Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point ...
Lee masStochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Lee masThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
Lee masThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
Lee masThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Lee masThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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 masThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lee masThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lee mas"This book presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform ...
Lee masThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee masThis book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical ...
Lee masMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lee masThis book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
Lee masParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Lee masThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
Lee masThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
Lee masThis is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, ...
Lee masThis textbook on the theory of probability is aimed at graduate students, with the ideology that rather than being a purely ...
Lee mas