This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Lire la suiteThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lire la suiteThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lire la suiteLévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, ...
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 suiteLévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
Lire la suiteLévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
Lire la suiteWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lire la suiteThis volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum ...
Lire la suiteThe present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
Lire la suiteThe present volume contains the following lectures: Random Walks on Finite Quantum Groups, Quantum Markov Processes and Applications ...
Lire la suiteSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Lire la suiteStochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
Lire la suiteBesides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
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