Contacto
Como comprar
Entrega
Guia de compras
Ambit Stochastics
Inglês
341 b
Até 30 dias para devoluções
Os clientes também compraram
/
Livro de capa dura
14.63
€
/
Capa mole
15.44
€
/
Livro de capa dura
167.90
€
/
Capa mole
15.64
€
/
Capa mole
16.25
€
/
Capa mole
17.17
€
/
Capa mole
18.18
€
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.
Sobre o livro
Inglês
Categorias
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Capa mole
14.93
€
/
Capa mole
14.93
€
/
Livro de capa dura
206.01
€
/
Capa mole
15.85
€
