Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Continue readingThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Continue readingThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Continue readingStochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
Continue readingThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Continue readingThis book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
Continue readingThe behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
Continue readingMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Continue readingThe volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
Continue readingThis book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
Continue readingSTOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
Continue readingStochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
Continue readingStochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...
Continue readingThis book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic ...
Continue readingSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Continue readingThis volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
Continue readingStochastic geometry has in recent years experienced considerable progress, both in its applications to other sciences and ...
Continue readingThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
Continue readingThe existence, for every sub-Laplacian, of a homogeneous fundamental solution smooth out of the origin, plays a crucial role ...
Continue readingThis book constitutes the refereed proceedings of the 27th International Symposium on String Processing and Information Retrieval, ...
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