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Total Books: 41 - 54 /54

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

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

Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...

The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure ...

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 ...

This study brings together ideas developed over many years in various lectures in an endeavour to clarify the concept of ...

The scope and importance of hip fractures is almost incomprehensible. With a world wide incidence of close to 2 million cases ...

At the origin of this volume, a simple question: what to make of that surprisingly monotonous series of statements produced ...

This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...

This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...

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 ...

From time immemorial, concern with timing of life has been crucial for the regulation of human praxis as well as for the ...

Total Books: 41 - 54 /54