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Type: BOOK - Published: 2010-08-19 - Publisher: World Scientific
This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with
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Type: BOOK - Published: 2001 - Publisher:
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Type: BOOK - Published: 2011 - Publisher: World Scientific
Pt. I. Stochastic analysis and systems. 1. Multidimensional Wick-Ito formula for Gaussian processes / D. Nualart and S. Ortiz-Latorre. 2. Fractional white noise
Language: en
Pages: 274
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Type: BOOK - Published: 2011 - Publisher: World Scientific
This book introduces some advanced topics in probability theories ? both pure and applied ? is divided into two parts. The first part deals with the analysis of
Language: en
Pages: 605
Pages: 605
Type: BOOK - Published: 2012-08-10 - Publisher: World Scientific
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f