An Introduction to the Theory of Point Processes : Volume II: General Theory and Structure
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point ...
اقرأ المزيد
Aspects of Brownian Motion
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
اقرأ المزيد
Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
اقرأ المزيد
Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
اقرأ المزيد
From Stochastic Calculus to Mathematical Finance
The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
اقرأ المزيد
From Stochastic Calculus to Mathematical Finance
The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
اقرأ المزيد
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
اقرأ المزيد
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
اقرأ المزيد
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
اقرأ المزيد
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
اقرأ المزيد
Isomorphisms Between H¹ Spaces
"This book presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform ...
اقرأ المزيد
Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
اقرأ المزيد
Martingales and Financial Mathematics in Discrete Time / Benoîte de Saporta, Mounir Zili
This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical ...
اقرأ المزيد
Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
اقرأ المزيد
Mathematics of Financial Markets
This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
اقرأ المزيد
Parameter Estimation in Stochastic Differential Equations
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
اقرأ المزيد
Point Process Theory and Applications
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
اقرأ المزيد
Point Process Theory and Applications
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
اقرأ المزيد
Probabilistic Symmetries and Invariance Principles
This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, ...
اقرأ المزيد
Probability: A Graduate Course
This textbook on the theory of probability is aimed at graduate students, with the ideology that rather than being a purely ...
اقرأ المزيد
