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