济学与统计软件

【经典教材系列】Stochastic Analysis and Diffusion Processes
101 个回复 - 18491 次查看 2014年最新教材降价出售期已过。想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添 ...2015-8-2 23:47 - wwqqer - 微观经济学

[下载]Rogers, Williams. Diffusion, Markov processes and martingales. Vol.2. Ito ca
29 个回复 - 11783 次查看另外不知哪位高人有他们的vol 1. 希望共享一下。squarekiss 金钱 +30 奖励 2008-8-29 9:15:202008-8-29 08:56 - bpodq - 计量经济学与统计软件

Diffusion，Markov Processes and Martingales Vol.1
4 个回复 - 1468 次查看【作者(必填)】Rogers 【文题(必填)】Diffusion，Markov Processes and Martingales Vol.1 【年份(必填)】【全文链接或数据库名称(选填)】2019-3-21 23:22 - jspchem - 求助成功区

伊藤清著作Diffusion Processes and their Sample Paths
7 个回复 - 5674 次查看 Editorial ReviewsReview "The systematic character of the exposision, which makes from the widely ramified subject matter of the extensive literature a clear, masterly arranged whole, is a particula ...2015-4-22 18:50 - lasgpope - 量化投资

Stochastic Differential Equations and Diffusion Processes
14 个回复 - 15031 次查看 Nobuyuki Ikeda, Shinzo Watanabe, "Stochastic Differential Equations and Diffusion Processes"Elsevier Science Ltd | 1981 Contents Chapter I. Preliminaries 1 1. Basic notions and notations 1 2. Pro ...2010-9-22 00:26 - ljzx - 金融学（理论版）

Nikolai Vladimirovich Krylov, A.B. Aries - Controlled Diffusion Processes
2 个回复 - 1968 次查看 2020-7-12 14:52 - Mr_Chi - 金融工程（数量金融）与金融衍生品

Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 804 次查看【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区

Controlled Diffusion Processes -- N. V. Krylov
8 个回复 - 2203 次查看 N. V. Krylov. Controlled Diffusion Processes, volume 14 of Stochastic Modelling and Applied Probability. Springer New York, 1980.2016-8-21 21:47 - greatatlantis - 经济金融数学专区

On coupling of diffusion processes
1 个回复 - 586 次查看【作者(必填)】【文题(必填)】 On coupling of diffusion processes【年份(必填)】【全文链接或数据库名称(选填)】https://www.cambridge.org/core/journals/journal-of-applied-probability/article/on-co ...2017-10-24 12:10 - ssylzz - 求助成功区

Elements of Random Walk and Diffusion Processes
7 个回复 - 1621 次查看 [/backcolor]Elements of Random Walk and Diffusion Processes Author(s): Oliver C. Ibe [/backcolor]Presents an important and unique introduction to random walk theoryRandom walk is a stochastic ...2017-10-16 10:10 - deem - 经济金融数学专区

On coupling of diffusion processes
1 个回复 - 557 次查看【作者(必填)】journal of applied probability 【文题(必填)】On coupling of diffusion processes 【年份(必填)】【全文链接或数据库名称(选填)】https://www.cambridge.org/core/journals/journal-of-app ...2017-8-31 09:26 - ssylzz - 求助成功区

Parameter estimation and bias correction for diffusion processes
2 个回复 - 774 次查看 Parameter estimation and bias correction for diffusion processesCheng Yong Tanga, Song Xi Chenb,c,2017-7-26 14:34 - luxixi0089 - 计量经济学与统计软件

Jump diffusion processes in financial modeling. by Ning Cai (Sep 3, 2011)
4 个回复 - 1302 次查看【作者(必填)】 Ning Cai 【文题(必填)】 Jump diffusion processes in financial modeling 【年份(必填)】 Sep 3, 2011 【全文链接或数据库名称(选填)】 http://www.amazon.com/Ju ...2013-6-15 14:21 - johnzi0128 - 文献求助专区

好书分享statistical inference for ergodic diffusion processes by Kutoyants
3 个回复 - 1330 次查看 2017-1-6 04:27 - gerrac - 量化投资

A General Theory of Asset Valuation under Diffusion State Processes
7 个回复 - 1141 次查看【作者(必填)】Mark. B. Garman 【文题(必填)】A General Theory of Asset Valuation under Diffusion State Processes 【年份(必填)】1976 【全文链接或数据库名称(选填)】https://www.researchgate.net/p ...2016-12-19 08:51 - 海之城 - 求助成功区

