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Structured Dependence between Stochastic Processes (Hardcover)
Loot Price: R1,986
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Structured Dependence between Stochastic Processes (Hardcover)
Series: Encyclopedia of Mathematics and its Applications
Expected to ship within 9 - 15 working days
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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.
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