[كتاب][B] Introduction to random graphs

A Frieze, M Karoński - 2015‏ - books.google.com
From social networks such as Facebook, the World Wide Web and the Internet, to the
complex interactions between proteins in the cells of our bodies, we constantly face the …

Bayesian inference for logistic models using Pólya–Gamma latent variables

NG Polson, JG Scott, J Windle - Journal of the American statistical …, 2013‏ - Taylor & Francis
We propose a new data-augmentation strategy for fully Bayesian inference in models with
binomial likelihoods. The approach appeals to a new class of Pólya–Gamma distributions …

[معلومات الإصدار][C] Analytic Combinatorics

P Flajolet - 2009‏ - books.google.com
Analytic combinatorics aims to enable precise quantitative predictions of the properties of
large combinatorial structures. The theory has emerged over recent decades as essential …

[معلومات الإصدار][C] Levy Processes and Stochastic Calculus

D Applebaum - Cambridge Studies in Advanced Mathematics, 2009‏ - books.google.com
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 …

[كتاب][B] Lévy processes in finance: pricing financial derivatives

W Schoutens - 2003‏ - Wiley Online Library
The story of modelling financial markets with stochastic processes began in 1900 with the
study of Bachelier (1900). He modelled stocks as a Brownian motion with drift. However, the …

[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 …

[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 …

[كتاب][B] Random times and enlargements of filtrations in a Brownian setting

R Mansuy, M Yor - 2006‏ - Springer
Random Times and Enlargements of Filtrations in a Brownian Setting Page 1 Roger Mansuy
Marc Yor Lecture Notes in Mathematics Random Times and Enlargements of Filtrations in a …

D-type anticipatory iterative learning control for a class of inhomogeneous heat equations

D Huang, JX Xu, X Li, C Xu, M Yu - Automatica, 2013‏ - Elsevier
In this paper, a D-type anticipatory iterative learning control (ILC) scheme is applied to the
boundary control of a class of inhomogeneous heat equations, where the heat flux at one …

Probability and real trees

SN Evans - LECTURE NOTES IN MATHEMATICS-SPRINGER …, 2008‏ - Springer
These are notes from a series of ten lectures given at the Saint–Flour Probability Summer
School, July 6–July 23, 2005. The research that led to much of what is in the notes was …