Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
WeiterlesenFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
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 ...
WeiterlesenThe behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
WeiterlesenMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
WeiterlesenSTOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
WeiterlesenStochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
WeiterlesenSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
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 ...
WeiterlesenThis volume, dedicated to Prof. Gabriele Veneziano on the occasion of his retirement from CERN, starts as a broad historico-scientific ...
WeiterlesenThis book consists of six chapters written by leading researchers in mathematical biology. These chapters present recent ...
WeiterlesenStructures Under Crash and Impact: Continuum Mechanics, Discretization and Experimental Characterization examines the testing ...
WeiterlesenUndergraduate textbooks on Fourier series which follow a pointwise approach to convergence miss the rich geometric content ...
WeiterlesenSince their first appearance in 1974, subdivision algorithms for generating surfaces of arbitrary topology have gained widespread ...
Weiterlesenthe mathematical preliminaries are dealt with: numerical linear algebra; system theory; stochastic processes; and Kalman ...
WeiterlesenInvestigates the substructuring technology in structural health monitoring (SHM) to improve the accuracy and efficiency of ...
WeiterlesenNew discoveries about algorithms are leading scientists beyond the Church-Turing Thesis, which governs the "algorithmic ...
WeiterlesenThis book is devoted to the qualitative study of solutions of superlinear elliptic and parabolic partial differential equations ...
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