While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
اقرأ المزيدThe book consists of two parts. Part I,This part introduces strong Markov processes and their potential theory. In particular,it ...
اقرأ المزيدIn November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...
اقرأ المزيدThis volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...
اقرأ المزيدFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
اقرأ المزيدThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
اقرأ المزيدThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
اقرأ المزيدTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
اقرأ المزيدStochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
اقرأ المزيدBesides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
اقرأ المزيدEinstein proved that the mean square displacement of Brownian motion is proportional to time. He also proved that the diffusion ...
اقرأ المزيدThis textbook is the first to provide Business and Economics with a precise and intuitive introduction to the formal backgrounds ...
اقرأ المزيدThe lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest ...
اقرأ المزيدThe lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest ...
اقرأ المزيدIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
اقرأ المزيدIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
اقرأ المزيدA one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate ...
اقرأ المزيدThis book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It ...
اقرأ المزيدThis textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and ...
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