Libri sul tema "Jump processes"
Cita una fonte nei formati APA, MLA, Chicago, Harvard e in molti altri stili
Vedi i top-50 libri per l'attività di ricerca sul tema "Jump processes".
Accanto a ogni fonte nell'elenco di riferimenti c'è un pulsante "Aggiungi alla bibliografia". Premilo e genereremo automaticamente la citazione bibliografica dell'opera scelta nello stile citazionale di cui hai bisogno: APA, MLA, Harvard, Chicago, Vancouver ecc.
Puoi anche scaricare il testo completo della pubblicazione scientifica nel formato .pdf e leggere online l'abstract (il sommario) dell'opera se è presente nei metadati.
Vedi i libri di molte aree scientifiche e compila una bibliografia corretta.
Peter, Tankov, a cura di. Financial modelling with jump processes. Boca Raton, Fla: Chapman & Hall/CRC, 2004.
Cerca il testo completoBreuer, Lothar. From Markov Jump Processes to Spatial Queues. Dordrecht: Springer Netherlands, 2003. http://dx.doi.org/10.1007/978-94-010-0239-4.
Testo completoZhang, Qingling. Analysis and design of singular Markovian jump systems. Heidelberg: Springer, 2014.
Cerca il testo completoCzornik, Adam. On control problems for jump linear systems. Gliwice: Wydawn. Politechniki Śląskiej, 2003.
Cerca il testo completoHanson, Floyd B. Applied stochastic processes and control for Jump-diffusions: Modeling, analysis, and computation. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2007.
Cerca il testo completoMariton, M. Jump linear systems in automatic control. New York: M. Dekker, 1990.
Cerca il testo completoHoriuchi, Shigeto. Isoperimetric inequalities and capacities of symmetric Markov processes with jumps and killings. Kobe: Institute of Economic Research, Kobe University of Commerce, 2001.
Cerca il testo completoCosta, Oswaldo Luiz Valle. Discrete-Time Markov Jump Linear Systems. London: Springer London, 2005.
Cerca il testo completoDuffie, Darrell. Transform analysis and asset pricing for affine jump-diffusions. Cambridge, MA: National Bureau of Economic Research, 1999.
Cerca il testo completoBarlow, M. T. Heat kernel upper bounds for jump processes and the first exit time. Kyoto, Japan: Kyōto Daigaku Sūri Kaiseki Kenkyūjo, 2006.
Cerca il testo completoMartin, Vance L. Threshold time series models as multimodal distribution jump processes: The MATS model. Parkville, Vic: Dept. of Economics, University of Melbourne, 1990.
Cerca il testo completoCosta, Oswaldo L. V. Continuous-Time Markov Jump Linear Systems. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.
Cerca il testo 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.
Cerca il testo 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.
Cerca il testo completoIndian Institute of Management, Ahmedabad., a cura di. Rupee dollar option pricing and risk measurement: Jump processes, changing volatility and kurtosis shifts. Ahmedabad: Indian Institute of Management, 1999.
Cerca il testo 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.
Cerca il testo 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.
Cerca il testo completoNicola, Bruti-Liberati, a cura di. Numerical solution of stochastic differential equations with jumps in finance. Berlin: Springer-Verlag, 2010.
Cerca il testo completoBichteler, Klaus. Malliavin calculus for processes with jumps. New York: Gordon and Breach Science Publishers, 1987.
Cerca il testo completoBates, David S. Jumps and stochastic volatility: Exchange rate processes implicit in PHLX Deutschemark options. Cambridge, MA: National Bureau of Economic Research, 1993.
Cerca il testo 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.
Cerca il testo completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Cerca il testo completoTankov, Peter. Financial Modelling with Jump Processes. Chapman and Hall/CRC, 2003. http://dx.doi.org/10.1201/9780203485217.
Testo completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Cerca il testo completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Cerca il testo completoRama, Cont. Financial Modelling with Jump Processes. Taylor & Francis Group, 2004.
Cerca il testo completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Cerca il testo completoCont, Rama, e Peter Tankov. Financial Modelling with Jump Processes. Taylor & Francis Group, 2023.
Cerca il testo completoTankov, Peter. Financial Modelling with Jump Processes. Taylor & Francis Group, 2003.
Cerca il testo completoWoyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.
Cerca il testo completoWoyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.
Cerca il testo completoWoyczynski, Wojbor A. Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Taylor & Francis Group, 2021.
Cerca il testo completoDiffusion Processes, Jump Processes, and Stochastic Differential Equations. CRC Press LLC, 2022.
Cerca il testo completoBreuer, L. From Markov Jump Processes to Spatial Queues. Springer, 2003.
Cerca il testo completoBreuer, L. From Markov Jump Processes to Spatial Queues. Springer, 2012.
Cerca il testo completoOswaldo Luiz do Valle Costa, Marcelo D. Fragoso e Marcos G. Todorov. Continuous-Time Markov Jump Linear Systems. Springer, 2015.
Cerca il testo completoOswaldo Luiz do Valle Costa, Marcelo D. Fragoso e Marcos G. Todorov. Continuous-Time Markov Jump Linear Systems. Springer, 2012.
Cerca il testo completoStochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2023.
Cerca il testo completoStochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.
Cerca il testo completoIshikawa, Yasushi. Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.
Cerca il testo completoIshikawa, Yasushi. Stochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2016.
Cerca il testo completoStochastic Calculus of Variations: For Jump Processes. De Gruyter, Inc., 2016.
Cerca il testo completoStochastic Calculus of Variations: For Jump Processes. de Gruyter GmbH, Walter, 2023.
Cerca il testo completoBichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2011.
Cerca il testo completoBichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2010.
Cerca il testo completoBichteler, Klaus. Stochastic Integration with Jumps. Cambridge University Press, 2010.
Cerca il testo completoStochastic calculus of variations for jump processes. Berlin: De Gruyter, 2013.
Cerca il testo completoFinancial Modelling with Jump Processes, Second Edition. CRC Press LLC, 2009.
Cerca il testo completoIshikawa, Yasushi. Stochastic Calculus of Variations for Jump Processes. De Gruyter, Inc., 2013.
Cerca il testo completoMason, Scott P. Risky Debt, Jump Processes and Safety Covenants. Creative Media Partners, LLC, 2018.
Cerca il testo completo