In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...
اقرأ المزيدFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
اقرأ المزيدMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
اقرأ المزيدThe aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure ...
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 المزيدThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
اقرأ المزيدThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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 ...
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