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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Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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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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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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This book includes : graph-based methods, probabilistic and stochastic structural models for PR, image and video analysis, ...
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For over 200 years, practitioners have been developing parametric families of probability distributions for data analysis. ...
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This book explains the principles that make support vector machines (SVMs) a successful modelling and prediction tool for ...
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Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
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Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
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Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
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The focus of this book is on the estimation and validation of the three key Basel II risk parameters, probability of default ...
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This book covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian ...
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This book proposes a unifying approach for the analysis and design of artificial cognitive systems: The Anticipatory Approach. The ...
Lire la suiteThis book presents a multidisciplinary perspective on chance, with contributions from distinguished researchers in the areas ...
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This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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The roots of this work lie in my earlier book, Scientific Progress, which first appeared in 1981. One of its topics, the ...
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The purpose of this book is to discuss whether statistical methods make sense. That is a fair question, at the heart of the ...
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