Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
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The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
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This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
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The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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The volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
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This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
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STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
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Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
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Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...
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This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic ...
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Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
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Stochastic geometry has in recent years experienced considerable progress, both in its applications to other sciences and ...
Lire la suiteThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
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The existence, for every sub-Laplacian, of a homogeneous fundamental solution smooth out of the origin, plays a crucial role ...
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The subject of this book is string topology, Hochschild and cyclic homology. The first part consists of an excellent exposition ...
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Several of the contributions to this volume bring forward many mutually beneficial interactions and connections between the ...
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This book constitutes the refereed proceedings of the 11th International Workshop on Structural and Syntactic Pattern Recognition, ...
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