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Structured Dependence between Stochastic Processes (Hardcover) Loot Price: R1,874
Discovery Miles 18 740
You Save: R1,207 (39%)
Structured Dependence between Stochastic Processes (Hardcover): Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Nieweglowski

Structured Dependence between Stochastic Processes (Hardcover)

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Nieweglowski

Series: Encyclopedia of Mathematics and its Applications

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List price R3,081 Loot Price R1,874 Discovery Miles 18 740 | Repayment Terms: R176 pm x 12* You Save R1,207 (39%)

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Encyclopedia of Mathematics and its Applications
Release date: April 2020
Authors: Tomasz R. Bielecki • Jacek Jakubowski • Mariusz Nieweglowski
Dimensions: 240 x 165 x 25mm (L x W x T)
Format: Hardcover
Pages: 278
ISBN-13: 978-1-107-15425-4
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Business & management > Management & management techniques > Operational research
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Science & Mathematics > Biology, life sciences > Life sciences: general issues > Neurosciences
Books > Earth & environment > Earth sciences > Structure & properties of the Earth > Volcanology & seismology
Books > Business & Economics > Finance & accounting > Finance > Insurance > General
Books > Science & Mathematics > Biology, life sciences > Life sciences: general issues > Genetics (non-medical) > General
Books > Money & Finance > Insurance > General
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LSN: 1-107-15425-1
Barcode: 9781107154254

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