This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
اقرأ المزيدThis book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
اقرأ المزيدThis book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain ...
اقرأ المزيدThis volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...
اقرأ المزيدFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
اقرأ المزيدThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
اقرأ المزيدTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
اقرأ المزيدStochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
اقرأ المزيدBesides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
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 ...
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