Electronic Books

Total Books: 1 - 11 /11

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

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

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

This volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...

Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...

Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...

In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...

In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...

Total Books: 1 - 11 /11