protter philip (24 Ergebnisse)

paperback. Zustand: Good. Light notes throughout. The copy shows minor external wear, but is in otherwise clean condition.

Zustand: Good. Springer Verlag, 1990. Cover lightly rubbed, sunned in patches, spine sunned, corners and spine ends very lightly bumped; binding tight; cover, edges, and interior intact and clean except as noted. hardcover. Good.

Hardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 PRO 9783540509967 Sprache: Englisch Gewicht in Gramm: 1150.

paperback. Zustand: Befriedigend. 312 Seiten; 9783540509967.4 Gewicht in Gramm: 1.

Hardcover. Zustand: Very Good. 2012. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

kartoniert. Zustand: Sehr gut. Zust: Gutes Exemplar. 250 Seiten, mit Abbildungen, Englisch 356g.

Paperback. Zustand: Brand New. 2nd sub edition. 254 pages. German language. 10.00x6.00x0.75 inches. In Stock.

Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 312 | Sprache: Englisch | Produktart: Bücher | The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.

Zustand: New. In the words of one reviewer: Normally graduate students need two books, one on measure theory and one on probability theory. This book contains (most of) the essentials of both fields and students can go on directly to Oksendal s book on SDE theory. I wou.

Zustand: New. 1996. 1996th Edition. paperback. . . . . . Books ship from the US and Ireland.

second edition 2.1 - sehr guter Zustand, Hardcover, h4, Springer-Verlag.

Hardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 PRO 2nd.ed 9783540003137 Sprache: Englisch Gewicht in Gramm: 1150.

gebundene Ausgabe. Zustand: Sehr gut. Applications of Mathematics, Volume 21. Zust: Gutes Exemplar. 302 Seiten, Englisch 600g.

Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 312 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Zustand: New.

Zustand: New.

Hardcover. Zustand: Brand New. 2nd edition. 415 pages. German language. 9.25x6.25x1.00 inches. In Stock.

Zustand: New. Series: Stochastic Modelling and Applied Probability. Num Pages: 428 pages, biography. BIC Classification: PBKJ; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 157 x 23. Weight in Grams: 656. . 2010. 2nd ed. 2005. Paperback. . . . . Books ship from the US and Ireland.

Gebundene Ausgabe. Zustand: Sehr gut. Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.

Zustand: New. Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation. Series: Stochastic Modelling and Applied Probability. Num Pages: 428 pages, biography. BIC Classification: PBKJ; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 228 x 148 x 23. Weight in Grams: 786. . 2003. 2nd Corrected ed. 2005. Corr. 2nd printing 2005. Hardback. . . . . Books ship from the US and Ireland.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.

Hardcover. Zustand: Brand New. 2012 edition. 600 pages. 9.00x6.00x1.25 inches. In Stock.

Zustand: New. Using classic statistical tools, this book synthesizes ten years of research to establish a sohisticated theory of how to go about estimating not just scalar parameters of a proposed model, but also the underlying structure of the model itself. Series: Stochastic Modelling and Applied Probability. Num Pages: 612 pages, biography. BIC Classification: KCH; PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 33. Weight in Grams: 1070. . 2011. 2012. Hardback. . . . . Books ship from the US and Ireland.