Ditemukan 87 dokumen yang sesuai dengan query
Heyman, Daniel P., author
New York: McGraw-Hill, 1982
001.424 HEY s
Buku Teks Universitas Indonesia Library
This book constitutes the refereed proceedings of the 19th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2012, held in Grenoble, France, in June 2012. The 20 revised full papers presented were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on...
Berlin : Springer-Verlag, 2012
e20410486
eBooks Universitas Indonesia Library
Since the early eighties, Ali Suleyman Ustunel has been one of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave exciting talks in honor of his 60th birthday. The present volume includes scientific contributions from this workshop. Probability...
Berlin: Springer-Verlag, 2012
e20419574
eBooks Universitas Indonesia Library
Pennsylvania: Dowden, Hutchinson & Ross, 1977
519 LIN (1)
Buku Teks Universitas Indonesia Library
Berlin: Springer-Verlag, 1992
621.367 STO
Buku Teks Universitas Indonesia Library
Gelhar, Lynn W.
Engliwood Cliffs: Prentice-Hall, 1993
551.49 GEL s
Buku Teks Universitas Indonesia Library
Linton, Oliver B., author
This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments...
Cambridge: Cambridge University Press, 2019
332 LIN f
Buku Teks Universitas Indonesia Library
Oskowski, Adam, author
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables...
Basel: [Springer, ], 2012
e20419468
eBooks Universitas Indonesia Library
Deuschel, Jean-Dominique, editor
This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront...
Berlin: [Springer, ], 2012
e20419829
eBooks Universitas Indonesia Library
Durrett, Richard, author
This book is covers Markov chains in discrete and continuous time, poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding....
New York: Springer, 2012
e20420355
eBooks Universitas Indonesia Library
