The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
Lire la suiteOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
Lire la suiteDelivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various ...
Lire la suiteThis volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations ...
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 suiteWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lire la suiteThe objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
Lire la suiteParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Lire la suiteThe book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
Lire la suiteThe authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated ...
Lire la suiteThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
Lire la suiteThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Lire la suiteSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Lire la suiteIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lire la suiteIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lire la suiteThe volume contains the proceedings of the 8th Workshop on Model-Oriented Design and Analysis. This book offers leading and ...
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