求Estimation for misspecified ergodic diffusion processes from discrete observat
3 个回复 - 1025 次查看【作者(必填)】Masayuki Uchida [/backcolor]and[/backcolor] [/backcolor]Nakahiro Yoshida 【文题(必填)】Estimation for misspecified ergodic diffusion processes from discrete observations[/backcolor] ...2016-10-7 17:17 - weilinhy - 求助成功区

求 Goodness of fit test for ergodic diffusion processes
2 个回复 - 648 次查看【作者(必填)】 Gao J, Casas I【文题(必填)】 Specification testing in discretized diffusion models: Theory and practice[ 【年份(必填)】2008 【全文链接或数据库名称(选填)】Journal of econometrics, ...2016-9-12 10:02 - weilinhy - 求助成功区

求Estimation of parameters for discretely observed diffusion processes with
2 个回复 - 908 次查看【作者(必填)】Yasutaka Shimizu 【文题(必填)】Estimation of parameters for discretely observed diffusion processes with a variety of rates for information 【年份(必填)】2010 【全文链接或数据库名 ...2016-6-18 19:24 - 地下爆菊 - 求助成功区

求 A class of minimum-distance estimators for diffusion processes with ergodic p
1 个回复 - 466 次查看【作者(必填)】 H.M. Dietz, Yu.A. Kutoyants.. 【文题(必填)】Some comments concerning a curious singularity 【年份(必填)】1997 【全文链接或数据库名称(选填)】Statistics & Decisions, 15:211–227, ...2016-6-2 22:18 - weilinhy - 求助成功区

Pricing vulnerable options with correlated jump-diffusion processes
2 个回复 - 659 次查看【作者(必填)】Huawei Niu & Dingcheng Wang 【文题(必填)】Pricing Vulnerable Options With Correlated Jump-Diffusion Processes Depending On Various States Of The Economy 【年份(必填)】2016 【全 ...2016-4-12 09:18 - lipj - 求助成功区

Applied diffusion processes from engineering to finance
1 个回复 - 1281 次查看 Wiley 出版社２０１３ "The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solv ...2015-11-21 03:00 - danhan1991 - 金融工程（数量金融）与金融衍生品

Optimal Dividend Payments until Ruin of Diffusion Processes When Payments
2 个回复 - 803 次查看【作者(必填)】 Jostein Paulsen 【文题(必填)】 Optimal Dividend Payments until Ruin of Diffusion Processes When Payments Are Subject to Both Fixed and Proportional Costs 【年份(必填)】 Vol. 39 ...2015-11-19 11:43 - wyq1987 - 求助成功区

The Diffusion of Production Processes in the U.S. Banking Industry: A Finite Mix
3 个回复 - 551 次查看【作者(必填)】 Beard, T. Randolph, Steven B. Caudill, and Daniel M. Gropper. 【文题(必填)】 The Diffusion of Production Processes in the U.S. Banking Industry: A Finite Mixture Approach 【年份(必填 ...2015-9-20 15:23 - nieqiang110 - 求助成功区

Generalized Diffusion Processes
1 个回复 - 1160 次查看 Diffusion processes serve as a mathematical model for the physical phenomenon of diffusion. One of the most important problems in the theory of diffusion processes is the development of methods for co ...2015-7-21 17:53 - nelsoncwlee - 金融学（理论版）

first passage time densities for time-inhomogeneous diffusion processes
1 个回复 - 767 次查看【作者(必填)】【文题(必填)】first passage time densities for time-inhomogeneous diffusion processes 【年份(必填)】Journal of Applied Probability > Vol. 34, No. 3, Sep., 1997 【全文链接或数 ...2015-1-28 08:33 - ssylzz - 求助成功区

First-passage-time densities for time-non-homogeneous diffusion processes
1 个回复 - 936 次查看【作者(必填)】【文题(必填)】First-passage-time densities for time-non-homogeneous diffusion processes 【年份(必填)】Journal of Applied Probability > Vol. 34, No. 3, Sep., 1997 【全文链接或 ...2015-1-21 05:01 - ssylzz - 文献求助专区

Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundar
1 个回复 - 789 次查看【作者(必填)】 Liqun Wang, Klaus Pötzelberger 【文题(必填)】Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries 【年份(必填)】【全文链接或数据库名称(选填)】 ...2015-1-20 08:43 - ssylzz - 求助成功区

正式版Some boundary-crossing results for linear diffusion processes
1 个回复 - 686 次查看【作者(必填)】Changsun Choi, Dougu Nam 【文题(必填)】Some boundary-crossing results for linear diffusion processes 【年份(必填)】Volume 62, Issue 3, 15 April 2003, Pages 281–291 【全文链接或数 ...2015-1-20 08:27 - ssylzz - 求助成功区

