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検索キーワード:(件名: #Stochastic analysis)
該当件数:17件
Bayesian estimation of DSGE models / Edward P. Herbst and Frank Schorfheide
Princeton : Princeton University Press , c2016. - (The Econometric and Tinbergen Institutes lectures)
図書
Change of time and change of measure / Ole E. Barndorff-Nielsen, Albert Shiryaev
2nd ed. - New Jersey : World Scientific , c2015. - (Advanced series on statistical science & applied probability ; v. 21)
Feynman-Kac-type theorems and Gibbs measures on path space : with applications to rigorous quantum field theory / József Lőrinczi, Fumio Hiroshima, Volker Betz
Berlin : De Gruyter , c2011. - (De Gruyter studies in mathematics ; 34)
Stochastic dynamic macroeconomics : theory and empirical evidence / Gang Gong, Willi Semmler
Oxford : Oxford University Press , 2006
An introduction to mathematical finance : options and other topics / Sheldon M. Ross
: hardback. - Cambridge : Cambridge University Press , 1999
Elementary stochastic calculus : with finance in view / Thomas Mikosch
Singapore ; River Edge, N.J. : World Scientific , c1998. - (Advanced series on statistical science & applied probability ; v. 6)
Stochastic analysis / Paul Malliavin
: gw. - Berlin ; New York : Springer-Verlag , c1997. - (Grundlehren der mathematischen Wissenschaften ; Bd. 313)
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
: us,: gw. - 2nd ed. - New York ; Tokyo : Springer-Verlag , c1991. - (Graduate texts in mathematics ; 113)
: U.S.,: Germany. - New York ; Tokyo : Springer-Verlag , c1988. - (Graduate texts in mathematics ; 113)
Applied stochastic models and control in management / Charles S. Tapiero
Amsterdam ; Tokyo : North-Holland. - New York, N.Y., U.S.A. : Sole distributors for the U.S.A. and Canada, Elsevier Science , 1988. - (Advanced series in management ; v. 12)
Stochastic analysis of computer storage / by O.I. Aven, E.G. Coffman, Jr. and Y.A. Kogan
Dordrecht ; Tokyo : Reidel , c1987. - (Mathematics and its applications)
Stochastic modelling and analysis : a computational approach / Henk C. Tijms
Chichester : Wiley , c1986. - (Wiley series in probability and mathematical statistics ; . Applied probability and statistics)
Nonstandard methods in stochastic analysis and mathematical physics / Sergio Albeverio ... [et al.]
: pbk. - Orlando ; Tokyo : Academic Press , 1986. - (Pure and applied mathematics ; 122)
Stochastic methods in economics and finance / A.G. Malliaris ; with a foreword and contributions by W.A. Brock
Amsterdam ; Tokyo : North-Holland. - New York : Distributors for the United States and Canada, Elsevier Science , c1982. - (Advanced textbooks in economics ; v. 17)
Stochastic dynamic properties of linear econometric models / Jürgen Wolters
: gw,: U.S.. - Berlin ; New York : Springer-Verlag , 1980. - (Lecture notes in economics and mathematical systems ; v. 182)
Applied optimal control / edited by A. Bensoussan, P.R. Kleindorfer, Ch. S. Tapiero
Amsterdam ; New York : North-Holland Pub. Company. - New York : sole distributors for the U.S.A. and Canada, Elsevier North-Holland , 1978. - (TIMS studies in the management sciences ; v. 9)
Communication nets : stochastic message flow and delay / Leonard Kleinrock
New York : McGraw-Hill , c1964. - (Lincoln Laboratory publications)