Optimal Stopping and Free-Boundary Problems
The present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
Lee mas
Optimal Stopping and Free-Boundary Problems
The present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
Lee mas
Quantum Independent Increment Processes I
This volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum ...
Lee mas
Quantum Independent Increment Processes II
The present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
Lee mas
Quantum Independent Increment Processes II
The present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
Lee mas
Random Times and Enlargements of Filtrations in a Brownian Setting
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...
Lee mas
Stochastic Analysis and Applications
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
Lee mas
Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Lee mas
Stochastic Calculus for Fractional Brownian Motion and Related Processes
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Lee mas
Stochastic Calculus of Variations in Mathematical Finance
This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Lee mas
Stochastic Control of Hereditary Systems and Applications
This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Lee mas
Séminaire de Probabilités XL = XL Probability Seminar
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
Lee mas
The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lee mas
The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lee mas
Theory of Stochastic Differential Equations with Jumps and Applications
This book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It ...
Lee mas
Transactions on Computational Systems Biology IX
This book contains four highly detailed papers. The first paper focuses on quantitative aspects of the bgl operon for E.coli. ...
Lee mas
