Tous les livres numériques de la collection "Bocconi & Springer Series" - Springer

4 Livre(s)
Télécharger le livre : Stochastic Analysis for Poisson Point Processes
Stochastic Analysis for Poisson Point Processes
Giovanni Peccati , Matthias Reitzner
Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for...

Editeur : Springer
Parution : 2016-07-07
Collection : Bocconi & Springer Series ePub

139,09 €
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Télécharger le livre : Affine Diffusions and Related Processes: Simulation, Theory and Applications
Affine Diffusions and Related Processes: Simulation, Theory and Applications
Aurélien Alfonsi
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order...

Editeur : Springer
Parution : 2015-04-30
Collection : Bocconi & Springer Series PDF, ePub

53,49 €
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Télécharger le livre : Functionals of Multidimensional Diffusions with Applications to Finance
Functionals of Multidimensional Diffusions with Applications to Finance
Jan Baldeaux , Eckhard Platen
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an...

Editeur : Springer
Parution : 2013-08-13
Collection : Bocconi & Springer Series ePub

53,49 €
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Télécharger le livre : Selected Aspects of Fractional Brownian Motion
Selected Aspects of Fractional Brownian Motion
Ivan Nourdin
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments...

Editeur : Springer
Parution : 2013-01-17
Collection : Bocconi & Springer Series ePub

139,09 €
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