Zobrazeno 1 - 10
of 23
pro vyhledávání: '"LILIANA BLANCO CASTAÑEDA"'
Publikováno v:
Revista Colombiana de Estadística, Vol 28, Iss 2, Pp 173-191 (2005)
Se hace un estudio detallado de algunas construcciones significativas del movimiento browniano fraccional (mBf) desarrolladas recientemente: la de Taqqu (1975), quien construye el mBf como un límite de sumas parciales normalizadas de variables aleat
Externí odkaz:
https://doaj.org/article/d0814dd7c4b2407f8198e84620394bff
Publikováno v:
Revista Colombiana de Estadística, Vol 28, Iss 2, Pp 193-205 (2005)
Se presenta la hoja browniana fraccional (hBf) o movimiento browniano fraccional en dos parámetros y algunas de sus propiedades importantes como son la autosimilaridad y la estacionaridad de los incrementos. Se incluyen además dos representaciones
Externí odkaz:
https://doaj.org/article/2e215d1e53584d94a31dd7b1bea90e0f
Publikováno v:
Revista Colombiana de Estadística, Vol 28, Iss 2, Pp 193-205 (2005)
Se presenta la hoja browniana fraccional (hBf) o movimiento browniano fraccional en dos parámetros y algunas de sus propiedades importantes como son la autosimilaridad y la estacionaridad de los incrementos. Se incluyen además dos representaciones
Externí odkaz:
https://doaj.org/article/1baadaec102b460f8fce915cd86862ea
This book provides the essential theoretical tools for stochastic modeling. The authors address the most used models in applications such as Markov chains with discrete-time parameters, hidden Markov chains, Poisson processes, and birth and death pr
Publikováno v:
Revista Mexicana de Economía y Finanzas. 7:211-231
In recent years Capital at Risk has been brought into the market as a way to minimizing risks in the replacement of the variance in optimal portfolio selection problems. A study was conducted for this work, by utilizing the classical stochastic contr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d733ee542d6f2052c18dddd8c21556e1
https://doi.org/10.21919/remef.v7i2.36
https://doi.org/10.21919/remef.v7i2.36
An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing
Publikováno v:
Introduction to Probability and Stochastic Processes with Applications ISBN: 9781118344972
Introduction to Probability and Stochastic Processes with Applications
Introduction to Probability and Stochastic Processes with Applications
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::abc53e381098095ea8dcf18b677123b8
https://doi.org/10.1002/9781118344972.ch9
https://doi.org/10.1002/9781118344972.ch9
Publikováno v:
Introduction to Probability and Stochastic Processes with Applications ISBN: 9781118344972
Introduction to Probability and Stochastic Processes with Applications
Introduction to Probability and Stochastic Processes with Applications
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94c0b1fa3c4fd90d7ca6456990ff87c4
https://doi.org/10.1002/9781118344972.ch12
https://doi.org/10.1002/9781118344972.ch12
Publikováno v:
Introduction to Probability and Stochastic Processes with Applications ISBN: 9781118344972
Introduction to Probability and Stochastic Processes with Applications
Introduction to Probability and Stochastic Processes with Applications
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::009353956a44b0b5b8649d8e1464e223
https://doi.org/10.1002/9781118344972.ch3
https://doi.org/10.1002/9781118344972.ch3
Publikováno v:
Introduction to Probability and Stochastic Processes with Applications ISBN: 9781118344972
Introduction to Probability and Stochastic Processes with Applications
Introduction to Probability and Stochastic Processes with Applications
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b8ba8cd7e3fb3a5bc10832f8bcd7407
https://doi.org/10.1002/9781118344972.app1
https://doi.org/10.1002/9781118344972.app1