Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction ...
Continue readingThe subject of pattern analysis and recognition pervades many aspects of our daily lives, including user authentication in ...
Continue readingAgeing and dependence are two important characteristics in reliability and survival analysis, and they affect significantly ...
Continue readingThis book constitutes the refereed proceedings of the 4th International Symposium on Stochastic Algorithms: Foundations and ...
Continue readingThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
Continue readingFractional 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 reading(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
Continue readingThis volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
Continue readingOptimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., ...
Continue readingOptimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, ...
Continue readingThis volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
Continue readingThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
Continue readingThe book presents a new approach for the solution of geomechanical problems - it explicitly takes into account deformation ...
Continue readingStructural Analysis with Finite Elements, 2nd Edition provides a solid introduction to the foundation and the application ...
Continue readingThis is a collection of survey articles based on lectures presented at a colloquium and workshop in Geneva in 2003 to commemorate ...
Continue readingUndergraduate textbooks on Fourier series which follow a pointwise approach to convergence miss the rich geometric content ...
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