multidimensional diffusion processes (23 resultados)

Hardcover. Condición: Fair with no dust jacket. Ex university library copy-sticker on rear cover and last page, pocket on inside rear cover, call # inked out on spine. Corners worn, clear tape reinforced spine. Wear to edges. Typical internal stamps including withdrawn stamps. Front hinge a little loose ; A reading copy only. Grundlehren der mathematischen Wissenschaften 233 A Series of Comprehensive Studies in Mathematics. Text is in English. ; Ex-Library; 6 5/8 x 9 3/4 "; 338 pages.

hardcover. Condición: Very Good. NOT ex-library. Pages are clean and crisp, no markings. Cover shows some wear from age. 100% of proceeds go toward promoting literacy in under-served areas of the world.

hardcover. Condición: Very Good. Book is in nice condition, text is unmarked and pages are tight. Cover has light corner wear.

Hardcover. Condición: Very Good. Some sunning to covers, very lightly crimped corners, otherwise text clean and solid; no dust jacket; Grundlehern Der Mathematischen Wissenschaften 233; 8vo 8" - 9" tall; 338 pages.

XII/338 S./pp., Originalpappband (publisher's cardboard covers), Bibliotheksexemplar in gutem Zustand / exlibrary in good condition (Stempel auf Titel / title stamped, Rückenschildchen / lettering pannel to the spine, Block sehr gut / contents fine, keine Unterstreichungen oder Anstreichungen / no underlining or remarks, in Folie eingeschlagen / wrapped up in foil), (Grundlehren der mathematischen Wissenschaften 233), Sprache: englisch.

Hardcover. XII, 338 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. D03561 3540903534 Sprache: Englisch Gewicht in Gramm: 1150.

Hardcover. XII, 338 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. D03546 3540903534 Sprache: Englisch Gewicht in Gramm: 1150.

1.Auflage,. xii, 338 Seiten Einband etwas berieben, Bibl.Ex., innen guter und sauberer Zustand 9783540903536 Sprache: Englisch Gewicht in Gramm: 900 8° , Leinen- Hardcover/Pappeinband,

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:3540903534.

Paperback. Condición: Fine. Reprint. Fine in Wraps: flawless; the binding is square and secure; the text is clean. Free of creases to the panels. Free of creases to the back-strip. Free of creased or dog-eared pages in the text. Free of any underlining, hi-lighting or marginalia or marks in the text. Free of ownership names, dates, addresses, notations, inscriptions, stamps, or labels. A handsome, like-new copy, structurally sound and tightly bound, showing no discernible imperfections. NOT a Remainder, Book-Club, or Ex-Library. 8vo (9.25 x 6.15 x 0.95 inches) . Language: English. Weight: 20 ounces. Yellow self-wrappers with dark blue titles at the front panel and backstrip. This title was first published in 1977. Paperback: French wraps (with DJ-like flaps. This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view. ; Classics in Mathematics; Large 8vo 9" - 10" tall; xii, 338 pages.

Condición: Used. pp. 356 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Paperback. Condición: Brand New. 2006 edition. 338 pages. 9.00x6.00x0.75 inches. In Stock.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 'This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (.) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (.) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view.' Mathematische Operationsforschung und Statistik, 1981.

Taschenbuch. Condición: Neu. Neuware -'This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (.) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (.) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view.' Mathematische Operationsforschung und Statistik, 1981Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 356 pp. Englisch.

Taschenbuch. Condición: Neu. Multidimensional Diffusion Processes | S. R. S. Varadhan (u. a.) | Taschenbuch | xii | Englisch | 2014 | Springer Spektrum | EAN 9783662222010 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Condición: new.

Hardcover/Pappeinband. Condición: Gut. XII, 338 pages; 25 cm. Good. Ex-library with usual markings. Clean pages. Sprache: Englisch Gewicht in Gramm: 899.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -From the reviews: 'This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [.] This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view.' Mathematische Operationsforschung und Statistik 356 pp. Englisch.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Applies martingale theory to the theory of Markov processesPresents proofs and techniques in an easily adaptable styleIntroductory summaries of standard probability theory and measure theory review basic knowledge before launc.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Diffusion processes are widely used in many applied disciplines, such as biology, physics and financial mathematics. From the applied perspective multivariate diffusions are more interesting than scalar ones since only multidimensional models can describe the evolution of variables which interact among themselves. It is therefore very important to be able to identify such models starting from the observed data. However, while the scalar case has been widely studied, there are very few results for the multidimensional problem since these models present greater difficulties. This work provides a first insight into the problem of identification of multidimensional diffusions: the purpose is to estimate density and drift by the observation of a trajectory of a d-dimensional homogeneous diffusion process with a unique invariant density. Estimators of the kernel type are proposed and their asymptotic properties are studied using different criteria. Rates of convergence are also provided. Performance of the estimators are examined in a simulation study, showing encouraging results. This analysis should be useful to researchers in the field and to anyone who may need to study this subject.