Structured Dependence Between Stochastic Processes

by Mariusz Niewȩglowski, Jacek Jakubowski, Tomasz R Bielecki, et al.

The 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...

• Format: Hardcover
• Language: English
• ISBN: 1107154251
• ISBN13: 9781107154254
• Release Date: August 2020
• Publisher: Cambridge University Press
• Length: 278 Pages
• Weight: 1.33 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"