The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
اقرأ المزيدOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
اقرأ المزيدDelivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various ...
اقرأ المزيدThis volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations ...
اقرأ المزيدThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
اقرأ المزيدThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
اقرأ المزيدWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
اقرأ المزيدThe objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
اقرأ المزيدParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
اقرأ المزيدThe book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
اقرأ المزيدThe authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated ...
اقرأ المزيدThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
اقرأ المزيدThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
اقرأ المزيدSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
اقرأ المزيدIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
اقرأ المزيدIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
اقرأ المزيدThe volume contains the proceedings of the 8th Workshop on Model-Oriented Design and Analysis. This book offers leading and ...
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