The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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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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The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
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This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
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This book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
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The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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Stochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to ...
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Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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The volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
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This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
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This volume presents a number of fundamental theoretical advances in the area of stochastic hybrid systems, motivated primarily ...
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(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
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STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
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This volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
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Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
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The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...
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Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., ...
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Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, ...
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