The present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
Lire la suiteThe present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
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 suiteIn November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the ...
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 suiteFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Lire la suiteThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Lire la suiteThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Lire la suiteThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Lire la suiteTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
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 suiteThis book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It ...
Lire la suiteThis book contains four highly detailed papers. The first paper focuses on quantitative aspects of the bgl operon for E.coli. ...
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