The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
Continue reading
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Continue reading
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Continue reading
This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Continue reading
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
Continue reading
This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Continue reading
This book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
Continue reading
The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
Continue reading
Stochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to ...
Continue reading
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Continue reading
This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
Continue reading
STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
Continue reading
This volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
Continue reading
The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...
Continue reading
Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...
Continue reading
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Continue reading
This work presents stochastic switching systems and provides up-to-date methods and techniques for the analysis and design ...
Continue reading
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
Continue reading
Stochastic 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 reading