Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
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Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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Introductory Lectures on Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
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Introductory Lectures on Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
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Invariant Probabilities of Markov-Feller Operators and Their Supports
In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes ...
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Kolmogorovs Heritage in Mathematics
A.N. Kolmogorov (b. Tambov 1903, d. Moscow 1987) was one of the most brilliant mathematicians that the world has ever known. ...
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Lagrangian Probability Distributions
Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
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Lagrangian Probability Distributions
Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
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Le raisonnement bayésien : Modélisation et inférence = Bayesian reasoning: Modeling and inference
This book describes in detail the practice of the Bayesian statistical approach using many examples chosen for their educational ...
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Learning and Intelligent Optimization : Second International Conference, LION 2007 II, Trento, Italy, December 8-12, 2007. Selected Papers
The papers cover current issues of machine learning, artificial intelligence, mathematical programming and algorithms for ...
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Lectures on Probability Theory and Statistics
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July ...
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Level Crossing Methods in Stochastic Models
Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly ...
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Linear and Generalized Linear Mixed Models and Their Applications
This book covers two major classes of mixed effects models—linear mixed models and generalized linear mixed models—and ...
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Machine Learning and Knowledge Discovery in Databases : European Conference, ECML PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part II
This book constitutes the refereed proceedings of the joint conference on Machine Learning and Knowledge Discovery in Databases: ...
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Machine Learning and Probabilistic Graphical Models for Decision Support Systems / Kim Phuc Tran
Presents recent advancements in research, a review of new methods and techniques, and applications in decision support systems ...
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Mathematical Methods for Engineers and Geoscientists
This book introduces and explains classical and modern mathematical procedures as applied to the real problems confronting ...
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Mathematical Methods in Robust Control of Linear Stochastic Systems
Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace ...
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Mathematical Methods in Robust Control of Linear Stochastic Systems
Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace ...
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Mathematical Statistics: Exercises and Solutions
This book consists of four hundred exercises in mathematical statistics and their solutions,this solutions to train students ...
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