Narrow search
Showing 1 - 7 of 7
Cover Image
Stochastic analysis, stochastic systems, and applications to finance
Tsoi, Allanus (ed.); Nualart, David (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009267795
Cover Image
Stochastic Analysis, Stochastic Systems, and Applications to Finance.
Tsoi, Allanus - 2011
Key Features:This book discusses some frontiers of Gaussian processes analysis and their associated Wick-Ito formula. For the first time, the studies of fractional Brownian motion is put into the framework of fractional white noise multiplication operatorsSome up-to-date treatment is of the...
Persistent link: https://www.econbiz.de/10012689398
Cover Image
Stochastic equilibria on graphs
Evstigneev, Igor V.; Taksar, Michael I. - 1992
Persistent link: https://www.econbiz.de/10000854780
Cover Image
Stochastic equilibria on graphs ; 1
Evstigneev, Igor V. - 1992
Persistent link: https://www.econbiz.de/10000854781
Cover Image
Stochastic equilibria on graphs ; 2
Evstigneev, Igor V. - 1993
Persistent link: https://www.econbiz.de/10000854782
Cover Image
Stochastic equilibria on graphs
Evstigneev, Igor V. - In: Journal of mathematical economics 24 (1995) 4, pp. 383-406
Persistent link: https://www.econbiz.de/10001287259
Cover Image
Stochastic equilibria on graphs
Evstigneev, Igor V. - In: Journal of mathematical economics 23 (1994) 5, pp. 401-433
Persistent link: https://www.econbiz.de/10001287260