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Libros sobre el tema "Continuous Time Processes"

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Publicado: 10 de marzo de 2023

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1

Hainaut, Donatien. Continuous Time Processes for Finance. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-06361-9.

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2

Guo, Xianping y Onésimo Hernández-Lerma. Continuous-Time Markov Decision Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02547-1.

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3

Piunovskiy, Alexey y Yi Zhang. Continuous-Time Markov Decision Processes. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-54987-9.

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4

Continuous time Markov processes: An introduction. Providence, R.I: American Mathematical Society, 2010.

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5

Liggett, Thomas M. Continuous time Markov processes: An introduction. Providence, R.I: American Mathematical Society, 2010.

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6

Fragoso, Marcelo D. Continuous-time Markov jump linear systems. Heidelberg: Springer, 2013.

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7

Capasso, Vincenzo y David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69653-5.

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8

Capasso, Vincenzo y David Bakstein. An Introduction to Continuous-Time Stochastic Processes. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2757-9.

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9

Capasso, Vincenzo y David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Boston, MA: Birkhäuser Boston, 2012. http://dx.doi.org/10.1007/978-0-8176-8346-7.

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10

Hernández-Lerma, O. Lectures on continuous-time Markov control processes. Mexico, D.F. Mexico: Sociedad Matemática Mexicana, 1994.

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11

J, Anderson William. Continuous-time Markov chains: An applications-oriented approach. New York: Springer-Verlag, 1991.

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12

Melino, Angelo. Estimation of continuous-time models in finance. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

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13

J, Anderson William. Continuous-time Markov chains: An applications-oriented approach. New York: Springer-Verlag, 1991.

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14

Pavan, Shanthi. High frequency continuous time filters in digital CMOS processes. New York: Kluwer Academic Publishers, 2002.

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15

Pavan, Shanthi. High frequency continuous time filters in digital CMOS processes. Boston: Kluwer Academic Publishers, 2000.

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16

Yannis, Tsividis, ed. High frequency continuous time filters in digital CMOS processes. Boston: Kluwer Academic Publishers, 2000.

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17

Roberts, Gareth O. Quantitative bounds for convergence rates of continuous time Markov processes. [Toronto]: University of Toronto, Dept. of Statistics, 1996.

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18

Yin, George. Continuous-time Markov chains and applications: A singular perturbation approach. New York: Springer, 1998.

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19

Mella-Barral, Pierre. New methods for estimating nonlinear continuous time interest rate processes. Cambridge: Department of Applied Economics, University of Cambridge, 1994.

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20

Kushner, Harold J. Numerical methods for stochastic control problems in continuous time. New York: Springer-Verlag, 1992.

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21

Kushner, Harold J. Numerical methods for stochastic control problems in continuous time. 2a ed. New York: Springer, 2001.

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22

Jianfeng, Zhang y SpringerLink (Online service), eds. Contract Theory in Continuous-Time Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

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23

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

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24

Yin, George. Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach. 2a ed. New York, NY: Springer New York, 2013.

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25

Probability and random processes: Using MATLAB with applications to continuous and discrete time systems. Chicago: Irwin, 1997.

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26

Aït-Sahalia, Yacine. Telling from discrete data whether the underlying continuous-time model is a diffusion. Cambridge, MA: National Bureau of Economic Research, 2001.

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27

Optimal portfolios: Stochastic models for optimal investment and risk management in continuous time. Singapore: World Scientific, 1997.

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28

David, Bakstein y SpringerLink (Online service), eds. An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine. 2a ed. Boston: Birkhäuser Boston, 2012.

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29

Capasso, V. An introduction to continuous-time stochastic processes: Theory, models, and applications to finance, biology, and medicine. Boston: Birkhäuser, 2005.

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30

Continuous-time stochastic control and optimization with financial applications. Berlin: Springer, 2009.

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31

Pham, Huyên. Continuous-time stochastic control and optimization with financial applications. Berlin: Springer, 2009.

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32

Mathematics of probability. Providence, Rhode Island: American Mathematical Society, 2013.

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33

Patil, Sharvil Pradeep. Energy-Efficient Time-Based Encoders and Digital Signal Processors in Continuous Time. [New York, N.Y.?]: [publisher not identified], 2017.

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34

Vezyrtzis, Christos. Continuous-Time and Companding Digital Signal Processors Using Adaptivity and Asynchronous Techniques. [New York, N.Y.?]: [publisher not identified], 2013.

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35

Vladas, Sidoravicius y Smirnov S. (Stanislav) 1970-, eds. Probability and statistical physics in St. Petersburg: St. Petersburg School in Probability and Statistical Physics : June 18-29, 2012 : St. Petersburg State University, St. Petersburg, Russia. Providence, Rhode Island: American Mathematical Society, 2015.

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36

Pracko, Gennadiy. THE GENESIS OF THE CONCEPT OF LAW IN THE HISTORY OF POLITICAL AND LEGAL DOCTRINES. ru: Publishing Center RIOR, 2022. http://dx.doi.org/10.29039/02095-1.

