Все книги автора Beno te de Saporta
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Martingales and Financial Mathematics in Discrete Time
Martingales and Financial Mathematics in Discrete Time
This book is entirely devoted to discrete time and provides a detailed introduction to the construct...
Numerical Methods for Simulation and Optimization of Piecewise Determi...
Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hyb...