{"product_id":"structured-dependence-between-stochastic-processes-hardback-9781107154254","title":"Structured Dependence between Stochastic Processes (Hardback) 9781107154254","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eStructured Dependence between Stochastic Processes\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eComprehensive presentation of the technical aspects and applications of the theory of structured dependence between random processes.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eTomasz R. Bielecki (Author), Jacek Jakubowski (Author), Mariusz Niew?g?owski (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781107154254, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 27 August 2020\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e278 pages\u003cbr\u003e24 x 16.5 x 2.5 cm, 0.6 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThe relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e1. Introduction\u003cbr\u003e Part I. Consistencies: 2. Strong Markov consistency of multivariate Markov families and processes\u003cbr\u003e 3. Consistency of finite multivariate Markov chains\u003cbr\u003e 4. Consistency of finite multivariate conditional Markov chains\u003cbr\u003e 5. Consistency of multivariate special semimartingales\u003cbr\u003e Part II. Structures: 6. Strong Markov family structures\u003cbr\u003e 7. Markov chain structures\u003cbr\u003e 8. Conditional Markov chain structures\u003cbr\u003e 9. Special semimartingale structures Part III. Further Developments: 10. Archimedean survival processes, Markov consistency, ASP structures\u003cbr\u003e 11. Generalized multivariate Hawkes processes\u003cbr\u003e Part IV. Applications of Stochastic Structures: 12. Applications of stochastic structures\u003cbr\u003e Appendix A. Stochastic analysis: selected concepts and results used in this book\u003cbr\u003e Appendix B. Markov processes and Markov families\u003cbr\u003e Appendix C. Finite Markov chains: auxiliary technical framework\u003cbr\u003e Appendix D. Crash course on conditional Markov chains and on doubly stochastic Markov chains\u003cbr\u003e Appendix E. Evolution systems and semigroups of linear operators\u003cbr\u003e Appendix F. Martingale problem: some new results needed in this book\u003cbr\u003e Appendix G. Function spaces and pseudo-differential operators\u003cbr\u003e References\u003cbr\u003e Notation index\u003cbr\u003e Subject index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Volcanology \u0026amp; seismology [\u003ca title=\"See our other books on Volcanology \u0026amp; seismology\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Volcanology%20\u0026amp;%20seismology%20%5BRBC%5D%22\"\u003eRBC\u003c\/a\u003e], Neurosciences [\u003ca title=\"See our other books on Neurosciences\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Neurosciences%20%5BPSAN%5D%22\"\u003ePSAN\u003c\/a\u003e], Genetics [\u003ca title=\"See our other books on Genetics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Genetics%20%5Bnon-medical%5D%20%5BPSAK%5D%22\"\u003enon-medical PSAK\u003c\/a\u003e], Stochastics [\u003ca title=\"See our other books on Stochastics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Stochastics%20%5BPBWL%5D%22\"\u003ePBWL\u003c\/a\u003e], Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e], Operational research [\u003ca title=\"See our other books on Operational research\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Operational%20research%20%5BKJT%5D%22\"\u003eKJT\u003c\/a\u003e], Insurance \u0026amp; actuarial studies [\u003ca title=\"See our other books on Insurance \u0026amp; actuarial studies\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Insurance%20\u0026amp;%20actuarial%20studies%20%5BKFFN%5D%22\"\u003eKFFN\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":45978384269592,"sku":"9781107154254","price":89.29,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9781107154254i_400ec17c-d363-4bfe-a159-bde5297a56dd.jpg?v=1691362317","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/structured-dependence-between-stochastic-processes-hardback-9781107154254","provider":"Freshly Printed Books","version":"1.0","type":"link"}