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E 51
Emmenegger, Jean-François,.
Sraffa and Leontief revisited : : mathematical methods and models of a circular economy / / Jean-François Emmenegger, Daniel Chable, Hassan Ahmed Nour Eldin, Helmut Knolle. - 1515/9783110635096. - Berlin ; ; Boston : : Walter de Gruyter GmbH,, [2020]. - 1 online resource ( час. мин.), 1515/9783110635096. - In English. - URL: https://library.dvfu.ru/lib/document/SK_ELIB/CB354334-D76C-466A-B398-9A33A5FF7E92. - ISBN 3110635097 (electronic book). - ISBN 9783110631999 (electronic book). - ISBN 3110631997 (electronic book). - ISBN 9783110635096 (electronic bk.)
Online resource; title from PDF title page (publisher's Web site, viewed 24. Jan 2020).
Параллельные издания:
1. Print version: :
2. Print version: :
~РУБ DDC 330.01/51
Рубрики: Economics, Mathematical.
Input-output analysis.
MATHEMATICS--Applied.
Аннотация: This work is dedicated to Wassiliy Leontief's concepts of Input-Output Analysis and to the algebraic properties of Piero Sraffa's seminal models described consequently by matrix algebra and the Perron-Frobenius Theorem. Detailed examples and visualizing graphs are presented for applications of various mathematical methods.
Доп.точки доступа:
Chable, Daniel, \author.\
Knolle, Helmut, \author.\
Nour Eldin, Hassan A., \author.\
Sraffa, Piero.
Leontief, Wassily,
E 51
Emmenegger, Jean-François,.
Sraffa and Leontief revisited : : mathematical methods and models of a circular economy / / Jean-François Emmenegger, Daniel Chable, Hassan Ahmed Nour Eldin, Helmut Knolle. - 1515/9783110635096. - Berlin ; ; Boston : : Walter de Gruyter GmbH,, [2020]. - 1 online resource ( час. мин.), 1515/9783110635096. - In English. - URL: https://library.dvfu.ru/lib/document/SK_ELIB/CB354334-D76C-466A-B398-9A33A5FF7E92. - ISBN 3110635097 (electronic book). - ISBN 9783110631999 (electronic book). - ISBN 3110631997 (electronic book). - ISBN 9783110635096 (electronic bk.)
Online resource; title from PDF title page (publisher's Web site, viewed 24. Jan 2020).
Параллельные издания:
1. Print version: :
2. Print version: :
Рубрики: Economics, Mathematical.
Input-output analysis.
MATHEMATICS--Applied.
Аннотация: This work is dedicated to Wassiliy Leontief's concepts of Input-Output Analysis and to the algebraic properties of Piero Sraffa's seminal models described consequently by matrix algebra and the Perron-Frobenius Theorem. Detailed examples and visualizing graphs are presented for applications of various mathematical methods.
Доп.точки доступа:
Chable, Daniel, \author.\
Knolle, Helmut, \author.\
Nour Eldin, Hassan A., \author.\
Sraffa, Piero.
Leontief, Wassily,
2.
Подробнее
I 85
Ishikawa, Yasushi, (1959 October 1-).
Stochastic calculus of variations for jump processes / / Yasushi Ishikawa. - 2nd edition. - 1515/9783110378078. - Berlin ; ; Boston : : De Gruyter,, ©2016. - 1 online resource (x, 278 pages) ( час. мин.), 1515/9783110378078. - (De Gruyter studies in mathematics, ; volume 54). - Includes bibliographical references (pages 265-274) and index. - URL: https://library.dvfu.ru/lib/document/SK_ELIB/AB8D762B-B0B9-431A-AF30-107E85F6C3FE. - ISBN 9783110378078 (electronic bk.). - ISBN 3110378078 (electronic bk.). - ISBN 9783110392326 (e-book). - ISBN 3110392321 (e-book)
Print version record.
Параллельные издания: Print version: : Ishikawa, Yasushi, 1959 October 1- Stochastic calculus of variations for jump processes. - Berlin ; Boston : De Gruyter, [2016]. - ISBN 9783110377767
Содержание:
Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications.
~РУБ DDC 519.2/2
Рубрики: Malliavin calculus.
Calculus of variations.
Jump processes.
Stochastic processes.
Stochastic Processes
Jump process.
Lévy process.
S.D.E.
Stochastic calculus.
Calcul de Malliavin.
Calcul des variations.
Processus de sauts.
Processus stochastiques.
MATHEMATICS--Applied.
MATHEMATICS--Probability & Statistics--General.
Calculus of variations.
Jump processes.
Malliavin calculus.
Stochastic processes.
Аннотация: This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. The author provides many results on this topic in a self-contained way. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance.
I 85
Ishikawa, Yasushi, (1959 October 1-).
Stochastic calculus of variations for jump processes / / Yasushi Ishikawa. - 2nd edition. - 1515/9783110378078. - Berlin ; ; Boston : : De Gruyter,, ©2016. - 1 online resource (x, 278 pages) ( час. мин.), 1515/9783110378078. - (De Gruyter studies in mathematics, ; volume 54). - Includes bibliographical references (pages 265-274) and index. - URL: https://library.dvfu.ru/lib/document/SK_ELIB/AB8D762B-B0B9-431A-AF30-107E85F6C3FE. - ISBN 9783110378078 (electronic bk.). - ISBN 3110378078 (electronic bk.). - ISBN 9783110392326 (e-book). - ISBN 3110392321 (e-book)
Print version record.
Параллельные издания: Print version: : Ishikawa, Yasushi, 1959 October 1- Stochastic calculus of variations for jump processes. - Berlin ; Boston : De Gruyter, [2016]. - ISBN 9783110377767
Содержание:
Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications.
Рубрики: Malliavin calculus.
Calculus of variations.
Jump processes.
Stochastic processes.
Stochastic Processes
Jump process.
Lévy process.
S.D.E.
Stochastic calculus.
Calcul de Malliavin.
Calcul des variations.
Processus de sauts.
Processus stochastiques.
MATHEMATICS--Applied.
MATHEMATICS--Probability & Statistics--General.
Calculus of variations.
Jump processes.
Malliavin calculus.
Stochastic processes.
Аннотация: This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. The author provides many results on this topic in a self-contained way. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance.
Page 1, Results: 2