Fractional 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 المزيدStochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
اقرأ المزيدThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
اقرأ المزيدThis book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
اقرأ المزيدThe behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
اقرأ المزيدMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
اقرأ المزيدThe volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
اقرأ المزيدThis book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
اقرأ المزيدSTOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
اقرأ المزيدStochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
اقرأ المزيدStochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...
اقرأ المزيدThis book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic ...
اقرأ المزيدSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
اقرأ المزيدThis volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
اقرأ المزيدStochastic geometry has in recent years experienced considerable progress, both in its applications to other sciences and ...
اقرأ المزيدThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
اقرأ المزيدThe existence, for every sub-Laplacian, of a homogeneous fundamental solution smooth out of the origin, plays a crucial role ...
اقرأ المزيدThis book constitutes the refereed proceedings of the 27th International Symposium on String Processing and Information Retrieval, ...
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