The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and ...
Lire la suiteThis volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Lire la suiteIn this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author ...
Lire la suiteApplied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic ...
Lire la suiteStochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Lire la suiteThis volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
Lire la suiteThis volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
Lire la suiteThis book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
Lire la suiteThis volume is devoted to Einstein's 1905 papers and their legacy. After a presentation of Einstein's epistemological approach ...
Lire la suiteExtreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...
Lire la suiteExtreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...
Lire la suiteIn modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic ...
Lire la suiteThis book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain ...
Lire la suiteThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Lire la suiteThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Lire la suiteThe intersection of probability and physics has been a rich and explosive area of growth in the past three decades, specifically ...
Lire la suiteThe Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed ...
Lire la suiteThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lire la suiteThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lire la suiteThis volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July ...
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