Discretization of Processes 2024 pdf epub mobi 電子書 下載


Discretization of Processes

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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 2024 pdf epub mobi 電子書 下載

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Discretization of Processes 2024 pdf epub mobi 電子書 下載

Discretization of Processes 2024 pdf epub mobi 電子書 下載

Discretization of Processes 2024 pdf epub mobi 電子書 下載



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出版者:Springer
作者:Jean Jacod
出品人:
頁數:612
譯者:
出版時間:2011-10-23
價格:GBP 90.00
裝幀:Hardcover
isbn號碼:9783642241260
叢書系列:

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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