The present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
Lee masThe present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
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 masIn November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...
Lee masThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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 book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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 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 masThis book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It ...
Lee masThis book contains four highly detailed papers. The first paper focuses on quantitative aspects of the bgl operon for E.coli. ...
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