Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point ...
Continue readingStochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Continue readingThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
Continue readingThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
Continue readingThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Continue readingThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Continue readingThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Continue readingThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Continue readingThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Continue readingThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Continue reading"This book presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform ...
Continue readingThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Continue readingThis book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical ...
Continue readingMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Continue readingThis book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
Continue readingParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Continue readingThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
Continue readingThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
Continue readingThis is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, ...
Continue readingThis textbook on the theory of probability is aimed at graduate students, with the ideology that rather than being a purely ...
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