结果:找到“Shiryaev”相关内容26个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Notes on Limit Theorems for Stochastic Processes基于Shiryaev随机过程的极限理论
1 个回复 - 326 次查看 Notes on Limit Theorems for Stochastic Processes基于Shiryaev随机过程的极限理论教学讲义= Limit Theorems for Stochastic Processes (Grundlehren der mathematischen Wissenschaften 288) Jean Jacod, Alb ...2023-3-22 14:41 - 2023Hua - 现金交易版
GTM 095- Probability - Shiryaev Boas
0 个回复 - 218 次查看 Probability 作者: Albert N. Shiryaev 出版社: Springer 副标题: v. 95 译者: R. P. Boas 出版年: 1995-12-28 页数: 624 定价: USD 94.95 装帧: Hardcover 丛书: Graduate Texts in Mathematics ISBN: ...2024-6-23 14:50 - wxwpxh - 经济金融数学专区
[PDF] (带详细目录) Probability 第一卷 by Albert N. Shiryaev (中文版)
0 个回复 - 6 次查看 带详细目录 的高等教育出版社出版的概率第一卷 Probability by Shiyaev (这书的子目录好长…)2023-6-20 16:56 - fennuxiaohai - 版权审核区(不对外开放)
Shiryaev院士的《随机过程的极限理论》
1 个回复 - 754 次查看 2023-3-20 15:55 - 依小莓 - 悬赏大厅
Shiryaev - Limit Theorems For Stochastic Processes (2003)
2 个回复 - 2406 次查看 随机过程 高级版 springer 出品,大家可以下载目录 适合自己的才是最好的,建议不要盲目下载。 对学习金融数学Martingale 特别有用,当然前提是你功力深厚。2010-4-15 19:29 - ibanker - 金融工程(数量金融)与金融衍生品
Problems in Probability (2012)Albert N. Shiryaev (概率论习题集第4版施利亚耶夫)
126 个回复 - 27993 次查看 Publication Date: August 4, 2012 | ISBN-10: 1461436877 | ISBN-13: 978-1461436874 | Edition: 2012 For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and ...2012-12-22 12:38 - 352693585 - 风险管理
Probability第四版英译本上下册合集高清 shiryaev
6 个回复 - 3967 次查看 Probability 第四版英译本上下册合集高清 shiryaev2020-6-19 17:56 - yjsun - 经济金融数学专区
Statistics of Random Processes(by Liptser, Shiryaev and Aries)
100 个回复 - 14951 次查看 These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential t ...2015-5-9 07:44 - lasgpope - 量化投资
[下载]From Stochastic Calculus to Mathematical Finance - The Shiryaev Festschrift
5 个回复 - 4844 次查看 From Stochastic Calculus to Mathematical Finance - The Shiryaev Festschrift [此贴子已经被作者于2009-4-1 20:35:24编辑过]2009-4-1 08:58 - james-fang - 经济金融数学专区
Statistics of Random Processes I: General Theory (by R. Lipster and A. Shiryaev)
26 个回复 - 10822 次查看 Statistics of Random Processes I: General Theory R. Lipster and A. Shiryaev扫描清晰版2010-10-3 03:32 - slw8d - 金融学(理论版)
Essentials of Stochastic Finance - A.N. Shiryaev
14 个回复 - 9661 次查看 Essentials of Stochastic Finance by A.N. Shiryaev is very very good book2009-11-4 21:36 - liduanliduan - 经济金融数学专区
Jacod J., Shiryaev的名著Stochastic analysis
6 个回复 - 4783 次查看 Jacod J., Shiryaev的名著Stochastic analysis I和II ,作者为俄罗斯概率和随机金融界大牛2010-6-20 12:38 - shiningwang1980 - 经济金融数学专区
Shiryaev-Roberts过程的最优性性质
