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 ...
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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. ...
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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 ...
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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 ...
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Stochastic Control in Insurance
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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Stochastic Control of Hereditary Systems and Applications
This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
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Stochastic Discounted Cash Flow A Theory of the Valuation of Firms
This book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
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Stochastic Discrete Event Systems : Modeling, Evaluation, Applications
The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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Stochastic Dominance
Stochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to ...
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Stochastic Finance
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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Stochastic Global Optimization
This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
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Stochastic Linear Programming
STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
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Stochastic Modeling of Manufacturing Systems
This volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
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Stochastic Optimization
The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...
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Stochastic Orders
Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...
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Stochastic Simulation
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
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Stochastic Switching Systems
This work presents stochastic switching systems and provides up-to-date methods and techniques for the analysis and design ...
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Stochastic Theory and Control : Proceedings of a Workshop held in Lawrence, Kansas
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
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Stochastic and Integral Geometry
Stochastic geometry has in recent years experienced considerable progress, both in its applications to other sciences and ...
Lee masStochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
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