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Structured Dependence between Stochastic Processes(Encyclopedia of Mathematics and its Applications 175) hardcover 278 p. 20

Bielecki, Tomasz R., Jakubowski, Jacek, Niewȩgłowski, Mariusz  著

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発行年月 2020年08月
出版社/提供元
出版国 アメリカ合衆国
言語 英語
媒体 冊子
装丁 hardcover
ページ数/巻数 278 p.
ジャンル 洋書
ISBN 9781107154254
商品コード 1031360927
本の性格 学術書
新刊案内掲載月 2020年03月
商品URL
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https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=1031360927

著者紹介

Jakubowski, Jacek(著者):Uniwersytet Warszawski, Poland

内容

The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena.

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