Filter
Anvendt matematikk
Filter
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their …
Practice makes perfect. Therefore the best method of mastering models is working with them. This book contains a large collection of exercises and solutions which will help explain …
Over the last two decades, the dimension theory of dynamical systems has progressively developed into an independent and extremely active field of research. The main aim of this …
The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same …
The second edition of this book contains both basic and more advanced - terial on non-life insurance mathematics. Parts I and II of the book cover the basic course of the 1rst …
There are already several excellent books on Malliavin calculus. However, most of them deal only with the theory of Malliavin calculus for Brownian motion, with [35] as an …
The lectures concentrate on highlights in Combinatorial (ChaptersII and III) and Number Theoretical (ChapterIV) Extremal Theory, in particular on the solution of famous problems …
A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of …
A second edition of a book is a success and an obligation at the same time. We are satis ed that a number of university courses have been orga› nized on the basis of the rst volume …
The topic of credibility theory has been for many years — and still is — one of our major interests. This interest has led us not only to many publications, but also has been the …