Modern Stochastics-theory And Applications期刊中文名:现代随机理论与应用ISSN:2351-6054该杂志国际简称:MOD STOCH-THEORY APP,是由出版商VTeX出版的一本致力于发布--研究新成果的的专业学术期刊。主要发表刊登有创见的学术论文文章、行业最新科研成果,扼要报道阶段性研究成果和重要研究工作的最新进展,选载对学科发展起...
Prof. Kestas Kubilius
Jacobsen, M.: Point Processes, Theory and Applications. Birkhauser, Boston (2005) Google Scholar Jacod, J., Shiryaev, A.: Limit Theorems for Stochastic Processes. Springer, Berlin (2003) Book MATH Google Scholar Janssen, J., Manca, R.: Semi-Markov Risk Models for Finance, Insurance and...
Bachelier and his times: A conversation with Bernard Bru. :Abstract. Louis Bachelier defended his thesis "Theory of Speculation" in 1900. He used Brownian motion as a model for stock exchange performance. This con... Taqqu,S Murad - 《Finance & Stochastics》 被引量: 85发表: 2001年 The ...