Random Times and Enlargements of Filtrations in a Brownian Setting
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...
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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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Stochastic Finance
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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Survival and Event History Analysis : A Process Point of View
The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure ...
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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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The Context of Constitution
This study brings together ideas developed over many years in various lectures in an endeavour to clarify the concept of ...
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The Double Dynamic Martin Screw (DMS) : Adjustable Implant System for Proximal and Distal Femur Fractures
The scope and importance of hip fractures is almost incomprehensible. With a world wide incidence of close to 2 million cases ...
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The Inhuman Condition
At the origin of this volume, a simple question: what to make of that surprisingly monotonous series of statements produced ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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Theory of Probability and Random Processes
A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate ...
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Theory of Stochastic Differential Equations with Jumps and Applications
This book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It ...
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Timing and Temporality in Islamic Philosophy and Phenomenology of Life
From time immemorial, concern with timing of life has been crucial for the regulation of human praxis as well as for the ...
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