Simulation and chaotic behavior of α-stable stochastic processes

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Simulation and chaotic behavior of α-stable stochastic processes

種類:

図書

責任表示:

Aleksander Janicki, Aleksander Weron

出版情報:

New York : M. Dekker, c1994

著者名:

シリーズ名:

Monographs and textbooks in pure and applied mathematics ; 178 <BA00046446>

ISBN:

9780824788827 [0824788826]

注記:

Includes bibliographical references (p. 339-352) and index

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子書誌情報

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詳細

主題:	Stochastic processes--Data processing
分類・件名:	LCC : QA274 DDC : 003/.76 NDC8 : 007.1 NDC8 : 417.1 LCSH : Stochastic processes -- Data processing
LCCN:	93021359
TTLL:	eng
言語:	英語
形態:	vii, 355 p. : ill. ; 24 cm
書誌ID:	BA21528365

内容紹介

目次情報

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1 電子ブック Tempered Stable Distributions : Stochastic Models for Multiscale Processes Grabchak, Michael., SpringerLink (Online service) Springer International Publishing : Imprint: Springer	7 電子ブック Chaos — The Interplay Between Stochastic and Deterministic Behaviour : Proceedings of the XXXIst Winter School of Theoretical Physics Held in Karpacz, Poland … Garbaczewski, Piotr., Wolf, Marek., Weron, Aleksander., SpringerLink (Online service) Springer Berlin Heidelberg : Imprint: Springer
2 図書 Chaotic behavior Abraham, Ralph, 1936-, Shaw, Christopher D. Aerial Press	8 図書 Probability theory on vector spaces : proceedings, Trzebieszowice, Poland, September 1977 Conference on Probability Theory on Vector Spaces, Weron, Aleksander, 1945- Springer-Verlag
3 図書 Stable non-Gaussian random processes : stochastic models with infinite variance Samorodnitsky, Gennady, Taqqu, Murad S Chapman & Hall/CRC	9 図書 Probability theory on vector spaces II : proceedings, Błażejewko, Poland, September 17-23, 1979 International Conference on Probability Theory on Vector Spaces, Weron, Aleksander, 1945- Springer-Verlag
4 図書 Randomized algorithms Motwani, Rajeev, Raghavan, Prabhakar Cambridge University Press	10 電子ブック Stochastic Simulation [e-books] Asmussen, Søren, Glynn, Peter W., SpringerLink (Online service) Springer Science+Business Media, LLC
5 図書 Stochastic simulation Ripley, Brian D., 1952- J. Wiley	11 電子ブック Stochastic Analysis for Finance with Simulations Choe, Geon Ho., SpringerLink (Online service) Springer International Publishing : Imprint: Springer
6 電子ブック Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes Iacus, Stefano M., Yoshida, Nakahiro., SpringerLink (Online service) Springer International Publishing : Imprint: Springer	12 図書 Stochastic processes Doob, Joseph L. [s.n.]