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pro vyhledávání: '"Janusz Traple"'
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for t
Autor:
Andrzej Lasota, Janusz Traple
Publikováno v:
Chaos, Solitons & Fractals. 28:1271-1280
We show an estimate of the fractal and Hausdorff dimension of sets invariant with respect to families of transformations. This estimate is proved under assumption that the transformations satisfy a squeezing property which is more general than the Li
Autor:
Janusz Traple, Andrzej Lasota
Publikováno v:
Stochastic Processes and their Applications. 106(1):81-93
A Poisson driven stochastic differential equation generates a semigroup of operators ( P t ) t ⩾0 describing the evolution of measures along trajectories and a Markov operator P corresponding to the change of measures from a jump to jump. We show t
Autor:
Janusz Traple, Andrzej Lasota
Publikováno v:
Journal of Dynamics and Differential Equations. 15:335-355
We show a sufficient condition for the asymptotic stability of solutions of an abstract evolutionary equation with the right-hand side defined on a convex set. This condition is applied to a generalized version of the Tjon-Wu equation and to the Bolt
Publikováno v:
Stochastic Calculus for Finance
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d464d00b56a792171e705178dc04ea9
https://doi.org/10.1017/cbo9781139017367
https://doi.org/10.1017/cbo9781139017367
Publikováno v:
Stochastic Calculus for Finance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72f64156c3ff951344e360c4735229b1
https://doi.org/10.1017/cbo9781139017367.002
https://doi.org/10.1017/cbo9781139017367.002
Autor:
Janusz Traple
Publikováno v:
Annales Polonici Mathematici. 57:91-97
Autor:
Andrzej Lasota, Janusz Traple
Publikováno v:
Journal of Dynamics & Differential Equations; Jul2003, Vol. 15 Issue 2/3, p335-355, 21p