The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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 ...
WeiterlesenThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
WeiterlesenStochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
WeiterlesenThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
WeiterlesenThis book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
WeiterlesenThe behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
WeiterlesenStochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to ...
WeiterlesenMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
WeiterlesenThis book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
WeiterlesenSTOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
WeiterlesenThis volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
WeiterlesenThe search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...
WeiterlesenStochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...
WeiterlesenSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
WeiterlesenThis work presents stochastic switching systems and provides up-to-date methods and techniques for the analysis and design ...
WeiterlesenThis volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
WeiterlesenStochastic geometry has in recent years experienced considerable progress, both in its applications to other sciences and ...
WeiterlesenThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
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