[كتاب][B] Bernstein functions: theory and applications
RL Schilling, R Song, Z Vondraček - 2009 - degruyter.com
Throughout this section E will be a locally compact separable metric space equipped with its
Borel-algebra BE/. We write MC. E/for the set of all locally finite, inner regular Borel …
Borel-algebra BE/. We write MC. E/for the set of all locally finite, inner regular Borel …
[معلومات الإصدار][C] Levy Processes and Stochastic Calculus
Lévy processes form a wide and rich class of random process, and have many applications
ranging from physics to finance. Stochastic calculus is the mathematics of systems …
ranging from physics to finance. Stochastic calculus is the mathematics of systems …
[كتاب][B] Combinatorial stochastic processes: Ecole d'eté de probabilités de saint-flour xxxii-2002
J Pitman - 2006 - books.google.com
Three series of lectures were given at the 32nd Probability Summer School in Saint-Flour
(July 7–24, 2002), by the Professors Pitman, Tsirelson and Werner …
(July 7–24, 2002), by the Professors Pitman, Tsirelson and Werner …
[كتاب][B] Theory of random sets
I Molchanov, IS Molchanov - 2005 - Springer
Stochastic geometry is a relatively new branch of mathematics. Although its predecessors
such as geometric probability date back to the 18th century, the formal concept of a random …
such as geometric probability date back to the 18th century, the formal concept of a random …
[كتاب][B] Mathematical methods for financial markets
M Jeanblanc, M Yor, M Chesney - 2009 - books.google.com
Mathematical finance has grown into a huge area of research which requires a lot of care
and a large number of sophisticated mathematical tools. The subject draws upon quite …
and a large number of sophisticated mathematical tools. The subject draws upon quite …
Liouville quantum gravity as a mating of trees
There is a simple way to" glue together" a coupled pair of continuum random trees (CRTs) to
produce a topological sphere. The sphere comes equipped with a measure and a space …
produce a topological sphere. The sphere comes equipped with a measure and a space …
[كتاب][B] Pseudo Differential Operators & Markov Processes
N Jacob - 2005 - books.google.com
This volume concentrates on how to construct a Markov process by starting with a suitable
pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub …
pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub …
[كتاب][B] Simulating copulas: stochastic models, sampling algorithms, and applications
JF Mai, M Scherer - 2012 - books.google.com
This book provides the reader with a background on simulating copulas and multivariate
distributions in general. It unifies the scattered literature on the simulation of various families …
distributions in general. It unifies the scattered literature on the simulation of various families …
Fractional models for analysis of economic risks
In this review paper we try to describe some recent results on modeling and analysis of
economic risks by using the techniques of fractional calculus. The use of fractional order …
economic risks by using the techniques of fractional calculus. The use of fractional order …
[كتاب][B] Random polymer models
G Giacomin - 2007 - books.google.com
This volume introduces readers to the world of disordered systems and to some of the
remarkable probabilistic techniques developed in the field. The author explores in depth a …
remarkable probabilistic techniques developed in the field. The author explores in depth a …