Aspects of Brownian Motion
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Continue reading
Combinatorial Stochastic Processes
This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
Continue reading
Combinatorial Stochastic Processes
This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
Continue reading
Interacting Stochastic Systems
The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed ...
Continue reading
Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Continue reading
Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Continue reading
Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Continue reading
Séminaire de Probabilités XL = XL Probability Seminar
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
Continue reading
Séminaire de Probabilités XLI
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
Continue reading
Séminaire de Probabilités XXXVIII
Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
Continue reading
