A Basic Course on Probability Theory
The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and ...
Lee mas
Advances in Mathematical Finance
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
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An Introduction to Infinite-Dimensional Analysis
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author ...
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Applied Stochastic Processes
Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic ...
Lee mas
Aspects of Brownian Motion
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Lee mas
Combinatorial Stochastic Processes
This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
Lee mas
Combinatorial Stochastic Processes
This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
Lee mas
Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics / Donatien Hainaut
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
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Einstein, 1905-2005
This volume is devoted to Einstein's 1905 papers and their legacy. After a presentation of Einstein's epistemological approach ...
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Extreme Value Theory
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...
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Extreme Value Theory
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...
Lee mas
Financial Markets in Continuous Time
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic ...
Lee mas
Fractional-in-Time Semilinear Parabolic Equations and Applications
This book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain ...
Lee mas
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Lee mas
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Lee mas
In and Out of Equilibrium 2
The intersection of probability and physics has been a rich and explosive area of growth in the past three decades, specifically ...
Lee mas
Interacting Stochastic Systems
The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed ...
Lee mas
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lee mas
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lee mas
Lectures on Probability Theory and Statistics
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July ...
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