While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lee masThe book consists of two parts. Part I,This part introduces strong Markov processes and their potential theory. In particular,it ...
Lee masIn November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...
Lee masThis volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...
Lee masFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Lee masThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Lee masThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Lee masTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
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 ...
Lee masEinstein proved that the mean square displacement of Brownian motion is proportional to time. He also proved that the diffusion ...
Lee masThis textbook is the first to provide Business and Economics with a precise and intuitive introduction to the formal backgrounds ...
Lee masThe lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest ...
Lee masThe lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest ...
Lee masIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lee masIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lee masA one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate ...
Lee masThis book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It ...
Lee masThis textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and ...
Lee mas