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Malliavin Calculus for Lévy Processes with Applications to Finance
EbookSofort lieferbarWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solu...
Applied Stochastic Control of Jump Diffusions
EbookSofort lieferbarThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the ...
Stochastic Calculus for Fractional Brownian Motion and Applications
EbookSofort lieferbarFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse f...
Applied Stochastic Control of Jump Diffusions
EbookSofort lieferbarThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the ...
Stochastic Analysis and Applications
EbookSofort lieferbarThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of h...
Advanced Mathematical Methods for Finance
EbookSofort lieferbarThis book presents innovations in the mathematical foundations of financial analysis and numerica...
Stochastic Partial Differential Equations
EbookSofort lieferbarThe first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functiona...
Applied Stochastic Control of Jump Diffusions
EbookSofort lieferbarThe 3rd edition is an expanded and updated version of the 2nd edition, containing recent developm...
Stochastic Differential Equations
EbookSofort lieferbarAn introduction to the basic theory of stochastic calculus and its applications. Examples are giv...
Stochastic Differential Equations
EbookSofort lieferbarThe main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applic...
Stochastic Partial Differential Equations
EbookSofort lieferbarThis book is based on research that, to a large extent, started around 1990, when a research proj...
Stochastic Analysis and Related Topics VII
EbookSofort lieferbarOne of the most challenging subjects of stochastic analysis in relation to physics is the analysi...