This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Lee masThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lee masThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lee masLévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, ...
Lee masThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Lee masThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Lee masLévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
Lee masLévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
Lee masWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lee masThis volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum ...
Lee masThe present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
Lee masThe present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
Lee masSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Lee masStochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
Lee masBesides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
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