0 个回复 - 370 次查看 摘要翻译: 我们考虑了一个简单的变点问题集,其中观测量是独立的,iid前变和iid后变,且前变和后变分布已知。已知Shiryaev-Roberts检测过程是渐近极小极大的,其最大期望检测时延受平均游程到虚警的一个界的影响,当 ...2022-3-8 11:48 - 大多数88 - Forum
Black-Scholes模型中股票的最优卖出时间:对“Thou”的评析 Shiryaev、Z.Xu和X.Y.Zhou
0 个回复 - 149 次查看 摘要翻译: 本文重新考虑了Shiryaev、Xu和Zhou最近用路径积分方法研究的股票最优卖出时间问题。该方法使我们能够证实这些作者的结果,并将它们推广到Shiryaev等人所用方法无法到达的参数区域。对于任意漂移值,我们还 ...2022-3-3 16:44 - 大多数88 - Forum
Probability-1 (2016) by Albert N. Shiryaev
6 个回复 - 4040 次查看 Probability-1 Volume 1 Authors: Albert N. Shiryaev Successfully synthesizes the most important classical ideas and results with many of the major achievements of modern probability theory ...2016-9-21 21:56 - cmwei333 - 计量经济学与统计软件
【下载】Probability by shiryaev
13 个回复 - 9112 次查看 Graduate Texts in Mathematics 95 书评参见http://www.amazon.com/Probability-Graduate-Texts-Mathematics-v/dp/0387945490 算是一本不错的概率理论的书,。 象征性的收上一个币吧...2010-9-30 05:34 - ttlovedd - 计量经济学与统计软件
Probability 2nd Edition by A. N. Shiryaev
2 个回复 - 3513 次查看 Probability 2nd Edition by Albert N. Shiryaev this is clear that this book contains important and interesting results obtained through a long time period, beginning with the classical Bernoulli's law ...2015-9-6 09:34 - SleepyTom - 金融工程(数量金融)与金融衍生品
Statistics of Random Processes volume 2 (by R. Lipster and A. Shiryaev)
15 个回复 - 7490 次查看 求Statistics of Random Processes (by R. Lipster and A. Shiryaev)第二卷2011-4-4 15:26 - lk1966mail - 文献求助专区
shiryaev optimal stopping rules
1 个回复 - 4139 次查看 shiryaev optimal stopping rules djvu版2010-9-6 17:04 - cyberlink2009 - 新手入门区
Problems in Probability by Albert N. Shiryaev
2 个回复 - 3049 次查看 Problems in Probability by Albert N. Shiryaev For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the w ...2015-9-6 09:36 - SleepyTom - 金融工程(数量金融)与金融衍生品
电子书Probability-2(3 ed) Albert N. Shiryaev
5 个回复 - 1101 次查看 【作者(必填)】Albert N. Shiryaev 【文题(必填)】Probability-2(3 ed) 【年份(必填)】2019 【全文链接或数据库名称(选填)】Springer2020-3-12 11:31 - myazure - 求助成功区
【学习笔记】请问有A.N.Shiryaev的Probability这本书么?
0 个回复 - 467 次查看 请问有A.N.Shiryaev的Probability这本书么?2020-2-14 20:01 - 天罡北辰 - Forum
求Statistics of Random Processes (by R. Lipster and A. Shiryaev)第二卷
1 个回复 - 1167 次查看 【作者(必填)】by R. Lipster and A. Shiryaev[/backcolor] 【文题(必填)】Statistics of Random Processes 第二卷[/backcolor] 【年份(必填)】 【全文链接或数据库名称(选填)】2014-10-8 16:22 - 2008feier - 文献求助专区
Shiryaev, Probability Theory Iii: Stochastic Calculus
1 个回复 - 1167 次查看 请问哪里可下 (Yurij V. Prokhorov), Albert N. Shiryaev, Probability Theory Iii: Stochastic Calculus, springer 2010 or 1998 谢谢!2012-5-10 23:27 - lehe - 悬赏大厅