De Gruyter Series in Probability and Stochastics – serie
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6 produkter
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
Av Yuliya Mishura, Kostiantyn Ralchenko
Inbunden, 2021
2084 kr
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Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, …
Riesz Probability Distributions
Inbunden, 2021
2369 kr
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This book is a useful overview of results in multivariate probability distributions and multivariate analysis as well as a reference to harmonic analysis on symmetric cones adapted to the needs of researchers in analysis and probability theory.
Fractional Deterministic and Stochastic Calculus
Av Giacomo Ascione, Yuliya Mishura m. fl.
Inbunden, 2023
2687 kr
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Fractional calculus has emerged as a powerful and effective mathematical tool in the study of several phenomena in science and engineering. This text addressed to researchers, graduate students, and practitioners combines deterministic fractional calculus with the analysis of the fractional …
Stochastic Interacting Systems in Life and Social Sciences
Inbunden, 2024
3436 kr
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This volume provides an overview of two of the most important examples of interacting particle systems, the contact process, and the voter model, as well as their many variants introduced in the past 50 years. These stochastic processes are organized by domains of application (epidemiology, …
Measure-valued Processes and Stochastic Flows
Inbunden, 2023
2296 kr
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This book discusses the systems of interacting particles evolving in the random media. The focus is on the study of both the finite subsystems motion and the flow, describing motion of all particles in the space. The integral characteristics of the system and mass distribution are also covered and …
Epidemiological Processes in the Biological and Social Sciences
Stochastic Hierarchical Complex Dynamic Network-centric Models
Av Divine Tito F. Wanduku, Gangaram S. Ladde m. fl.
Inbunden, 2025
2953 kr
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The recent advent of rapid technological changes, scientific developments, and educational expansions have created complex heterogeneities, environmental uncertainties, and socio-economic-ecological inequalities globally. The innovative beneficial resources upgrade and update the existing varieties …