Electronic Books

Total Books: 1 - 20 /39

The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and ...

This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...

In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author ...

Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic ...

Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...

This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...

This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...

This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...

This volume is devoted to Einstein's 1905 papers and their legacy. After a presentation of Einstein's epistemological approach ...

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...

In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic ...

This book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain ...

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...

The intersection of probability and physics has been a rich and explosive area of growth in the past three decades, specifically ...

The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed ...

The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...

The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...

This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July ...

Total Books: 1 - 20 /39