Libros sobre el tema "Jump processes"
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Peter, Tankov, ed. Financial modelling with jump processes. Boca Raton, Fla: Chapman & Hall/CRC, 2004.
Buscar texto completoBreuer, Lothar. From Markov Jump Processes to Spatial Queues. Dordrecht: Springer Netherlands, 2003. http://dx.doi.org/10.1007/978-94-010-0239-4.
Texto completoZhang, Qingling. Analysis and design of singular Markovian jump systems. Heidelberg: Springer, 2014.
Buscar texto completoCzornik, Adam. On control problems for jump linear systems. Gliwice: Wydawn. Politechniki Śląskiej, 2003.
Buscar texto completoHanson, Floyd B. Applied stochastic processes and control for Jump-diffusions: Modeling, analysis, and computation. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2007.
Buscar texto completoMariton, M. Jump linear systems in automatic control. New York: M. Dekker, 1990.
Buscar texto completoHoriuchi, Shigeto. Isoperimetric inequalities and capacities of symmetric Markov processes with jumps and killings. Kobe: Institute of Economic Research, Kobe University of Commerce, 2001.
Buscar texto completoCosta, Oswaldo Luiz Valle. Discrete-Time Markov Jump Linear Systems. London: Springer London, 2005.
Buscar texto completoDuffie, Darrell. Transform analysis and asset pricing for affine jump-diffusions. Cambridge, MA: National Bureau of Economic Research, 1999.
Buscar texto completoBarlow, M. T. Heat kernel upper bounds for jump processes and the first exit time. Kyoto, Japan: Kyōto Daigaku Sūri Kaiseki Kenkyūjo, 2006.
Buscar texto completoMartin, Vance L. Threshold time series models as multimodal distribution jump processes: The MATS model. Parkville, Vic: Dept. of Economics, University of Melbourne, 1990.
Buscar texto completoCosta, Oswaldo L. V. Continuous-Time Markov Jump Linear Systems. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.
Buscar texto completoChen, 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.
Buscar texto completoBentzen, Eric. The international capital asset pricing model with returns that follow poisson jump-diffusion processes. Stockholm: Stockholm University, Institute for International Economic Studies, 1992.
Buscar texto completoIndian 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.
Buscar texto completoDurham, 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.
Buscar texto completoUemura, 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.
Buscar texto completoNicola, Bruti-Liberati, ed. Numerical solution of stochastic differential equations with jumps in finance. Berlin: Springer-Verlag, 2010.
Buscar texto completoBichteler, Klaus. Malliavin calculus for processes with jumps. New York: Gordon and Breach Science Publishers, 1987.
Buscar texto completoBates, David S. Jumps and stochastic volatility: Exchange rate processes implicit in PHLX Deutschemark options. Cambridge, MA: National Bureau of Economic Research, 1993.
Buscar texto completoPeterson, 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.
Buscar texto completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Buscar texto completoTankov, Peter. Financial Modelling with Jump Processes. Chapman and Hall/CRC, 2003. http://dx.doi.org/10.1201/9780203485217.
Texto completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Buscar texto completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Buscar texto completoRama, Cont. Financial Modelling with Jump Processes. Taylor & Francis Group, 2004.
Buscar texto completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Buscar texto completoCont, Rama y Peter Tankov. Financial Modelling with Jump Processes. Taylor & Francis Group, 2023.
Buscar texto completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Buscar texto completoWoyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.
Buscar texto completoWoyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.
Buscar texto completoWoyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.
Buscar texto completoDiffusion Processes, Jump Processes, and Stochastic Differential Equations. CRC Press LLC, 2022.
Buscar texto completoBreuer, L. From Markov Jump Processes to Spatial Queues. Springer, 2003.
Buscar texto completoBreuer, L. From Markov Jump Processes to Spatial Queues. Springer, 2012.
Buscar texto completoOswaldo Luiz do Valle Costa, Marcelo D. Fragoso y Marcos G. Todorov. Continuous-Time Markov Jump Linear Systems. Springer, 2015.
Buscar texto completoOswaldo Luiz do Valle Costa, Marcelo D. Fragoso y Marcos G. Todorov. Continuous-Time Markov Jump Linear Systems. Springer, 2012.
Buscar texto completoStochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2023.
Buscar texto completoStochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.
Buscar texto completoIshikawa, Yasushi. Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.
Buscar texto completoIshikawa, Yasushi. Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.
Buscar texto completoStochastic Calculus of Variations: For Jump Processes. De Gruyter, Inc., 2016.
Buscar texto completoStochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2023.
Buscar texto completoBichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2011.
Buscar texto completoBichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2010.
Buscar texto completoBichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2010.
Buscar texto completoStochastic calculus of variations for jump processes. Berlin: De Gruyter, 2013.
Buscar texto completoFinancial Modelling with Jump Processes, Second Edition. CRC Press LLC, 2009.
Buscar texto completoIshikawa, Yasushi. Stochastic Calculus of Variations for Jump Processes. De Gruyter, Inc., 2013.
Buscar texto completoMason, Scott P. Risky Debt, Jump Processes and Safety Covenants. Creative Media Partners, LLC, 2018.
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