Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
اقرأ المزيدThis volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
اقرأ المزيدThis volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
اقرأ المزيدThe Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed ...
اقرأ المزيدThe justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
اقرأ المزيدThe justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
اقرأ المزيدFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
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 ...
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