Discretization of Processes (Record no. 102260)
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000 -LEADER | |
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fixed length control field | 04018nam a22005175i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-642-24127-7 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20140220083303.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 111021s2012 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783642241277 |
-- | 978-3-642-24127-7 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-642-24127-7 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA274-274.9 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBWL |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT029000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Jacod, Jean. |
Relator term | author. |
245 10 - TITLE STATEMENT | |
Title | Discretization of Processes |
Medium | [electronic resource] / |
Statement of responsibility, etc | by Jean Jacod, Philip Protter. |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg, |
-- | 2012. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XVI, 596 p. |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | Stochastic Modelling and Applied Probability, |
International Standard Serial Number | 0172-4568 ; |
Volume number/sequential designation | 67 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Part I Introduction and Preliminary Material -- 1.Introduction -- 2.Some Prerequisites -- Part II The Basic Results -- 3.Laws of Large Numbers: the Basic Results -- 4.Central Limit Theorems: Technical Tools -- 5.Central Limit Theorems: the Basic Results -- 6.Integrated Discretization Error -- Part III More Laws of Large Numbers -- 7.First Extension: Random Weights -- 8.Second Extension: Functions of Several Increments -- 9.Third Extension: Truncated Functionals -- Part IV Extensions of the Central Limit Theorems -- 10.The Central Limit Theorem for Random Weights -- 11.The Central Limit Theorem for Functions of a Finite Number of Increments -- 12.The Central Limit Theorem for Functions of an Increasing Number of Increments -- 13.The Central Limit Theorem for Truncated Functionals -- Part V Various Extensions -- 14.Irregular Discretization Schemes. 15.Higher Order Limit Theorems -- 16.Semimartingales Contaminated by Noise -- Appendix -- References -- Assumptions -- Index of Functionals -- Index. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Distribution (Probability theory). |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Economics |
General subdivision | Statistics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Econometrics. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistics for Business/Economics/Mathematical Finance/Insurance. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Econometrics. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Protter, Philip. |
Relator term | author. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783642241260 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Stochastic Modelling and Applied Probability, |
-- | 0172-4568 ; |
Volume number/sequential designation | 67 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-642-24127-7 |
912 ## - | |
-- | ZDB-2-SMA |
No items available.