llibretto
发表于 2025-3-23 10:59:56
https://doi.org/10.1007/978-3-662-06682-9ced as well as the larger, more general, class of Lévy processes. Further, a significant introduction to random measures and marked counting processes is also given as a support for the analysis of relevant applications. This new edition includes a rigorous introduction to both Gaussian and Poisson white noises.
痛苦一下
发表于 2025-3-23 14:14:46
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清楚
发表于 2025-3-23 20:32:41
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Factual
发表于 2025-3-23 22:37:03
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恃强凌弱的人
发表于 2025-3-24 05:34:30
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Pander
发表于 2025-3-24 10:30:43
Applications to Finance and Insurancengales and Girsanov’s theorem. It explains the standard Black–Scholes theory and relates it to Kolmogorov’s partial differential equations and the Feynman–Kac formula. Extensions and variations of the standard theory are discussed as well as interest rate models and insurance mathematics.
重叠
发表于 2025-3-24 10:48:55
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1FAWN
发表于 2025-3-24 16:45:23
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Spinal-Fusion
发表于 2025-3-24 21:59:11
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根除
发表于 2025-3-25 02:58:56
https://doi.org/10.1007/978-3-662-06682-9on processes with independent increments, martingales, and Markov processes. The two fundamental classes of processes, Poisson and Wiener, are introduced as well as the larger, more general, class of Lévy processes. Further, a significant introduction to random measures and marked counting processes