Electronic Books

Total Books: 21 - 39 /39

While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...

The book consists of two parts. Part I,This part introduces strong Markov processes and their potential theory. In particular,it ...

In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...

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 ...

This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...

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 ...

Einstein proved that the mean square displacement of Brownian motion is proportional to time. He also proved that the diffusion ...

This textbook is the first to provide Business and Economics with a precise and intuitive introduction to the formal backgrounds ...

The lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest ...

The lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest ...

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 ...

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate ...

This book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It ...

This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and ...

Total Books: 21 - 39 /39