Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté : électronique
Auteur(s) : Kabanov, Yuri
Bachelier colloquium on stochastic calculus and probability (2 ; 2005 ; Métabief,
France)
Liptser, Robert Shevilevich (1936-2019)
Stoyanov, Jordan M.
Stoyanov, Jordan
Titre(s) : From stochastic calculus to mathematical finance [Texte électronique] : the Shiryaev Festschrift / Yu. Kabanov, R. Liptser, J. Stoyanov
Publication : Berlin, Heidelberg : Springer Berlin Heidelberg : Springer e-books, 2006
Description matérielle : 1 online resource
Note(s) : Titre provenant de la page de titre du document numérisé. - Numérisation de l'édition de Berlin : Springer, cop. 2006. - Notes bibliogr
Fichiers PDF.
Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of
his 70th birthday, the Festschrift is a collection of papers, including several surveys,
written by his former students, co-authors and colleagues. These reflect the wide
range of scientific interests of the teacher and his Moscow school. The topics range
from the disorder problems to stochastic calculus and their applications to mathematical
economics and finance. A full biobibliography of Shiryaev's works is included. The
book represents the modern state of art of many aspects of a quickly maturing theory
and will be an essential source and reading for researchers in this area. The diversity
of the topics and the comprehensive style of the papers make the book amenable and
attractive for PhD students and young researchers
Sujet(s) : Optimisation mathématique
Processus stochastiques
Distribution (théorie des probabilités)
Genre ou forme : Actes de congrès
Indice(s) Dewey :
519.2 (23e éd.) = Probabilités
Identifiants, prix et caractéristiques : ISBN 9783540307884
Identifiant de la notice : ark:/12148/cb446854121
Notice n° :
FRBNF44685412
(notice reprise d'un réservoir extérieur)
