Aspects of Brownian Motion
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
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Combinatorial Stochastic Processes
This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
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Combinatorial Stochastic Processes
This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
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Interacting Stochastic Systems
The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed ...
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Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
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Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
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Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
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Séminaire de Probabilités XL = XL Probability Seminar
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
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Séminaire de Probabilités XLI
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
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Séminaire de Probabilités XXXVIII
Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
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