9781107154254-1107154251-Structured Dependence between Stochastic Processes (Encyclopedia of Mathematics and its Applications, Series Number 175)

Structured Dependence between Stochastic Processes (Encyclopedia of Mathematics and its Applications, Series Number 175)

ISBN-13: 9781107154254
ISBN-10: 1107154251
Edition: 1
Author: Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewȩgłowski
Publication date: 2020
Publisher: Cambridge University Press
Format: Hardcover 278 pages
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Book details

ISBN-13: 9781107154254
ISBN-10: 1107154251
Edition: 1
Author: Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewȩgłowski
Publication date: 2020
Publisher: Cambridge University Press
Format: Hardcover 278 pages

Summary

Structured Dependence between Stochastic Processes (Encyclopedia of Mathematics and its Applications, Series Number 175) (ISBN-13: 9781107154254 and ISBN-10: 1107154251), written by authors Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewȩgłowski, was published by Cambridge University Press in 2020. With an overall rating of 4.1 stars, it's a notable title among other books. You can easily purchase or rent Structured Dependence between Stochastic Processes (Encyclopedia of Mathematics and its Applications, Series Number 175) (Hardcover) from BooksRun, along with many other new and used books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena.

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