Random Evolutions and their Applications: New Trends
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Dordrecht
Springer Netherlands
2000
|
| Schriftenreihe: | Mathematics and Its Applications
504 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc., it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes |
| Beschreibung: | 1 Online-Ressource (XVI, 294 p) |
| ISBN: | 9789401595988 9789048154418 |
| DOI: | 10.1007/978-94-015-9598-8 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV042424155 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s2000 |||| o||u| ||||||eng d | ||
| 020 | |a 9789401595988 |c Online |9 978-94-015-9598-8 | ||
| 020 | |a 9789048154418 |c Print |9 978-90-481-5441-8 | ||
| 024 | 7 | |a 10.1007/978-94-015-9598-8 |2 doi | |
| 035 | |a (OCoLC)1184491084 | ||
| 035 | |a (DE-599)BVBBV042424155 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519.2 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Swishchuk, Anatoly |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Random Evolutions and their Applications |b New Trends |c by Anatoly Swishchuk |
| 264 | 1 | |a Dordrecht |b Springer Netherlands |c 2000 | |
| 300 | |a 1 Online-Ressource (XVI, 294 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Mathematics and Its Applications |v 504 | |
| 500 | |a The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc., it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Statistics | |
| 650 | 4 | |a Economics / Statistics | |
| 650 | 4 | |a Economics | |
| 650 | 4 | |a Probability Theory and Stochastic Processes | |
| 650 | 4 | |a Statistics, general | |
| 650 | 4 | |a Mathematical Modeling and Industrial Mathematics | |
| 650 | 4 | |a Statistics for Business/Economics/Mathematical Finance/Insurance | |
| 650 | 4 | |a Economic Theory | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Statistik | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-94-015-9598-8 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027859572 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153100761563136 |
|---|---|
| any_adam_object | |
| author | Swishchuk, Anatoly |
| author_facet | Swishchuk, Anatoly |
| author_role | aut |
| author_sort | Swishchuk, Anatoly |
| author_variant | a s as |
| building | Verbundindex |
| bvnumber | BV042424155 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)1184491084 (DE-599)BVBBV042424155 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-94-015-9598-8 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03195nmm a2200565zcb4500</leader><controlfield tag="001">BV042424155</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s2000 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789401595988</subfield><subfield code="c">Online</subfield><subfield code="9">978-94-015-9598-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789048154418</subfield><subfield code="c">Print</subfield><subfield code="9">978-90-481-5441-8</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-94-015-9598-8</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1184491084</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042424155</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Swishchuk, Anatoly</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Random Evolutions and their Applications</subfield><subfield code="b">New Trends</subfield><subfield code="c">by Anatoly Swishchuk</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Dordrecht</subfield><subfield code="b">Springer Netherlands</subfield><subfield code="c">2000</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XVI, 294 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Mathematics and Its Applications</subfield><subfield code="v">504</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc., it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics / Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probability Theory and Stochastic Processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics, general</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical Modeling and Industrial Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics for Business/Economics/Mathematical Finance/Insurance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic Theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-94-015-9598-8</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027859572</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042424155 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:15Z |
| institution | BVB |
| isbn | 9789401595988 9789048154418 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027859572 |
| oclc_num | 1184491084 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XVI, 294 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Springer Netherlands |
| record_format | marc |
| series2 | Mathematics and Its Applications |
| spelling | Swishchuk, Anatoly Verfasser aut Random Evolutions and their Applications New Trends by Anatoly Swishchuk Dordrecht Springer Netherlands 2000 1 Online-Ressource (XVI, 294 p) txt rdacontent c rdamedia cr rdacarrier Mathematics and Its Applications 504 The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc., it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes Mathematics Distribution (Probability theory) Statistics Economics / Statistics Economics Probability Theory and Stochastic Processes Statistics, general Mathematical Modeling and Industrial Mathematics Statistics for Business/Economics/Mathematical Finance/Insurance Economic Theory Mathematik Statistik Wirtschaft Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 https://doi.org/10.1007/978-94-015-9598-8 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Swishchuk, Anatoly Random Evolutions and their Applications New Trends Mathematics Distribution (Probability theory) Statistics Economics / Statistics Economics Probability Theory and Stochastic Processes Statistics, general Mathematical Modeling and Industrial Mathematics Statistics for Business/Economics/Mathematical Finance/Insurance Economic Theory Mathematik Statistik Wirtschaft Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4057630-9 |
| title | Random Evolutions and their Applications New Trends |
| title_auth | Random Evolutions and their Applications New Trends |
| title_exact_search | Random Evolutions and their Applications New Trends |
| title_full | Random Evolutions and their Applications New Trends by Anatoly Swishchuk |
| title_fullStr | Random Evolutions and their Applications New Trends by Anatoly Swishchuk |
| title_full_unstemmed | Random Evolutions and their Applications New Trends by Anatoly Swishchuk |
| title_short | Random Evolutions and their Applications |
| title_sort | random evolutions and their applications new trends |
| title_sub | New Trends |
| topic | Mathematics Distribution (Probability theory) Statistics Economics / Statistics Economics Probability Theory and Stochastic Processes Statistics, general Mathematical Modeling and Industrial Mathematics Statistics for Business/Economics/Mathematical Finance/Insurance Economic Theory Mathematik Statistik Wirtschaft Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Statistics Economics / Statistics Economics Probability Theory and Stochastic Processes Statistics, general Mathematical Modeling and Industrial Mathematics Statistics for Business/Economics/Mathematical Finance/Insurance Economic Theory Mathematik Statistik Wirtschaft Stochastischer Prozess |
| url | https://doi.org/10.1007/978-94-015-9598-8 |
| work_keys_str_mv | AT swishchukanatoly randomevolutionsandtheirapplicationsnewtrends |