Basic Stochastic Processes

DOI10.1002/9781119184584MaRDI QIDQ2944564zbMATH OpenOpenAlexFDO

Authors Pierre Devolder, Jacques Janssen, Raimondo Manca

Publication date 2 September 2015

Full work available at URL https://doi.org/10.1002/9781119184584

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic processes (60Gxx) Applications of stochastic analysis (to PDEs, etc.) (60H30) Markov processes (60Jxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(7)

• Mean square integral inequalities for generalized convex stochastic processes via beta function
• Covariance estimation error of incomplete functional data under RKHS framework
• scientific article; zbMATH DE number 1232442 (Why is no real title available?)
• Converting retirement benefit into a life care annuity with graded benefits
• On \((m,h_1,h_2)\)-G-convex dominated stochastic processes
• Fractional integral inequalities of Hermite-Hadamard type for P-convex and quasi-convex stochastic process
• Some inequalities for ρ -convex stochastic processes

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