Monografie

Large deviations techniques and applications

to connected objects

Edition: Corr. print.

Language: Englisch

Extent: XVI, 396 S.

ISBN: 978-3-642-03310-0

Identifier: 99490925X

Series: Stochastic modelling and applied probability; 38

Subject

Große Abweichung

Contributor

Dembo, Amir
Zaitûnî, ʿOfer

Table of contents: https://d-nb.info/99490925X/04

Rights: Der Zugriff auf Teile des Objekts ist unbeschränkt möglich.

Last update: 16.08.2023, 6:38 PM CEST

Data provider

Deutsche Nationalbibliothek

Show original at data provider

Object type

Monografie

Associated

Dembo, Amir
Zaitûnî, ʿOfer

Other Objects (12)

Monografie

Continuous-time stochastic control and optimization with financial applications

Monografie

Continuous-time Markov decision processes : theory and applications

Monografie

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Monografie

Stochastic Simulation : Algorithms and Analysis

Monografie

Discretization of processes

Monografie

Martingale methods in financial modelling

Monografie

Optimal stopping rules

Monografie

Controlled diffusion processes

Monografie

Numerical solutions of stochastic differential equations with jumps in finance

Monografie

Stochastic stability of differential equations

Monografie

Limit theorems for multi-indexed sums of random variables

Monografie

Stable Convergence and Stable Limit Theorems

Monografie

Continuous-time stochastic control and optimization with financial applications

Monografie

Continuous-time Markov decision processes : theory and applications

Monografie

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Monografie

Stochastic Simulation : Algorithms and Analysis

Monografie

Discretization of processes

Monografie

Martingale methods in financial modelling

Monografie

Optimal stopping rules

Monografie

Controlled diffusion processes

Monografie

Numerical solutions of stochastic differential equations with jumps in finance

Monografie

Stochastic stability of differential equations

Monografie

Limit theorems for multi-indexed sums of random variables

Monografie

Stable Convergence and Stable Limit Theorems

Monografie

Continuous-time stochastic control and optimization with financial applications

Monografie

Continuous-time Markov decision processes : theory and applications

Monografie

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Monografie

Stochastic Simulation : Algorithms and Analysis

Monografie

Discretization of processes

Monografie

Martingale methods in financial modelling

Monografie

Optimal stopping rules

Monografie

Controlled diffusion processes

Monografie

Numerical solutions of stochastic differential equations with jumps in finance

Monografie

Stochastic stability of differential equations

Monografie

Limit theorems for multi-indexed sums of random variables

Monografie

Stable Convergence and Stable Limit Theorems

Create user account

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

* I have read the terms of use and the privacy policy for the collection of personal data and accept them.

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Large deviations techniques and applications

Object Details

References and Relationships

Classification and Topics

Contributors, Location and Time

Further information

Data provider

Object type

Associated

Other Objects (12)

Continuous-time stochastic control and optimization with financial applications

Continuous-time Markov decision processes : theory and applications

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Stochastic Simulation : Algorithms and Analysis

Discretization of processes

Martingale methods in financial modelling

Optimal stopping rules

Controlled diffusion processes

Numerical solutions of stochastic differential equations with jumps in finance

Stochastic stability of differential equations

Limit theorems for multi-indexed sums of random variables

Stable Convergence and Stable Limit Theorems

Continuous-time stochastic control and optimization with financial applications

Continuous-time Markov decision processes : theory and applications

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Stochastic Simulation : Algorithms and Analysis

Discretization of processes

Martingale methods in financial modelling

Optimal stopping rules

Controlled diffusion processes

Numerical solutions of stochastic differential equations with jumps in finance

Stochastic stability of differential equations

Limit theorems for multi-indexed sums of random variables

Stable Convergence and Stable Limit Theorems

Continuous-time stochastic control and optimization with financial applications

Continuous-time Markov decision processes : theory and applications

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Stochastic Simulation : Algorithms and Analysis

Discretization of processes

Martingale methods in financial modelling

Optimal stopping rules

Controlled diffusion processes

Numerical solutions of stochastic differential equations with jumps in finance

Stochastic stability of differential equations

Limit theorems for multi-indexed sums of random variables

Stable Convergence and Stable Limit Theorems

Related objects