Discrete-Time Semi-Markov Random Evolutions and Their Applications

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Éditeur :

Birkhäuser

Paru le : 2023-07-24

This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymp...
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À propos


Éditeur

Collection
n.c

Parution
2023-07-24

Pages
198 pages

EAN papier
9783031334283

Nikolaos Limnios is a Professor at the Applied Mathematics Laboratory at the Université de Technologie de Compiègne, France. His research interests include stochastic processes, random evolutions, with a focus on semi-Markov processes, and statistics, and applications in reliability, biology, seismology, insurance, and finance. He has published more than 150 journal articles and 10 books on the theory and applications of stochastic processes and statistics. He serves on editorial boards for several research journals.Anatoliy Swishchuk is a Professor in Mathematical Finance at the Department of Mathematics and Statistics, University of Calgary, Canada. His research areas include financial mathematics, random evolutions and their applications, biomathematics, and stochastic calculus. He serves on editorial boards for several research journals and is the author of more than 180 publications, including 15 books and more than 120 articles in peer-reviewed journals. In 2018 he received a Peak Scholar award.

Caractéristiques détaillées - droits

EAN PDF
9783031334290
Prix
126,59 €
Nombre pages copiables
1
Nombre pages imprimables
19
Taille du fichier
4628 Ko

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