This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
WeiterlesenThis book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
WeiterlesenThis book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain ...
WeiterlesenThis volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...
WeiterlesenFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
WeiterlesenThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
WeiterlesenTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
WeiterlesenStochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
WeiterlesenBesides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
WeiterlesenIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
WeiterlesenIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
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