eBook - PDF

Structured Dependence between Stochastic Processes

Name: Structured Dependence between Stochastic Processes
ISBN: 9781108895378

Tomasz R. Bielecki,

Jacek Jakubowski,

Mariusz Niewȩgłowski,

English
PDF
Available on iOS & Android

eBook - PDF

Structured Dependence between Stochastic Processes

Tomasz R. Bielecki,

Jacek Jakubowski,

Mariusz Niewȩgłowski,

About this book

The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena.

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Yes, you can access Structured Dependence between Stochastic Processes by Tomasz R. Bielecki,Jacek Jakubowski,Mariusz Niewȩgłowski in PDF and/or ePUB format, as well as other popular books in Matemáticas & Probabilidad y estadística. We have over one million books available in our catalogue for you to explore.