The present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
اقرأ المزيدThe present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
اقرأ المزيدThis volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum ...
اقرأ المزيدThe present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
اقرأ المزيدThe present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
اقرأ المزيدIn November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...
اقرأ المزيدThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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 book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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 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 المزيدThis book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It ...
اقرأ المزيدThis book contains four highly detailed papers. The first paper focuses on quantitative aspects of the bgl operon for E.coli. ...
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