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This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.
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Bemærk: Kan ikke leveres før jul.
This volume presents the proceedings of the meeting New Trends in One-Dimensional Dynamics, which celebrated the 70th birthday of Welington de Melo and was held at the IMPA, Rio de Janeiro, in November 2016.
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Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian... Læs mere
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The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. With an historical overview, this book describes the state of knowledge about... Læs mere
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Focusing on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical... Læs mere
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Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.
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This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with... Læs mere
Bemærk: Kan ikke leveres før jul.
This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with... Læs mere
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The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.
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Students will find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that he or she has already encountered.
Bemærk: Kan ikke leveres før jul.
Introducing readers to technical analysis in a more succinct and practical way, Ramlall focuses on the key aspects, benefits, drawbacks,... Læs mere