Recurrence and transience for jump–diffusion processes
1 个回复 - 853 次查看【作者(必填)】【文题(必填)】Recurrence and transience for jump–diffusion processes 【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/a ... lsaa20#.VKsGndKUf9V[/bac ...2015-1-14 14:44 - ssylzz - 求助成功区

求正式版Recurrence and transience for jump–diffusion processes
2 个回复 - 968 次查看 2015-1-6 05:50 - ssylzz - 文献求助专区

Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and t
1 个回复 - 920 次查看【作者(必填)】【文题(必填)】Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options 【年份(必填)】【全文链接或数据库名称(选填)】http://pubsonline ...2015-1-6 01:31 - ssylzz - 求助成功区

Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Ap
1 个回复 - 883 次查看【作者(必填)】Minqiang Li* 【文题(必填)】Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach 【年份(必填)】【全文链接或数据库名称(选填)】http://onlinelibra ...2014-12-31 02:21 - ssylzz - 求助成功区

Large deviations for perturbed reflected diffusion processes
2 个回复 - 786 次查看【作者(必填)】【文题(必填)】 Large deviations for perturbed reflected diffusion processes 【年份(必填)】Stochastics An International Journal of Probability and Stochastic Processes: formerly S ...2014-11-21 03:10 - ssylzz - 求助成功区

Discretization of a class of reflected diffusion processes
2 个回复 - 926 次查看【作者(必填)】【文题(必填)】Discretization of a class of reflected diffusion processes 【年份(必填)】Mathematics and Computers in SimulationVolume 38, Issues 1–3, May 1995, Pages 103–108 【全文 ...2014-10-22 04:53 - ssylzz - 求助成功区

求正式版Estimation of first passage time densities of diffusions processess thro
3 个回复 - 632 次查看【作者(必填)】Imene Allab, Francois Watier 【文题(必填)】Estimation of first passage time densities of diffusions processess through time-varying boundarie 【年份(必填)】【全文链接或数据库名 ...2014-6-14 21:57 - ssylzz - 求助成功区

Analytical approximations of the term structure for jump-diffusion processes: a
3 个回复 - 855 次查看【作者(必填)】 Baz and Das 【文题(必填)】 Analytical approximations of the term structure for jump-diffusion processes: a numerical analysis 【年份(必填)】 1996 The Journal of Fixed Inc ...2014-1-24 00:01 - xuning5176 - 求助成功区

[wiley文献]Applied Diffusion Processes from Engineering to Finance
3 个回复 - 862 次查看【作者(必填)】 Janssen 【文题(必填)】Applied Diffusion Processes from Engineering to Finance 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/book/10.1002/9781 ...2013-11-23 01:04 - 352693585 - 求助成功区

Inference for Diffusion Processes
1 个回复 - 628 次查看【作者(必填)】 [*]Christiane Fuchs 【文题(必填)】Inference for Diffusion Processes 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007%2F978-3-642-2596 ...2013-11-23 00:55 - 352693585 - 求助成功区

Statistical Inference for Ergodic Diffusion Processes
1 个回复 - 885 次查看【作者(必填)】Dr Yury A. Kutoyants 【文题(必填)】Statistical Inference for Ergodic Diffusion Processes 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007% ...2013-10-25 13:13 - 352693585 - 求助成功区

求书：Statistical inference for diffusion type processes
2 个回复 - 2485 次查看如题，求B.L.S. Prakasa Rao 著Statistical inference for diffusion type processes的电子版，各位大侠帮帮忙，如果有的话，我可以用论坛币购买，多谢！该书详情：http://www.amazon.com/Statistical-Inference-D ...2010-7-1 16:19 - mtt2003 - 计量经济学与统计软件

Diffusion processes and optimal advertising policy
2 个回复 - 708 次查看【作者(必填)】Gould 【文题(必填)】 Diffusion processes and optimal advertising policy 【年份(必填)】 (1970) 【全文链接或数据库名称(选填)】该文不是杂志上的论文，而是在书名 Microeconomic Foundat ...2013-7-31 14:39 - mongk2000 - 求助成功区

求书 Diffusions, Markov processes and martingales
4 个回复 - 5774 次查看 Main Author: Rogers, L. C. G. Title: Diffusions, Markov processes and martingales / L.C.G. Rogers and David Williams. Other Entries: Williams, D. (David), 1938- Edition: ...2009-1-13 21:19 - fellaleon - 文献求助专区

