Books on the topic 'Discretization of stochastic integrals'
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von Weizsäcker, Heinrich, and Gerhard Winkler. Stochastic Integrals. Wiesbaden: Vieweg+Teubner Verlag, 1990. http://dx.doi.org/10.1007/978-3-663-13923-2.
Full textStochastic integrals. Providence, R.I: AMS Chelsea Pub., 2005.
Find full textE, Protter Philip, and SpringerLink (Online service), eds. Discretization of Processes. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2012.
Find full textWeizsäcker, Heinrich Von. Stochastic integrals: An introduction. Braunschweig: F. Vieweg, 1990.
Find full textInstytut Matematyczny (Polska Akademia Nauk), ed. Bilinear random integrals. Warszawa: Państwowe Wydawn. Naukowe, 1987.
Find full textKisielewicz, Michał. Set-Valued Stochastic Integrals and Applications. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-40329-4.
Full textBell, Denis. The Malliavin calculus. Harlow: Longman Scientific and Technical, 1987.
Find full textMedvegyev, Peter. Stochastic integration theory. New York: Oxford University Press, 2007.
Find full textKuznet︠s︡ov, D. F. Strong approximation of multiple Ito and Stratonovich stochastic integrals: Multple Fourier series approach. Saint-Peterburg: Politechnical University Publishing House, 2011.
Find full textKoning, A. J. Stochastic integrals and goodness-of-fit tests. Amsterdam, The Netherlands: Centrum voor Wiskunde en Informatica, 1993.
Find full textIntroduction to stochastic analysis, integrals, and differential equations. London: ISTE Ltd ; Hoboken, NJ : John Wiley, 2011.
Find full textKwapień, Stanisław, and Wojbor A. Woyczyński. Random Series and Stochastic Integrals: Single and Multiple. Boston, MA: Birkhäuser Boston, 1992. http://dx.doi.org/10.1007/978-1-4612-0425-1.
Full text1943-, Woyczyński W. A., ed. Random series and stochastic integrals: Single and multiple. Boston: Birkhäuser, 1992.
Find full textSchäffler, Stefan. Global optimization using stochastic integration. Regensburg: S. Roderer, 1995.
Find full text1953-, Breitung Karl Wilhelm, ed. Asymptotic approximations for probability integrals. Berlin: Springer-Verlag, 1994.
Find full textLévy processes and stochastic calculus. 2nd ed. Cambridge: Cambridge University Press, 2009.
Find full textApplebaum, David. Lévy processes and stochastic calculus. 2nd ed. Cambridge: Cambridge University Press, 2009.
Find full textMasujima, Michio. Path integral quantization and stochastic quantization. 2nd ed. Berlin: Springer, 2008.
Find full textPath integral quantization and stochastic quantization. 2nd ed. Berlin: Springer, 2008.
Find full textThe extended stochastic integral in linear spaces with differentiable measures and related topics. Singapore: World Scientific, 1996.
Find full textContinuous time Markov processes: An introduction. Providence, R.I: American Mathematical Society, 2010.
Find full textLiggett, Thomas M. Continuous time Markov processes: An introduction. Providence, R.I: American Mathematical Society, 2010.
Find full textD, Elsworthy K., and Zambrini J. -C, eds. Stochastic analysis, path integration and dynamics: Emanations from "Summer stochastics", Warwick 1987. Harlow: Longman Scientific & Technical, 1989.
Find full textCarmona, R. Nonlinear stochastic integrators, equations, and flows. New York: Gordon and Breach Science Publishers, 1990.
Find full textStochastic integration and differential equations: A new approach. 2nd ed. Berlin: Springer-Verlag, 1992.
Find full textIntroduction to stochastic integration. New York, NY: Springer Science+Business Media, 2006.
Find full textDinculeanu, N. Vector integration and stochastic integration in banach spaces. New York: Wiley, 2000.
Find full textD, Elworthy K., and Zambrini Jean-Claude, eds. Stochastic analysis, path integration, and dynamics: Emanations from "Summer Stochastics", Warwick 1987. Harlow, Essex, England: Longman Scientific & Technical, 1989.
Find full text1949-, Jeulin Th, and Yor Marc, eds. Grossissements de filtrations: Exemples et applications. Berlin: Springer-Verlag, 1985.
Find full textMarkov processes from K. Itô's perspective. Princeton, N.J: Princeton University Press, 2003.
Find full textP, Demichev A., ed. Path integrals in physics. Bristol: Institute of Physics, 2001.
Find full textKrishnan, Venkatarama. Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation. Mineola, NY: Dover Publications, Inc., 2005.
Find full textChristian, Houdré, Pérez-Abreu Víctor, and Workshop on Multiple Wiener-Itô and Their Applications (1992 : Centro de Investigación en Matemáticas), eds. Chaos expansions, multiple Wiener-Itô integrals and their applications. Boca Raton, FL: CRC Press, 1994.
Find full textMilstein, G. N. Numerical Integration of Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1995.
Find full textKrishnan, Venkatarama. Nonlinear filtering and smoothing: An introduction to martingales, stochastic integrals, and estimation. Mineola, NY: Dover Publications, 2005.
Find full textMichael, Evans. An algorithm for the approximation of integrals with exact error bounds. Toronto: University of Toronto, Dept. of Statistics, 1997.
Find full textL, Woodruff David, ed. Network interdiction and stochastic integer programming. Boston: Kluwer Academic Publishers, 2003.
Find full textMilʹshteĭn, G. N. Numerical integration of stochastic differential equations. Dordrecht: Kluwer Academic Publishers, 1995.
Find full textMilʹshteĭn, G. N. Chislennoe integrirovanie stokhasticheskikh different͡s︡ialʹnykh uravneniĭ. Sverdlovsk: Izd-vo Uralʹskogo universiteta, 1988.
Find full textChung, Kai Lai. Introduction to stochastic integration. 2nd ed. Boston: Birkhäuser, 1990.
Find full textMcKean, H. P., E. Lukacs, and Z. W. Birnbaum. Stochastic Integrals. Elsevier Science & Technology Books, 2014.
Find full textDiscretization Of Processes. Springer-Verlag Berlin and Heidelberg GmbH &, 2013.
Find full textJacod, Jean, and Philip Protter. Discretization of Processes. Springer, 2011.
Find full textWeizsäcker, Heinrich Von. Stochastic Integrals: An Introduction. Vieweg Verlag, Friedr, & Sohn Verlagsgesellschaft mbH, 2013.
Find full textKopp, P. E. Martingales and Stochastic Integrals. Cambridge University Press, 2011.
Find full textKopp, P. E. Martingales and Stochastic Integrals. Cambridge University Press, 2008.
Find full textMeyer, Paul-Andre. Martingales and Stochastic Integrals I. Springer London, Limited, 2006.
Find full textKisielewicz, Michał. Set-Valued Stochastic Integrals and Applications. Springer, 2020.
Find full textKisielewicz, Michał. Set-Valued Stochastic Integrals and Applications. Springer International Publishing AG, 2021.
Find full textPellaumail, J., Michel Metivier, E. Lukacs, and Z. W. Birnbaum. Stochastic Integration. Elsevier Science & Technology Books, 2014.
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