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Stochastic Modelling and Appli...In the 2nd edition some sections of Part I are omitted for better readability ... In the 2nd edition some sections of Part I are omitted for better readability and a brand new chapter is devoted to volatility risk. As a consequence hedging of plain-vanilla options and valuation of exotic options are no longer limited to the... more
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Stochastic Modelling and Appli...This volume provides an introduction to stochastic differential equations with... This volume provides an introduction to stochastic differential equations with jumps in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance. more
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Stochastic Modelling and Appli...Shortly after the end of World War II high-speed digital computing machines we... Shortly after the end of World War II high-speed digital computing machines were being developed. It was clear that the mathematical aspects of com- putation needed to be reexamined in order to make efficient use of high-speed digital computers for... more
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Stochastic Modelling and Appli...This second edition of G. Winkler s successful book on random field approaches... This second edition of G. Winkler s successful book on random field approaches to image analysis related Markov Chain Monte Carlo methods and statistical inference with emphasis on Bayesian image analysis concentrates more on general principles and... more
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Pre-Owned Stochastic Modelling...This book encompasses the study of hybrid switching di usion processes and the... This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid signi es the coexistence of c- tinuous dynamics and discrete events which is one of the distinct features of the processes under... more
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Probability Theory and Stochas...1 Introduction.- 2 Some Preliminaries in Stochastic Calculus.- 3 Stochastic Ev... 1 Introduction.- 2 Some Preliminaries in Stochastic Calculus.- 3 Stochastic Evolution Equations.- 4 Backward Stochastic Evolution Equations.- 5 Control Problems in Stochastic Distributed Parameter Systems.- 6 Controllability for Stochastic... more
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Stochastic Modelling and Appli...This monograph unifies the two key approaches in solving optimal control probl... This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students in applied probability control engineering and econometrics. more
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Probability Theory and Stochas...The authors present a concise but complete exposition of the mathematical theo... The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept.... more
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Probability Theory and Stochas...This book is aimed at researchers graduate students and engineers who would li... This book is aimed at researchers graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of... more
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Pre-Owned Point Process Calcul...This book provides an introduction to the theory and applications of point pro... This book provides an introduction to the theory and applications of point processes both in time and in space. Presenting the two components of point process calculus the martingale calculus and the Palm calculus it aims to develop the... more
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Probability and Its Applicatio...Stochastic processes are mathematical models of random phenomena that evolve a... Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time renewal and regenerative processes Poisson... more
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Pre-Owned Applied Stochastic M...The practice and theory of statistics has developed rapidly over the past 25 y... The practice and theory of statistics has developed rapidly over the past 25 years in tandem with the greatly increased power of computers and this has revolutionized the way in which statisticians can manipulate and analyze data. This book collates... more
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Lecture Notes in Statistics At...The Athens Conference on Applied Probability and Time Series in 1995 brought t... The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume I includes papers on applied probability in Honor of J.M. Gani. The topics... more
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Pre-Owned Lecture Notes in Sta...The Athens Conference on Applied Probability and Time Series in 1995 brought t... The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume I includes papers on applied probability in Honor of J.M. Gani. The topics... more
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Probability Theory and Stochas...This monograph now in a thoroughly revised second edition develops the theory ... This monograph now in a thoroughly revised second edition develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order... more
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Probability and Its Applicatio...This volume offers comprehensive coverage of modern techniques used for solvin... This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods including compactness coercivity monotonicity in different set-ups. more
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Progress in Probability XIV Sy...XIV Symposium on Probability and Stochastic Processes: Cimat Mexico November 2... XIV Symposium on Probability and Stochastic Processes: Cimat Mexico November 20-24 2023 more
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Pre-Owned Sampling of Populati...9780471508229. Pre-Owned: Good condition. Hard cover. 2nd ed. Language: Englis... 9780471508229. Pre-Owned: Good condition. Hard cover. 2nd ed. Language: English. Pages: 448. Sewn binding. Cloth over boards. 448 p. Wiley Series in Probability & Mathematical Statistics. Keeping mathematical jargon and formality to a minimum this... more
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Advanced Statistical Science a...The book gives a comprehensive treatment of the classical and modern ruin prob... The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg s inequality the Cramér-Lundberg approximation exact solutions other approximations (e.g. for heavy-tailed claim size... more
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