Jump-Diffusion Processes and the Term Structure of Interest Rates
1 个回复 - 904 次查看【作者(必填)】Chang Mo Ahn and Howard E. Thompson[/backcolor] 【文题(必填)】Jump-Diffusion Processes and the Term Structure of Interest Rates 【年份(必填)】1988 【全文链接或数据库名称(选填)】 ...2013-7-8 22:34 - 明秀南 - 求助成功区

On the approximate maximum likelihood estimation for diffusion processes
1 个回复 - 796 次查看【作者(必填)】Jinyuan Chang and Song Xi Chen 【文题(必填)】On the approximate maximum likelihood estimation for diffusion processes 【年份(必填)】Ann. Statist. Volume 39, Number 6 (2011), 2820-2 ...2013-7-7 16:50 - ssylzz - 求助成功区

Robust numerical methods for contingent claims under jump diffusion processes
3 个回复 - 1063 次查看【作者(必填)】 [*]Y. d'Halluin1,*, [*]P. A. Forsyth1,§ and [*]K. R. Vetzal2,¶ 【文题(必填)】 Robust numerical methods for contingent claims under jump diffusion processe 【年份(必填)】 ...2013-6-15 06:55 - johnzi0128 - 求助成功区

A unified method for pricing options on diffusion processes
1 个回复 - 765 次查看【作者(必填)】DH Goldenberg 【文题(必填)】A unified method for pricing options on diffusion processes 【年份(必填)】1991 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article ...2013-6-30 17:17 - mcsyky - 求助成功区

Analytical approximations of the term structure for jump-diffusion processes: A
2 个回复 - 728 次查看【作者(必填)】Jamil Baz and Sanjiv Ranjan Das 【文题(必填)】 Analytical approximations of the term structure for jump-diffusion processes: A numerical analysis 【年份(必填)】The Journal of Fixed ...2013-6-15 07:13 - johnzi0128 - 求助成功区

求书Statistical Inference for Diffusion Type Processes
0 个回复 - 926 次查看【作者(必填)】 prakasa 【文题(必填)】 Statistical Inference for Diffusion Type Processes 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://www.amazon.com/Statistical-Inference ...2013-5-25 13:22 - 凸集分离定理 - 文献求助专区

求 Transition Densities of Diffusion Processes
2 个回复 - 797 次查看【作者(必填)】bjarke jensen 【文题(必填)】Transition Densities of Diffusion Processes Numerical Comparison of Approximation Techniques 【年份(必填)】2002 【全文链接或数据库名称(选填)】 htt ...2013-3-26 17:05 - 凸集分离定理 - 求助成功区

求书 statistical inference for diffusion type processes
2 个回复 - 1047 次查看【作者(必填)】 B.L.S. Prakasa Rao 【文题(必填)】statistical inference for diffusion type processes 【年份(必填)】1999 【全文链接或数据库名称(选填)】2013-3-26 16:52 - 凸集分离定理 - 求助成功区

Stochastic_Differential_Equations_and_Diffusion_Processes
4 个回复 - 2072 次查看 Stochastic Differential Equations and Diffusion Processes (North-Holland Mathematical Library) [Hardcover]Nobuyuki Ikeda (Author)2011-4-21 13:52 - pertain - 金融工程（数量金融）与金融衍生品

N. V. Krylov, Controlled Diffusion Processes
4 个回复 - 3627 次查看一不小心，刚才发了个空贴，忘记附件了呵呵 N. V. Krylov,的经典教材 Controlled Diffusion Processes。与大家分享！2010-3-23 10:38 - mathhongliu - 计量经济学与统计软件

大师Kiyosi Ito 和Henry P. McKean的作品Diffusion Processes and their Sample Paths
9 个回复 - 5156 次查看做随机计算的无人不知Kiyosi Ito，伊藤积分的提出者。书名：Diffusion Processes and their Sample Paths 格式：pdf 作者：Kiyosi Ito 和Henry P. McKean Contents pace Prerequisites . . . . . . . . . ...2010-7-29 17:58 - cheng770 - 经济金融数学专区

Partial Differential Equations and Diffusion Processes
1 个回复 - 1227 次查看 2012-2-27 15:41 - linrt - 金融工程（数量金融）与金融衍生品

A study of diffusion processes for foreign exchange rates
2 个回复 - 812 次查看【题名】： A study of diffusion processes for foreign exchange rates 【作者】： Tucker, A.L. , Scott, E 【期刊、会议、单位名称】：Journal of International Money ...2011-12-7 23:31 - sunshinefd - 文献求助专区

N. V. Krylov, Controlled Diffusion Processes
1 个回复 - 1735 次查看 N. V. Krylov, Controlled Diffusion Processes2010-3-23 10:32 - mathhongliu - 计量经济学与统计软件

求controlled diffusion processes
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