Coverart for item
The Resource Discretization of processes, Jean Jacod, Philip Protter

Discretization of processes, Jean Jacod, Philip Protter

Label
Discretization of processes
Title
Discretization of processes
Statement of responsibility
Jean Jacod, Philip Protter
Creator
Contributor
Subject
Genre
Language
eng
Summary
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data." This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Jacod, Jean
Dewey number
519.2/2
Index
index present
LC call number
QA274.2
LC item number
.J33 2012
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Protter, Philip E
Series statement
Stochastic modelling and applied probability,
Series volume
67
http://library.link/vocab/subjectName
  • Stochastic analysis
  • MATHEMATICS
  • MATHEMATICS
  • Stochastic analysis
Label
Discretization of processes, Jean Jacod, Philip Protter
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
pt. 1. Introduction and preliminary material -- pt. 2. The basic results -- pt. 3. More laws of large numbers -- pt. 4. Extensions of the central limit theorems -- pt. 5. Various extensions
Control code
759858091
Dimensions
unknown
Extent
1 online resource (xiv, 596 pages).
File format
unknown
Form of item
online
Isbn
9783642241277
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
9786613451521
http://library.link/vocab/ext/overdrive/overdriveId
345152
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)759858091
Label
Discretization of processes, Jean Jacod, Philip Protter
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
pt. 1. Introduction and preliminary material -- pt. 2. The basic results -- pt. 3. More laws of large numbers -- pt. 4. Extensions of the central limit theorems -- pt. 5. Various extensions
Control code
759858091
Dimensions
unknown
Extent
1 online resource (xiv, 596 pages).
File format
unknown
Form of item
online
Isbn
9783642241277
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
9786613451521
http://library.link/vocab/ext/overdrive/overdriveId
345152
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)759858091

Library Locations

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      38.944491 -92.326012
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