Browsing Libros by Subject "Análisis Estocástico"

Now showing items 1-4 of 4

An introduction to stochastic processes in physics

Lemons, Don Stephen (Johns Hopkins University Press, 2002)

Students will find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that he or she has already encountered.
Lévy processes and stochastic calculus. 2nd ed.

Applebaum, David (Cambridge University Press, 2009)

Levy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. In this text Applebaum ...
Stochastic calculus for fractional Brownian motion and related processes

Mishura, Yuliya S. (Springer-Verlag, 2008)

This volume examines the theory of fractional Brownian motion and other long-memory processes. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of ...
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School, held in Bressanone/Brixen, Italy, July 6-12, 2003

Back, Kerry; Peng, Shige; Bielecki, Tomasz R.; Schachermayer, Walter; Hipp, Christian (Springer, 2004)

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