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This compact, graduate-level text develops the Itô calculus and the Malliavin calculus in tandem, laying out a balanced... Read More >>
The AIMD algorithm is the most widely used method for allocating a limited resource among competing agents without... Read More >>
A vital introduction to the stochastic analysis tools which play an increasing role in the probabilistic approach... Read More >>
This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised... Read More >>
This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected... Read More >>
The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables,... Read More >>
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The volume is dedicated to Lev Sakhnovich, who made fundamental contributions in operator theory and related topics.... Read More >>
'Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of... Read More >>
This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held... Read More >>
This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability... Read More >>