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Contract Theory in Continuous-Time Models
Springer 2012; US$ 64.99In recent years, there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the... more...
Applied Diffusion Processes from Engineering to Finance
Wiley 2013; US$ 175.00The aim of this book is to promote interaction between Engineering, Finance and Insurance, as there are many models and solution methods in common for solving real-life problems in these three topics. The authors point out the strict inter-relations that exist among the diffusion models used in Engineering, Finance and Insurance. In each of the three... more...
Brownian Motion
OUP Oxford 2008; US$ 70.00Brownian motion- the incessant motion of small particles suspended in a fluid- is an important topic in statistical physics and physical chemistry. This book studies its origin in molecular scale fluctuations, its description in terms of random process theory and also in terms of statistical mechanics. - ;Brownian motion - the incessant motion of small... more...
Analysis and Stochastics of Growth Processes and Interface Models
OUP Oxford 2008; US$ 98.99This book is a collection of topical survey articles by leading researchers in the fields of applied analysis and probability theory, working on the mathematical description of growth phenomena. Particular emphasis is on the interplay of the two fields, with articles by analysts being accessible for researchers in probability, and vice versa. Mathematical... more...
Brownian Motion
Cambridge University Press 2010; US$ 61.00Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field. more...
Selected Aspects of Fractional Brownian Motion
Springer 2012; US$ 94.99Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales... more...
Brownian Motion
De Gruyter 2012; US$ 400.00Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which... more...
Brownian Motion, Hardy Spaces and Bounded Mean Oscillation
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Browning Agents and Active Particles
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