Geschäftskunden Kundenprogramme
Vor Ort
Merkzettel Warenkorb

Gutscheinbedingungen

*Gültig bis 20.07.2026 auf alle Bücher. Ausgeschlossen sind Zeitschriften, Prozentbücher und Abos | Einlösbar in allen Buchhandlungen von Orell Füssli, Barth Bücher, Buchladen Rapunzel, Papeterie Köhler, Schuler Orell Füssli, Stauffacher und ZAP unter Vorweisung des Gutscheins, auf www.orellfüssli.ch durch Eingabe des Gutscheincodes. Beim Service „eBooks verschenken“ und bei eBook-Käufen via eReader nicht einlösbar | Mindesteinkaufswert: Fr. 30.- | Nicht mit anderen Rabatten kumulierbar.
Produktbild: Statistics of Random Processes and Optimal Control
Vorbesteller Neu

Statistics of Random Processes and Optimal Control DE

Fr. 209.00

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

15.10.2026

Abbildungen

XIX, 81 illus., 26 illus. in color., farbige Illustrationen, schwarz-weiss Illustrationen

Herausgeber

Nino Kordzakhia + weitere

Verlag

Springer

Seitenzahl

822

Maße (L/B)

23.5/15.5 cm

Sprache

Englisch

ISBN

978-3-032-26264-6

Beschreibung

Portrait

Pavel Chigansky obtained his PhD degree in Electrical Engineering from Tel Aviv University under the supervision of Prof. Robert Liptser.  He  is currently a professor at the Department of Statistics and Data Science of the Hebrew University of Jerusalem. His research interests include Stochastic Analysis, Nonlinear Filtering, and Mathematical Statistics.

Nino Kordzakhia graduated from Tbilisi State University with Master's degree (with merit) in Mathematics. Then she completed her postgraduate study at Steklov Mathematical Institute (Moscow) with PhD degree under the supervision of Professor Albert Shiryaev. Currently, Nino is an academic at Macquarie University (Australia). Her research interests include Statistics of Stochastic Processes, Pricing of Financial Derivatives, Risk Management of Energy Markets, and Data Driven Uncertainty Quantification Models.

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

15.10.2026

Abbildungen

XIX, 81 illus., 26 illus. in color., farbige Illustrationen, schwarz-weiss Illustrationen

Herausgeber

Verlag

Springer

Seitenzahl

822

Maße (L/B)

23.5/15.5 cm

Sprache

Englisch

ISBN

978-3-032-26264-6

Herstelleradresse

Springer International Publishing AG
Gewerbestr. 11
6330 Cham
Schweiz
Url: www.springer.com

Noch keine Bewertungen vorhanden

Verfassen Sie die erste Bewertung zu diesem Artikel

Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.

Kundinnen und Kunden meinen

Bewertungen (0)
  • Produktbild: Statistics of Random Processes and Optimal Control

  •  Part I. Stochastic Analysis and Its Applications in Mathematical Finance and Economics.- 1. Volatility Estimation from a View Point of Entropy (J. Akahori, R. Namba, and A.Watanabe).- 2. Stochastic models associated with nonlinear PDEs (Y. Belopolskaya).- 3. Asymptotic analysis in problems with fractional processes (P. Chigansky, and M. Kleptsyna).- 4. No arbitrage and the existence of ACLMMs in general diffusion models (D. Criens, and M. Urusov).- 5. On some regime switching diffusions and their applications ( M. L. Esqu´ıvel, N.  P. Krasii, and P. P.  Mota ).- 6. Shepp and Shiryaev: The Russian Option (P. A. Ernst).- 7. On PioneeringWorks of Albert Shiryaev on Markov Decision Processes and Some Later Developments (E. A. Feinberg).- 8. Model-free analysis of the volatility smile (M. Fukasawa).- 9. A New Look at Optional Semimartingales (L. I. Galtchouk).- 10. On the probabilistic solution of ODEs by MonteCarlo generation of random trees (Q. Huang, and N. Privault).- 11. Skew Brownian Motion and Related Diffusions (I. Karatzas).- 12. Self-Consistent Transport in Heterogeneous-Agent Models (A. Lyasoff).- 13. Martingale functions of a Brownian Motion and their relation with general solutions of functional equations (M. Mania, and R. Tevzadze).- 14. Pricing under the Benchmark Approach (E. Platen).- 15. The Nonlinear Volterra Integral Equation for the Early Exercise Boundary of American Put Option (M. Shashiashvili, B. Dochviri, and G. Lominashvili).- 16. Brownian Motion and the Fredholm Determinant (K. Tanaka).- 17. F-divergences and predictable processes in Probability and Mathematical Finance (L. Vostrikova).- 18. Shareholder Unanimity: A Survey from the Viewpoint of Incomplete Markets (M. Zierhut, and C. Hara).- 19 Hierarchical Structure of Uncertainty (T. Adachi).-Part II. Probability Theory and Statistics of Random Processes.- 20. Spectral characterization of the family of $\alpha$-Stable processes that generalize Gaussian process models (N. Azzaoui, G. Peters, A. Guillin, and T. Matsui).- 21.Stationary Processes, Wiener-Granger Causality, and Matrix Spectral Factorization. (L. Ephremidze, and S. Vatsadze).- 22. On Markovian sufficient statistics in non-additive disorder problems for jump-diffusion processes (P. V. Gapeev).- 23. Maximum Likelihood Estimators for Diffusion–type Processes (N. Kordzakhia, A. Novikov, A. Shiryaev, and S. Alexander).- 24. On Dobrushin’s Central Limit Theorem for non-homogeneous Markov chains   (A. Nurieva, and A. Veretennikov).- 25. Limit Theorems on the Sojourn Time of a Stochastic Walk at a Multidimensional Lattice Point (G. Popov, and E. Yarovaya).- 26. Symmetric Case of Locks, Bombs and Testing Model (I. M. Sonin) .- 27. Normal Distribution: Some Recent Results and Twelve Open Questions (J. M. Stoyanov).