Resultaten voor 'kostiantyn ralchenko'
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Entropies and Fractionality
Entropy Functionals, Small Deviations and Related Integral EquationsEntropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi and some others) of selected absolutely continuous probability distributions.
€ 242,50 -
Discrete-Time Approximations and Limit Theorems
In Applications to Financial MarketsYuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
€ 232,95 -
Parameter Estimation in Fractional Diffusion Models
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
€ 142,95 -
Fractional Brownian Motion
Approximations and ProjectionsOksana Banna is Assistant Professor at the Department of Economic Cybernetics at Taras Shevchenko National University of Kyiv (KNU) in Ukraine. Yuliya Mishura is Full Professor and Head of the Department of Probability, Statistics and Actuarial Mathematics at KNU. Kostiantyn Ralchenko is Associate Professor at the Department of Probability, Statistics and Actuarial Mathematics at KNU. Sergiy Shklyar is Senior Researcher at the Department of Probability, Statistics and Actuarial Mathematics at KNU.
€ 192,50 -
Parameter Estimation in Fractional Diffusion Models
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
€ 152,50