结果:找到“PROCESSES”相关内容1000个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Statistics of Random Processes
10 个回复 - 4377 次查看
Statistics of Random Processes I. General Theory
Authors: Liptser, Robert, Shiryaev, Albert N.
The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its a ...
2015-11-6 23:49 - SleepyTom - 金融工程(数量金融)与金融衍生品
Multidimensional Diffusion Processes
5 个回复 - 723 次查看
Multidimensional Diffusion Processes
作者: Daniel W. Stroock / S.R.S. Varadhan
出版社: Springer
出版年: 2005-12-5
页数: 338
定价: USD 69.99
装帧: Hardcover
丛书: Classics in Mathematics
ISBN ...
2023-4-4 05:51 - wxwpxh - 经济金融数学专区
求书 J.L.Doob著Stochastic Processes
6 个回复 - 2725 次查看
【作者(必填)】J.L.Doob
【文题(必填)】Stochastic Processes
【年份(必填)】1990
【全文链接或数据库名称(选填)】https://www.wiley.com/en-cn/search?pq=stochastic%20processes%20doob%7Crelevance
2023-2-2 16:45 - 三江鸿 - 求助成功区
Partially Observed Markov Decision Processes
4 个回复 - 1772 次查看
Covering formulation, algorithms, and structural results, and linking theory to real-world applications in controlled sensing (including social learning, adaptive radars and sequential detection), thi ...
2018-7-27 14:43 - nivastuli - 博弈论
Birkhäuser - Stochastic Processes (2017)
6 个回复 - 1353 次查看
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it al ...
2017-11-1 06:43 - nivastuli - 博弈论
分享An Introduction to Markov Processes
3 个回复 - 2115 次查看
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theoryLeads the reader to a rigorous underst ...
2015-4-15 23:05 - lasgpope - Forum
Cycle Representations of Markov Processes
9 个回复 - 1714 次查看
This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) p ...
2015-4-19 14:51 - lasgpope - 量化投资
Discretization of Processes
8 个回复 - 2270 次查看
Jean Jacod / Philip Protter著作In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structur ...
2015-4-20 13:19 - lasgpope - 量化投资
Basics of Levy processes
14 个回复 - 2835 次查看
This is a draft Chapter from a book by the authors on “Levy Driven Volatility Models”.
**** 本内容被作者隐藏 ****
2015-5-23 07:18 - lasgpope - 量化投资
[多维扩散过程]Multidimensional Diffusion Processes
24 个回复 - 5244 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
General theory of Markov processes
17 个回复 - 3010 次查看
Product Details
[*]Series: Pure and Applied Mathematics (Book 133)
[*]Hardcover: 410 pages
[*]Publisher: Academic Press (September 11, 1988)
[*]Language: English
[*]ISBN-10: 0126390606
[*]ISBN ...
2015-5-23 05:13 - lasgpope - 量化投资
[马尔科夫链]Markov Processes I by E. B. Dynkin
116 个回复 - 15780 次查看
The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the ph ...
2015-7-10 00:01 - lasgpope - 量化投资
Applied Stochastic Processes (Universitext系列)
4 个回复 - 1777 次查看
This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motio ...
2015-5-16 23:38 - lasgpope - 量化投资
经典资源!Random Processes for Engineers
12 个回复 - 2422 次查看
Random Processes for Engineers
This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliabl ...
2015-12-15 11:09 - exuan1991 - 投资人(实务版)