資料詳細

  • 1 件中、 1 件目

[ 洋図書 ] Structured dependence between stochastic processes / ( Encyclopedia of mathematics and its applications ; 175 )

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski. -- Cambridge University Press, -- 2020, --

所蔵

所蔵は 1 件です。

所蔵館 所蔵場所 資料区分 請求記号 資料コード 所蔵状態 資料の利用
配架日 協力貸出 利用状況 返却予定日 資料取扱 予約数 付録注記 備考
中央 2F 一般洋図書 F/410.8/E56/E1-175 7113439190 配架図 Digital BookShelf
2021/03/31 可能 利用可   0

Eメールによる郵送複写申込みは、「東京都在住」の登録利用者の方が対象です。

    • 統合検索
      都内図書館の所蔵を
      横断検索します。       類似資料 AI Shelf
      この資料に類似した資料を
      AIが紹介します。

ページの先頭へ

資料詳細 閉じる

ISBN 1107154251 (hardcover)
ISBN13桁 9781107154254 (hardcover)
無効なISBN等 9781108895378 (PDF ebook)
テキストの言語 英語                  
分類：NDC10版 410.8
個人著者標目 Bielecki, Tomasz R.,
生没年等 1955-
本タイトル Structured dependence between stochastic processes /
著者名 Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski.
出版地・頒布地 Cambridge, United Kingdom ;
出版者・頒布者名 Cambridge University Press,
出版年・頒布年 2020,
数量 viii, 269 pages :
他の形態的事項 illustrations ;
大きさ 24 cm.
書誌注記 Includes bibliographical references (pages [259]-263) and indexes.
内容注記 Strong Markov consistency of multivariate Markov families and processes -- Consistency of finite multivariate Markov chains -- Consistency of finite multivariate conditional Markov chains -- Consistency of multivariate special semimartingales -- Strong Markov family structures -- Markov chain structures -- Conditional Markov chain structures -- Special semimartingale structures -- Archimedean survival processes, Markov consistency, ASP structures -- Generalized multivariate Hawkes processes -- Applications of stochastic structures.
要約、抄録、注釈等 "The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena. Encyclopedia of Mathematics and Its Applications This series is devoted to significant topics or themes that have wide application in mathematics or mathematical science and for which a detailed development of the abstract theory is less important than a thorough and concrete exploration of the implications and applications. Books in the Encyclopedia of Mathematics and Its Applications cover their subjects comprehensively. Less important results may be summarized as exercises at the ends of chapters. For technicalities, readers can be referred to the bibliography, which is expected to be comprehensive. As a result, volumes are encyclopedic references or manageable guides to major subjects"--Provided by publisher.
著者標目 Jakubowski, Jacek.
Niewęgłowski, Mariusz, 1976-
統一タイトル(シリーズ副出標目) Encyclopedia of mathematics and its applications ;
シリーズの巻次 v. 175.
シリーズ名・巻次 Encyclopedia of mathematics and its applications ; 175
一般件名 Markov processes.
Dependence (Statistics)
資料情報1 『Structured dependence between stochastic processes /』（Encyclopedia of mathematics and its applications ; 175）　Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski.　Cambridge University Press,　2020, （所蔵館：中央　 請求記号：F/410.8/E56/E1-175　 資料コード：7113439190）
URL https://catalog.library.metro.tokyo.lg.jp/winj/opac/switch-detail.do?lang=ja&bibid=1352045679

ページの先頭へ