The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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 suiteKanban control systems bear a great potential to significantly improve operations. A company may reap the full benefits of ...
Lire la suiteLagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
Lire la suiteLagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
Lire la suiteThis book describes in detail the practice of the Bayesian statistical approach using many examples chosen for their educational ...
Lire la suiteSince its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly ...
Lire la suiteincludes contributions originating from a conference held at Chapman University during November 14-19, 2017. It presents ...
Lire la suiteThis book covers two major classes of mixed effects models—linear mixed models and generalized linear mixed models—and ...
Lire la suiteThe aim of this book is to give a systematic introduction to and overview of the relatively simple and popular linearization ...
Lire la suiteWhen applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic ...
Lire la suiteThe book provides a detailed introduction to maintenance policies, updates the reader on the current status of the field ...
Lire la suiteWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lire la suiteMarkov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems ...
Lire la suiteMarkov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems ...
Lire la suiteMarkov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be ...
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 highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
Lire la suiteBased on lecture notes of two summer schools with a mixed audience from mathematical sciences, epidemiology and public health, ...
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