An Introduction to the Theory of Point Processes : Volume II: General Theory and Structure
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point ...
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
Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
Lee mas
Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
Lee mas
From Stochastic Calculus to Mathematical Finance
The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Lee mas
From Stochastic Calculus to Mathematical Finance
The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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
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
Isomorphisms Between H¹ Spaces
"This book presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform ...
Lee mas
Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee mas
Martingales and Financial Mathematics in Discrete Time / Benoîte de Saporta, Mounir Zili
This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical ...
Lee mas
Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lee mas
Mathematics of Financial Markets
This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
Lee mas
Parameter Estimation in Stochastic Differential Equations
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Lee mas
Point Process Theory and Applications
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
Lee mas
Point Process Theory and Applications
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
Lee mas
Probabilistic Symmetries and Invariance Principles
This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, ...
Lee mas
Probability: A Graduate Course
This textbook on the theory of probability is aimed at graduate students, with the ideology that rather than being a purely ...
Lee mas
