This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Continue readingThis book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
Continue readingThis book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain ...
Continue readingThis volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...
Continue readingFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Continue readingThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Continue readingTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
Continue readingStochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
Continue readingBesides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
Continue readingIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Continue readingIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
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