Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
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Stochastic Calculus for Fractional Brownian Motion and Related Processes
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
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Stochastic Calculus of Variations in Mathematical Finance
This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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Stochastic Control in Insurance
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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Stochastic Control of Hereditary Systems and Applications
This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
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Stochastic Learning and Optimization
(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
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Stochastic Modeling of Manufacturing Systems
This volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
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Stochastic Optimization Methods
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., ...
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Stochastic Optimization Methods
Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, ...
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Stochastic Theory and Control : Proceedings of a Workshop held in Lawrence, Kansas
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
اقرأ المزيدStochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
اقرأ المزيدStrength Analysis in Geomechanics
The book presents a new approach for the solution of geomechanical problems - it explicitly takes into account deformation ...
اقرأ المزيدStructural Analysis with Finite Elements
Structural Analysis with Finite Elements, 2nd Edition provides a solid introduction to the foundation and the application ...
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Structural Design of Buildings / Paul Smith
Covering common problems, likely failures and their remedies, this is an essential on-site guide to the behaviour of a building’s ...
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Sturm-Liouville Theory
This is a collection of survey articles based on lectures presented at a colloquium and workshop in Geneva in 2003 to commemorate ...
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Sturm-Liouville Theory and its Applications
Undergraduate textbooks on Fourier series which follow a pointwise approach to convergence miss the rich geometric content ...
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Subspace, Latent Structure and Feature Selection
The inspiration for this volume was a workshop held under the auspices of thePASCAL Network of Excellence. The aimof this ...
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Supervised and Unsupervised Ensemble Methods and their Applications
This book was inspired by the last argument and resulted from the workshop on Supervised and Unsupervised Ensemble Methods ...
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Supply Chain Analysis : A Handbook on the Interaction of Information, System and Optimization
SUPPLY CHAIN ANALYSIS: A Handbook on the Interaction of Information, System, and Optimization is a carefully developed work ...
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Surveys in Number Theory
Number theory has a wealth of long-standing problems, the study of which over the years has led to major developments in ...
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