Statistical Methods for Stochastic Differential Equations - Couverture rigide

Livre 40 sur 110: ISSN

Kessler, Mathieu; Lindner, Alexander; Sorensen, Michael

 
9781439849408: Statistical Methods for Stochastic Differential Equations

Synopsis

The seventh volume in the SemStat series, this book presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible both to new students and seasoned researchers, each chapter starts with introductions to the topics and builds gradually toward discussing recent research. Chapters are self-contained and written by leading researchers from the field. The book includes applications to finance and econometrics.

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À propos de l?auteur

Matthieu Kessler, Department of Applied Mathematics and Statistics, University of Cartagena, Spain

Alexander Lindner, Institute of Mathematics and Statistics, TU Braunschweig, Germany

Michael Sorensen, Department of Mathematical Sciences, University of Copenhagen, Denmark

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.