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Books on the topic 'Jump processes'

Author: Grafiati

Published: 4 June 2021

Last updated: 29 July 2024

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1

Peter, Tankov, ed. Financial modelling with jump processes. Boca Raton, Fla: Chapman & Hall/CRC, 2004.

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2

Breuer, Lothar. From Markov Jump Processes to Spatial Queues. Dordrecht: Springer Netherlands, 2003. http://dx.doi.org/10.1007/978-94-010-0239-4.

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3

Zhang, Qingling. Analysis and design of singular Markovian jump systems. Heidelberg: Springer, 2014.

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4

Czornik, Adam. On control problems for jump linear systems. Gliwice: Wydawn. Politechniki Śląskiej, 2003.

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5

Hanson, Floyd B. Applied stochastic processes and control for Jump-diffusions: Modeling, analysis, and computation. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2007.

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6

Mariton, M. Jump linear systems in automatic control. New York: M. Dekker, 1990.

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7

Horiuchi, Shigeto. Isoperimetric inequalities and capacities of symmetric Markov processes with jumps and killings. Kobe: Institute of Economic Research, Kobe University of Commerce, 2001.

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8

Costa, Oswaldo Luiz Valle. Discrete-Time Markov Jump Linear Systems. London: Springer London, 2005.

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9

Duffie, Darrell. Transform analysis and asset pricing for affine jump-diffusions. Cambridge, MA: National Bureau of Economic Research, 1999.

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10

Barlow, M. T. Heat kernel upper bounds for jump processes and the first exit time. Kyoto, Japan: Kyōto Daigaku Sūri Kaiseki Kenkyūjo, 2006.

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11

Martin, Vance L. Threshold time series models as multimodal distribution jump processes: The MATS model. Parkville, Vic: Dept. of Economics, University of Melbourne, 1990.

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12

Costa, Oswaldo L. V. Continuous-Time Markov Jump Linear Systems. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

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13

Chen, Zhen-Qing. Heat Kernel Estimates for Jump Processes of Mixed Types on Metric Measure Spaces. Kyoto, Japan: Research Institute for Mathematical Sciences, Kyoto University, 2006.

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14

Bentzen, Eric. The international capital asset pricing model with returns that follow poisson jump-diffusion processes. Stockholm: Stockholm University, Institute for International Economic Studies, 1992.

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15

Indian Institute of Management, Ahmedabad., ed. Rupee dollar option pricing and risk measurement: Jump processes, changing volatility and kurtosis shifts. Ahmedabad: Indian Institute of Management, 1999.

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16

Durham, J. Benson. Jump-diffusion processes and affine term structure models: Additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates. Washington, D.C: Federal Reserve Board, 2005.

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17

Uemura, Toshihiro. Janpu-gata katei no kakuritsu kaiseki to kanrensuru wadai: Stochastic analysis of jump processes and related topics. [Kyoto]: Kyōto Daigaku Sūri Kaiseki Kenkyūjo, 2010.

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18

Nicola, Bruti-Liberati, ed. Numerical solution of stochastic differential equations with jumps in finance. Berlin: Springer-Verlag, 2010.

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19

Bichteler, Klaus. Malliavin calculus for processes with jumps. New York: Gordon and Breach Science Publishers, 1987.

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20

Bates, David S. Jumps and stochastic volatility: Exchange rate processes implicit in PHLX Deutschemark options. Cambridge, MA: National Bureau of Economic Research, 1993.

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21

Peterson, Alan J. Jump start your process approach: An indispensable tool for organizations that want to improve using ISO 9001:2000, AS9100 or ISO/TS 16949:2002. Fairfax, VA: QSU Pub., 2003.

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22

Tankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.

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23

Tankov, Peter. Financial Modelling with Jump Processes. Chapman and Hall/CRC, 2003. http://dx.doi.org/10.1201/9780203485217.

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24

Tankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.

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25

Tankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.

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26

Rama, Cont. Financial Modelling with Jump Processes. Taylor & Francis Group, 2004.

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27

Tankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.

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28

Cont, Rama, and Peter Tankov. Financial Modelling with Jump Processes. Taylor & Francis Group, 2023.

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29

Tankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.

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30

Woyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.

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31

Woyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.

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32

Woyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.

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33

Diffusion Processes, Jump Processes, and Stochastic Differential Equations. CRC Press LLC, 2022.

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34

Breuer, L. From Markov Jump Processes to Spatial Queues. Springer, 2003.

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35

Breuer, L. From Markov Jump Processes to Spatial Queues. Springer, 2012.

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36

Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, and Marcos G. Todorov. Continuous-Time Markov Jump Linear Systems. Springer, 2015.

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37

Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, and Marcos G. Todorov. Continuous-Time Markov Jump Linear Systems. Springer, 2012.

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38

Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2023.

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39

Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.

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40

Ishikawa, Yasushi. Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.

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41

Ishikawa, Yasushi. Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.

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42

Stochastic Calculus of Variations: For Jump Processes. De Gruyter, Inc., 2016.

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43

Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2023.

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44

Bichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2011.

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45

Bichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2010.

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46

Bichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2010.

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47

Stochastic calculus of variations for jump processes. Berlin: De Gruyter, 2013.

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48

Financial Modelling with Jump Processes, Second Edition. CRC Press LLC, 2009.

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49

Ishikawa, Yasushi. Stochastic Calculus of Variations for Jump Processes. De Gruyter, Inc., 2013.

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50

Mason, Scott P. Risky Debt, Jump Processes and Safety Covenants. Creative Media Partners, LLC, 2018.

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