Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point ...
Lire la suiteStochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Lire la suiteThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
Lire la suiteThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
Lire la suiteThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Lire la suiteThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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 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 suite"This book presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform ...
Lire la suiteThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lire la suiteThis book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical ...
Lire la suiteMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lire la suiteThis book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
Lire la suiteParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Lire la suiteThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
Lire la suiteThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
Lire la suiteThis is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, ...
Lire la suiteThis textbook on the theory of probability is aimed at graduate students, with the ideology that rather than being a purely ...
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