Statistical Methods for Stochastic Differential Equations

Statistical Methods for Stochastic Differential Equations 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. Autor: Mathieu Kessler, Alexander Lindner Wydawnictwo: Taylor & Francis Rok wydania: 2012 Okładka: twarda Liczba stron: 508 Wymiary: 24 x 16 x 3.3 cm Ilustracje: 1 Tables, black and white; 17 Illustrations, black and white Język: angielski ISBN: 9781439849408