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The monograph is devoted to the genesis of the concept of law in the history of political and legal doctrines. The author examines the development of the concept of law in the period from antiquity to the 20th century. The study covers the analysis of both Eastern legal understanding (on the example of the evolution of the concept of law in China) and Western legal theories - from ancient jurists to the main legal schools of our time. Of particular interest is the fact that the author analyzes the genesis of the concept of law as a continuous process, during which representatives of each subsequent legal doctrine tried to answer the questions posed by their eminent predecessors.
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37

Bekkering, Henco, Adèle Esposito y Charles Goldblum, eds. Ideas of the City in Asian Settings. NL Amsterdam: Amsterdam University Press, 2019. http://dx.doi.org/10.5117/9789462985612.

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At a time when intense dynamics of urban development of Asian cities puzzle and disorient, Ideas of the City in Asian Settings offers knowledge about the concepts, representations, and ideas that lie beneath the historical and contemporary production of cities in Asia, in order to deepen our understanding of the processes and meanings of urban development in the continent. The book sheds more light on the vast array of rules and innovations and aspirations that make cities into complex objects that are continuously ‘in the making’. Because Asian cities have experienced unprecedented dynamics of urban development during the last fifty years, they are considered as crucial places to question the perspectives that multiple actors project onto changing urban environments, as well as the evolution of the role of cities in globalisation.
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38

Sil'vestrov, Sergey, Vladimir Starovoytov, Vladimir Bauer, Aleksandr Selivanov, Vladimir Lepskiy, Aleksandr Raykov, Svetlana Lipina et al. Strategic planning in the public sector of the economy. ru: INFRA-M Academic Publishing LLC., 2021. http://dx.doi.org/10.12737/1081855.

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This collective monograph continues a series of scientific studies and publications on the problems of strategic planning, which have been carried out for several years at the Financial University under the Government of the Russian Federation with the involvement of specialists from other scientific and educational organizations. A series of research papers in 2017-2019 was devoted to the analysis of strategic development risks and the analysis of global strategic planning practice, the general methodology of strategic planning and forecasting (including in the context of ensuring Russia's economic security), the approach to the formation of life cycles of preparation and revision of strategic planning documents and their comparative analysis, the experience of coordinating budget, project and process types of management and financing, monitoring risks and threats, the use of new information tools in the strategic planning complex, including blockchain, and also naturally develops such aspects of previous research as analysis of world practice, coordination of budget, project and process types of management and financing, the use of information technologies. However, at the same time, a special task was set — to approach a comprehensive analysis of the strategic planning process as a whole, especially to study its documentary support as the core of the organization of this process and the implementation of its results in the practice of public administration, as well as to analyze the scientific support of strategic planning as an essential aspect of all strategic planning and strategic management activities in the entirety of its aspects (goal setting, forecast, design, programming, planning, control and audit). It is intended for specialists from the humanities, natural sciences and technical fields of knowledge focused on management and development problems, for undergraduates and postgraduates, as well as for a wide audience of management practitioners, including those related to strategic planning processes in the public sector.
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39

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

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40

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

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41

An Introduction to Continuous-Time Stochastic Processes. Boston, MA: Birkhäuser Boston, 2005. http://dx.doi.org/10.1007/b138900.

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42

J, Anderson William. Continuous-Time Markov Chains: An Applications-Oriented Approach. Springer, 2014.

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43

J, Anderson William. Continuous-Time Markov Chains: An Applications-Oriented Approach. Springer, 2011.

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44

J, Anderson William. Continuous-Time Markov Chains: An Applications-Oriented Approach. Springer London, Limited, 2012.

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45

Hernandez-Lerma, Onesimo y Xianping Guo. Continuous-Time Markov Decision Processes: Theory and Applications. Springer, 2010.

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46

Hernández-Lerma, Onésimo y Xianping Guo. Continuous-Time Markov Decision Processes: Theory and Applications. Springer, 2012.

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47

Back, Kerry E. Continuous-Time Markets. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0013.

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A continuous‐time model of a securities market is introduced. The intertemporal budget constraint is defined. SDF processes and prices of risks are defined and characterized. Many properties of SDF process are analogous to those in a single‐period model, including the relation to the risk‐free rate, orthogonal projections, the Hansen‐Jagannathan bound, and factor pricing. To value future cash flows using an SDF process, we need to assume a local martingale is a martingale. Sufficient conditions including Novikov’s condition are discussed. Use of the martingale representation theorem in a complete market to derive a portfolio that replicates a payoff is explained. A Markovian model is introduced, in which the investment opportunity set depends on state variables that form a Markov process.
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48

Zhang, Jianfeng y Jakša Cvitanic. Contract Theory in Continuous-Time Models. Springer, 2014.

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49

Seierstad, Atle. Stochastic Control in Discrete and Continuous Time. Springer, 2011.

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50

Back, Kerry E. Continuous-Time Topics. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0015.

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The fundamental PDE for valuing cash flows or cash flow streams is explained. In a complete market, an investor’s optimal wealth satisfies the fundamental PDE, and this provides a means of calculating the optimal portfolio. Risk neutral probabilities and Girsanov’s theorem are explained. Jump processes, including Poisson processes, are introduced. The risk premium of an asset with jump risks depends on covariation of its continuous part with the continuous part of an SDF and the covariation of its discontinuous part with the discontinuous part of an SDF. Portfolio choice with internal habits is characterized. The ability of a representative investor model with an internal habit to explain the equity premium puzzle is discussed.
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