Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
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Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lire la suite
Fluctuation Theory for Lévy Processes
Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, ...
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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 ...
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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 ...
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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 ...
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Quantum Independent Increment Processes II
The present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
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Quantum Independent Increment Processes II
The present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
Lire la suite
