ISBN: 9789048154418

The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S)- market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc, it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. Books, Science and Geography~~Mathematics~~Applied Mathematics, Random Evolutions And Their Applications~~Book~~9789048154418~~Anatoly V. Swishchuk, , , , , , , , , ,

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ISBN: 9048154413

[EAN: 9789048154418], Neubuch, [PU: Springer], ANATOLY SWISHCHUK,FINANCE,THEORY,ECONOMIC THEORY,STATISTICS, Paperback. 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkins formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B, S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc. , it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.

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ISBN: 9048154413

[EAN: 9789048154418], Neubuch, [PU: Springer], ANATOLY SWISHCHUK,FINANCE,THEORY,ECONOMIC THEORY,STATISTICS, 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkins formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B, S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc. , it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.

AbeBooks.de BuySomeBooks, Las Vegas, NV, U.S.A. [52360437] [Rating: 5 (von 5)] NEW BOOK. Verzendingskosten: EUR 8.04 Details... |

ISBN: 9789048154418

Springer. Paperback. New. Paperback. 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkins formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B, S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc. , it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN., Springer

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2010, ISBN: 9789048154418

[ED: Softcover], [PU: Springer Netherlands], The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc., it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes. 2010. xvi, 294 S. XVI, 294 p. 240 mm Versandfertig in 3-5 Tagen, [SC: 0.00], Neuware, gewerbliches Angebot

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ISBN: 9789048154418

The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formul… Meer...

ISBN: 9048154413

[EAN: 9789048154418], Neubuch, [PU: Springer], ANATOLY SWISHCHUK,FINANCE,THEORY,ECONOMIC THEORY,STATISTICS, Paperback. 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted t… Meer...

## ISBN: 9048154413

[EAN: 9789048154418], Neubuch, [PU: Springer], ANATOLY SWISHCHUK,FINANCE,THEORY,ECONOMIC THEORY,STATISTICS, 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted to the new t… Meer...

ISBN: 9789048154418

Springer. Paperback. New. Paperback. 294 pages. Dimensions: 9.0in. x 6.2in. x 0.7in.The book is devoted to the new trends in random evolutions and their various applications to stochast… Meer...

2010, ISBN: 9789048154418

[ED: Softcover], [PU: Springer Netherlands], The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new de… Meer...

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** Gedetalleerde informatie over het boek. - Random Evolutions and their Applications**

EAN (ISBN-13): 9789048154418

ISBN (ISBN-10): 9048154413

pocket book

Verschijningsjaar: 2010

Uitgever: Springer-Verlag GmbH

312 Bladzijden

Gewicht: 0,474 kg

Taal: eng/Englisch

Boek bevindt zich in het datenbestand sinds 2011-10-17T00:17:51+02:00 (Amsterdam)

Detailpagina laatst gewijzigd op 2018-05-20T12:35:43+02:00 (Amsterdam)

ISBN/EAN: 9789048154418

ISBN - alternatieve schrijfwijzen:

90-481-5441-3, 978-90-481-5441-8

### Gegevens van de uitgever

Auteur: Anatoly Swishchuk

Titel: Mathematics and Its Applications; Random Evolutions and their Applications - New Trends

Uitgeverij: Springer; Springer Netherland

294 Bladzijden

Verschijningsjaar: 2010-12-06

Dordrecht; NL

Gedrukt / Gemaakt in

Gewicht: 0,539 kg

Taal: Engels

128,39 € (DE)

131,99 € (AT)

141,50 CHF (CH)

POD

BC; Previously published in hardcover; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Martingale; Stochastic model; Stochastic models; Stochastic processes; operator; statistics; stochastic process; B; Probability Theory and Stochastic Processes; Statistics, general; Mathematical Modeling and Industrial Mathematics; Statistics for Business, Management, Economics, Finance, Insurance; Economic Theory/Quantitative Economics/Mathematical Methods; Probability Theory; Statistics; Mathematical Modeling and Industrial Mathematics; Statistics in Business, Management, Economics, Finance, Insurance; Quantitative Economics; Mathematics and Statistics; Stochastik; Wahrscheinlichkeitsrechnung und Statistik; Mathematische Modellierung; Mathematik für Ingenieure; Wahrscheinlichkeitsrechnung und Statistik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wirtschaftstheorie und -philosophie; BB

Preface. List of Notations. Introduction. 1. Random Evolutions (RE). 2. Stochastic Evoluationary Systems. 3. Random Evolution Equations Driven by Space-Time White Noise. 4. Analogue of Dynkin's Formula (ADF) for Multiplicative Operator Functionals (MOF), RE and SES. 5. Boundary Value Problems (BVP) for RE and SES. 6. Stochastic Stability of RE and SES. 7. Stochastic Optimal Control of Random Evolutions and SES. 8. Statistics of SES. 9. Random Evolutions in Financial Mathematics. Incomplete Market. 10. Random Evolutions in Insurance Mathematics. Incomplete Market. 11. Stochastic Stability of Financial and Insurance Stochastic Models. 12. Stochastic Optimal Control of Financial and Insurance Stochastic Models. 13. Statistics of Financial Stochastic Models. Bibliography. Index.### Andere boeken die eventueel grote overeenkomsten met dit boek kunnen hebben:

### Laatste soortgelijke boek:

*9789401157544 Random Evolutions and Their Applications (Anatoly Swishchuk)*

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