Fractional 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 suiteStochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
Lire la suiteThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Lire la suiteThe behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
Lire la suiteMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Lire la suiteThe volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
Lire la suiteThis book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
Lire la suiteSTOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
Lire la suiteStochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
Lire la suiteStochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...
Lire la suiteThis book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic ...
Lire la suiteSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Lire la suiteStochastic 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 ...
Lire la suiteThe existence, for every sub-Laplacian, of a homogeneous fundamental solution smooth out of the origin, plays a crucial role ...
Lire la suiteThe subject of this book is string topology, Hochschild and cyclic homology. The first part consists of an excellent exposition ...
Lire la suiteSeveral of the contributions to this volume bring forward many mutually beneficial interactions and connections between the ...
Lire la suiteThis book constitutes the refereed proceedings of the 11th International Workshop on Structural and Syntactic Pattern Recognition, ...
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