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Fourier Analysis and Stochastic Processes
Language: en
Pages: 396
Authors: Pierre Brémaud
Categories: Mathematics
Type: BOOK - Published: 2014-09-16 - Publisher: Springer

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This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (char
Fourier Analysis of Stochastic Processes
Language: en
Pages: 240
Authors: Pierre Bremaud
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Type: BOOK - Published: 2003-10 - Publisher:

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Applications of Fourier Transform to Smile Modeling
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Authors: Jianwei Zhu
Categories: Business & Economics
Type: BOOK - Published: 2009-10-03 - Publisher: Springer Science & Business Media

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This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by ?nancial engineers and risk managers to refer t
Stationary Stochastic Processes for Scientists and Engineers
Language: en
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Authors: Georg Lindgren
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Type: BOOK - Published: 2013-10-11 - Publisher: CRC Press

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Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of e
Handbook of Fourier Analysis & Its Applications
Language: en
Pages: 799
Authors: Robert J. Marks
Categories: Mathematics
Type: BOOK - Published: 2009-01-08 - Publisher: Oxford University Press

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This practical, applications-based professional handbook comprehensively covers the theory and applications of Fourier Analysis, spanning topics from engineerin