Discretization of Processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Jean Jacod 作者

Springer

譯者

2011-10-23 出版日期

612 頁數

GBP 90.00 價格

Hardcover

叢書系列

9783642241260 圖書編碼

Discretization of Processes 在線電子書圖書標籤: Stochastics 隨機過程數學 Probability Mathematics 隨機金融數學計算機科學

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發表於2024-11-26

Discretization of Processes 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Discretization of Processes 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Discretization of Processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Discretization of Processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Discretization of Processes 在線電子書圖書描述

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.

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