Electronic Books

Total Books: 2021 - 2040 /2372

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. ...

Stochastic Calculus for Fractional Brownian Motion and Related Processes

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...

Stochastic Calculus of Variations in Mathematical Finance

This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...

Stochastic Control in Insurance

Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...

Stochastic Control of Hereditary Systems and Applications

This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...

Stochastic Discounted Cash Flow A Theory of the Valuation of Firms

This book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...

Stochastic Discrete Event Systems : Modeling, Evaluation, Applications

The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...

Stochastic Finance

Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...

Stochastic Geometry

The volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...

Stochastic Global Optimization

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...

Stochastic Linear Programming

STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...

Stochastic Numerics for the Boltzmann Equation

Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...

Stochastic Orders

Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...

Stochastic Ordinary and Stochastic Partial Differential Equations : Transition from Microscopic to Macroscopic Equations

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic ...

Stochastic Simulation

Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...

Stochastic Theory and Control : Proceedings of a Workshop held in Lawrence, Kansas

This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...

Stochastic and Integral Geometry

Stochastic geometry has in recent years experienced considerable progress, both in its applications to other sciences and ...

Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...

Stratified Lie Groups and Potential Theory for Their Sub-Laplacians

The existence, for every sub-Laplacian, of a homogeneous fundamental solution smooth out of the origin, plays a crucial role ...

String Processing and Information Retrieval

This book constitutes the refereed proceedings of the 27th International Symposium on String Processing and Information Retrieval, ...

Total Books: 2021 - 2040 /2372