Discretization of Processes 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Jean Jacod 作者

Springer

译者

2011-10-23 出版日期

612 页数

GBP 90.00 价格

Hardcover

丛书系列

9783642241260 图书编码

Discretization of Processes 在线电子书图书标签: Stochastics 随机过程数学 Probability Mathematics 随机金融数学计算机科学

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Discretization of Processes 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Discretization of Processes 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Discretization of Processes 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Discretization of Processes 在线电子书图书描述

In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data." This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.

Discretization of Processes 在线电子书下载 mobi epub pdf txt 在线电子书下载

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