The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
Lee masOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
Lee masDelivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various ...
Lee masThis volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations ...
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 masWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lee masStochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems ...
Lee masStochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems ...
Lee masThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Lee masThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Lee masThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Lee masThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Lee masThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Lee masThese books present in a self-contained way the mathematical theories involved in the modeling of such phenomena. They describe ...
Lee masThe objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
Lee masParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Lee masThe book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
Lee masThe authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated ...
Lee masThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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