Random Motions in Markov and Semi Markov Random Environments 2 is popular PDF and ePub book, written by Anatoliy Pogorui in 2021-03-16, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Random Motions in Markov and Semi Markov Random Environments 2 can be Read Online from any device for your convenience.
Random Motions in Markov and Semi Markov Random Environments 2 Book PDF Summary
This book is the second of two volumes on random motions in Markov and semi-Markov random environments. This second volume focuses on high-dimensional random motions. This volume consists of two parts. The first expands many of the results found in Volume 1 to higher dimensions. It presents new results on the random motion of the realistic three-dimensional case, which has so far been barely mentioned in the literature, and deals with the interaction of particles in Markov and semi-Markov media, which has, in contrast, been a topic of intense study. The second part contains applications of Markov and semi-Markov motions in mathematical finance. It includes applications of telegraph processes in modeling stock price dynamics and investigates the pricing of variance, volatility, covariance and correlation swaps with Markov volatility and the same pricing swaps with semi-Markov volatilities.
Detail Book of Random Motions in Markov and Semi Markov Random Environments 2 PDF
- Author : Anatoliy Pogorui
- Release : 16 March 2021
- Publisher : John Wiley & Sons
- ISBN : 9781786307064
- Genre : Mathematics
- Total Page : 224 pages
- Language : English
- PDF File Size : 14,7 Mb
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