Yuliya Mishura, Georgiy Shevchenko

Gebundenes Buch

Theory and Statistical Applications of Stochastic Processes

Beschreibung

This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes.

Autor

Yuliya Mishura is Full Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics at Taras Shevchenko National University of Kyiv. Her research interests include martingale theory, fractional processes, stochastic differential equations, the statistics of stochastic processes and financial mathematics. Georgiy Shevchenko is Full Professor in the Department of Probability Theory, Statistics and Actuarial Mathematics at Taras Shevchenko National University of Kyiv. His research interests include stochastic analysis, stochastic differential equations, models with long memory, the statistics of stochastic processes and financial mathematics.

Produktdetails

• Verlag: Wiley
• Seitenzahl: 400
• Erscheinungstermin: 14. November 2017
• Englisch
• Abmessung: 236mm x 163mm x 25mm
• Gewicht: 998g
• ISBN-13: 9781786300508
• ISBN-10: 1786300508
• Artikelnr.: 47593293