A Basic Course on Probability Theory
The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and ...
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Advances in Mathematical Finance
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
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An Introduction to Infinite-Dimensional Analysis
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author ...
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Applied Stochastic Processes
Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic ...
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Aspects of Brownian Motion
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
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Combinatorial Stochastic Processes
This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
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Combinatorial Stochastic Processes
This volume contains the course “Combinatorial stochastic processes” of Professor Pitman. We cordially thank the author ...
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Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics / Donatien Hainaut
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
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Einstein, 1905-2005
This volume is devoted to Einstein's 1905 papers and their legacy. After a presentation of Einstein's epistemological approach ...
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Extreme Value Theory
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...
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Extreme Value Theory
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical ...
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Financial Markets in Continuous Time
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic ...
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Fractional-in-Time Semilinear Parabolic Equations and Applications
This book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain ...
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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
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In and Out of Equilibrium 2
The intersection of probability and physics has been a rich and explosive area of growth in the past three decades, specifically ...
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Interacting Stochastic Systems
The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed ...
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Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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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 ...
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