This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original mater……続きを見る
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original mater……続きを見る
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to ap……続きを見る
This book is devoted to stochastic Navier–Stokes equations and more generally to stochasticity in fluid mechanics. The two opening chapters describe basic material about the existence and uniqueness……続きを見る
Cet ouvrage propose une approche concise mais complète de la théorie de l'intégrale stochastique dans le cadre général des semimartingales continues. Après une introduction au mouvement brownien et ……続きを見る
This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory,……続きを見る
The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses m……続きを見る
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martinga……続きを見る
The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to p……続きを見る
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic……続きを見る
The current volume, Advances in Latent Variable Mixture Models, contains chapters by all of the speakers who participated in the 2006 CILVR conference, providing not just a snapshot of the event, bu……続きを見る
This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS……続きを見る
Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book presents a coherent and unified treatment ……続きを見る
This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a l……続きを見る
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS……続きを見る
This volume contains the current research in quantum probability, infinite dimensional analysis and related topics. Contributions by experts in these fields highlight the latest developments and int……続きを見る
Bayesian Networks
“This book should have a place on the bookshelf of every forensic scientist who cares about the science of evidence interpretation.”
Dr. Ian Evett, Principal Forensic Services Ltd,……続きを見る
