The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
Continue readingOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
Continue readingDelivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various ...
Continue readingThis volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations ...
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 readingWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Continue readingStochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems ...
Continue readingStochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems ...
Continue readingThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Continue readingThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Continue readingThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Continue readingThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Continue readingThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Continue readingThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Continue readingThe objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
Continue readingParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Continue readingThe book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
Continue readingThe authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated ...
Continue readingThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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