Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Lee mas
Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
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
Introductory Lectures on Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
Lee mas
Introductory Lectures on Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
Lee mas
Invariant Probabilities of Markov-Feller Operators and Their Supports
In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes ...
Lee mas
Kolmogorovs Heritage in Mathematics
A.N. Kolmogorov (b. Tambov 1903, d. Moscow 1987) was one of the most brilliant mathematicians that the world has ever known. ...
Lee mas
Lagrangian Probability Distributions
Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
Lee mas
Lagrangian Probability Distributions
Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
Lee mas
Le raisonnement bayésien : Modélisation et inférence = Bayesian reasoning: Modeling and inference
This book describes in detail the practice of the Bayesian statistical approach using many examples chosen for their educational ...
Lee mas
Learning and Intelligent Optimization : Second International Conference, LION 2007 II, Trento, Italy, December 8-12, 2007. Selected Papers
The papers cover current issues of machine learning, artificial intelligence, mathematical programming and algorithms for ...
Lee mas
Lectures on Probability Theory and Statistics
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July ...
Lee mas
Level Crossing Methods in Stochastic Models
Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly ...
Lee mas
Linear and Generalized Linear Mixed Models and Their Applications
This book covers two major classes of mixed effects models—linear mixed models and generalized linear mixed models—and ...
Lee mas
Machine Learning and Knowledge Discovery in Databases : European Conference, ECML PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part II
This book constitutes the refereed proceedings of the joint conference on Machine Learning and Knowledge Discovery in Databases: ...
Lee mas
Machine Learning and Probabilistic Graphical Models for Decision Support Systems / Kim Phuc Tran
Presents recent advancements in research, a review of new methods and techniques, and applications in decision support systems ...
Lee mas
Mathematical Methods for Engineers and Geoscientists
This book introduces and explains classical and modern mathematical procedures as applied to the real problems confronting ...
Lee mas
Mathematical Methods in Robust Control of Linear Stochastic Systems
Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace ...
Lee mas
Mathematical Methods in Robust Control of Linear Stochastic Systems
Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace ...
Lee mas
