Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
اقرأ المزيد
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
اقرأ المزيد
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
اقرأ المزيد
The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
اقرأ المزيد
Stochastic 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 المزيد
This book includes : graph-based methods, probabilistic and stochastic structural models for PR, image and video analysis, ...
اقرأ المزيد
For over 200 years, practitioners have been developing parametric families of probability distributions for data analysis. ...
اقرأ المزيد
This book explains the principles that make support vector machines (SVMs) a successful modelling and prediction tool for ...
اقرأ المزيد
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
اقرأ المزيد
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
اقرأ المزيد
Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
اقرأ المزيد
The focus of this book is on the estimation and validation of the three key Basel II risk parameters, probability of default ...
اقرأ المزيد
This book covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian ...
اقرأ المزيد
This book proposes a unifying approach for the analysis and design of artificial cognitive systems: The Anticipatory Approach. The ...
اقرأ المزيدThis book presents a multidisciplinary perspective on chance, with contributions from distinguished researchers in the areas ...
اقرأ المزيد
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
اقرأ المزيد
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
اقرأ المزيد
The roots of this work lie in my earlier book, Scientific Progress, which first appeared in 1981. One of its topics, the ...
اقرأ المزيد
The purpose of this book is to discuss whether statistical methods make sense. That is a fair question, at the heart of the ...
اقرأ المزيد