Diffusions, Markov processes, and martingales.

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Diffusions, Markov processes, and martingales. tII, Itô calculus /

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Bibliografiske detaljer
Hovedforfatter:	Rogers, L. C. G.
Andre forfattere:	Williams, D. 1938-
Format:	Sách giấy
Udgivet:	Cambridge, U.K. ; New York : Cambridge University Press, 2000
Udgivelse:	2nd ed.
Serier:	Cambridge mathematical library
Fag:	Diffusion processes. Markov processes. Martingales (Mathematics)
Online adgang:	Table of contents Publisher description
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

Lignende værker

Diffusions, Markov processes, and martingales.
af: Rogers, L. C. G.
Udgivet: (2000)

General irreducible Markov chains and non-negative operators /
af: Nummelin, Esa
Udgivet: (1984)

Xấp xỉ Martingale trong định lý giới hạn trung tâm :
af: Trần, Trường Hải
Udgivet: (2015)

Bất đẳng thức mũ cho quá trình Martingale và ứng dụng :
af: Trần, Dân An
Udgivet: (2017)

Finite Markov chains
af: Kemeny, T. G.
Udgivet: (1960)

Tốc độ hội tụ trong định lý giới hạn trung tâm cho quá trình Martingale :
af: Chế, Ngọc Hà
Udgivet: (2014)

Xích Markov và ứng dụng :
af: Kiều, Ngọc Thuận
Udgivet: (2013)

Randomized algorithms : approximation, generation, and counting /
af: Bubley, Russ, 1974-
Udgivet: (2001)

Một số kết quả liên quan đến quá trình Markov :
af: Nguyễn, Thị Thu Hà
Udgivet: (2018)

Mô hình Markov ẩn của quá trình giá cổ phiếu :
af: Trần, Văn Trọng
Udgivet: (2017)

Mô hình Markov ẩn: ước lượng, mô phỏng và ứng dụng :
af: Phan, Thị Anh Đào
Udgivet: (2020)

Ước lượng tham số của mô hình Markov ẩn bằng giải thuật EM :
af: Trần, Thanh Sang
Udgivet: (2015)

Định lý giới hạn cho quá trình Markov trong môi trường ngẫu nhiên dừng :
af: Nguyễn, Phú Hòa
Udgivet: (2016)

Tốc độ hội tụ trong các định lý giới hạn cho quá trình Markov :
af: Mai, Văn Gấm
Udgivet: (2020)

Nghiên cứu hàm mật độ chỉ số sáng tại TP. Cần Thơ bằng dữ liệu mô phỏng từ mô hình Markov ẩn :
af: Trần, Văn Lý
Udgivet: (2015)

Affine Diffusions and Related Processes: Simulation, Theory and Applications
af: Alfonsi, Aurélien
Udgivet: (2015)

Martingale và một số định lý hội tụ
af: Huỳnh, Bảo Tuyên
Udgivet: (2023)

Martingale và một số định lý hội tụ
af: Vũ, Văn Thông, et al.
Udgivet: (2024)

Ứng dụng xích Markov trong xác định CpG Island :
af: Trần, Thị Thùy Dung
Udgivet: (2014)

Optimized Response-Adaptive Clinical Trials: Sequential Treatment Allocation Based on Markov Decision Problems
af: Ondra, Thomas
Udgivet: (2015)

General irreducible Markov chains and non-negative operators /
af: Nummelin, Esa.
Udgivet: (1984)

Laplace approximations for large deviations of diffusion processes on Euclidean spaces /
af: Liang, Song.

Thermodynamics of irreversible processes
af: Kuiken, G. D. C.

Limit theorems for random degenerate diffusions /
af: Basak, Gopal K.

Markov chain Monte Carlo : stochastic simulation for Bayesian inference.
af: Gamerman, Dani.
Udgivet: (2006)

Phương pháp chọn mẫu quét ngẫu nhiên GIBBS và ứng dụng :
af: Trần, Quốc Tuấn
Udgivet: (2016)

The mathematics of diffusion
af: J Crank
Udgivet: (1975)

Transition density estimates for diffusion processes on homogeneous random Sierpinski carpets /

Một số phương pháp chứng minh luật mạnh số lớn tổng quát đối với hiệu Martingale Khóa luận tốt nghiệp : Ngành Sư phạm Toán học: Trình độ : Đại học
af: Nguyễn, Văn Duyên
Udgivet: (2010)

Markov or non-Markov property of cM-X processes /
af: Matsumoto, Hiroyuki.

On some ergodic theorems for a Brownian motion on a compact manifold and an Ornstein-Uhlenbeck process /
af: Yamazaki, Youichi.

Markov random fields and their applications /
af: Kindermann, Ross, 1950-
Udgivet: (1980)

Evaluation and optimization of kernel file readaheads based on Markov decision models /
af: Xu, Chenfeng.

Mô hình bảo hiểm nhiều trạng thái :
af: Lê, Văn Nhất
Udgivet: (2010)

Green, Brown, and probability & Brownian motion on the line /
af: Chung, Kai Lai, 1917-
Udgivet: (2002)

From network problem to cycle processes /
af: Kalpazidou, Sophia L.

Phương pháp xích Markov Monte Carlo và ứng dụng :
af: Trần, Công Lý
Udgivet: (2009)

Độ đo phổ của toán tử tuyến tính dừng và ứng dụng :
af: Đỗ, Thị Thiên Trang
Udgivet: (2015)

Turning back time--What impact on performance ? /
af: Harrison, Peter G.

Gaussian Markov random fields : theory and applications
af: Rue, Havard
Udgivet: (2005)