Jean Jacod, Philip Protter大牛力作 Discretization of Processes

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Jean Jacod, Philip Protter, “Discretization of Processes” 3642241263Discretization.pdf (4.46 MB, 需要: 5 个论坛币)

2012-2-8 09:54:38 上传

Discretization of Processes (Stochastic Modelling and Applied Probability)
需要: 5 个论坛币  [购买]

Sp nger | 2011 | ISBN: 3642241263 | 610 pages | PDF | 4,5 MB

In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes.

Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, “In God we trust; all others must bring data.” This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.

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关键词：Processes Protter Process Philip Jacod especially structure finance justify through

作者都是很厉害的大牛。

谢谢分享，下载学习。。。

fbfidwsa 发表于 2012-2-10 13:03
谢谢分享，下载学习。。。

不客气，有人识货就好！

感谢分享，这两位绝对牛逼，不过还不知道有新作了

jerryren 发表于 2012-2-12 00:21
感谢分享，这两位绝对牛逼，不过还不知道有新作了

对的，我也是偶然看到的。

谢谢分享

sunshinefd 发表于 2012-6-10 12:42
谢谢分享

谢谢支持

谢分享！

xsfh3000 发表于 2012-6-13 23:32
谢分享！

不客气的。