Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point ...
WeiterlesenStochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
WeiterlesenThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
WeiterlesenThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
WeiterlesenThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
WeiterlesenThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
WeiterlesenThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
WeiterlesenThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
WeiterlesenThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
WeiterlesenThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Weiterlesen"This book presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform ...
WeiterlesenThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
WeiterlesenThis book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical ...
WeiterlesenMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
WeiterlesenThis book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
WeiterlesenParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
WeiterlesenThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
WeiterlesenThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
WeiterlesenThis is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, ...
WeiterlesenThis textbook on the theory of probability is aimed at graduate students, with the ideology that rather than being a purely ...
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