Xi Symposium On Probability And Stochastic Processes
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Xi Symposium On Probability And Stochastic Processes Cimat Mexico November 18 22 2013
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Author : Ramsés H. Mena
language : en
Publisher:
Release Date : 2015
Xi Symposium On Probability And Stochastic Processes Cimat Mexico November 18 22 2013 written by Ramsés H. Mena and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Fractal Geometry And Stochastics V
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Author : Christoph Bandt
language : en
Publisher: Birkhäuser
Release Date : 2015-07-08
Fractal Geometry And Stochastics V written by Christoph Bandt and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-08 with Mathematics categories.
This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. Each part starts with a state-of-the-art survey followed by papers covering a specific aspect of the topic. The authors are leading world experts and present their topics comprehensibly and attractively. Both newcomers and specialists in the field will benefit from this book.
Xi Symposium On Probability And Stochastic Processes
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Author : Ramsés H. Mena
language : en
Publisher: Birkhäuser
Release Date : 2015-07-17
Xi Symposium On Probability And Stochastic Processes written by Ramsés H. Mena and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-17 with Mathematics categories.
This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.
Ambit Stochastics
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Author : Ole E. Barndorff-Nielsen
language : en
Publisher: Springer
Release Date : 2018-11-01
Ambit Stochastics written by Ole E. Barndorff-Nielsen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-01 with Mathematics categories.
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.
Stochastics Of Environmental And Financial Economics
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Author : Fred Espen Benth
language : en
Publisher: Springer
Release Date : 2015-10-23
Stochastics Of Environmental And Financial Economics written by Fred Espen Benth and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-23 with Science categories.
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.
Proceedings Of The Sixth Berkeley Symposium On Mathematical Statistics And Probability Volume Iii
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Author : Lucien M. Le Cam
language : en
Publisher: Univ of California Press
Release Date : 2024-03-29
Proceedings Of The Sixth Berkeley Symposium On Mathematical Statistics And Probability Volume Iii written by Lucien M. Le Cam and has been published by Univ of California Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-29 with Mathematics categories.
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.
Rough Volatility
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Author : Christian Bayer
language : en
Publisher: SIAM
Release Date : 2023-12-18
Rough Volatility written by Christian Bayer and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-18 with Mathematics categories.
Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. The mathematical description of the volatility process has been an active topic of research for decades; however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility behaves essentially as a fractional Brownian motion with a small Hurst parameter. The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling, providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject’s development and progression. This book is designed for researchers and graduate students in quantitative finance as well as quantitative analysts and finance professionals.
Proceedings Of The 11th International Conference On Soft Computing And Pattern Recognition Socpar 2019
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Author : Ajith Abraham
language : en
Publisher: Springer Nature
Release Date : 2020-07-31
Proceedings Of The 11th International Conference On Soft Computing And Pattern Recognition Socpar 2019 written by Ajith Abraham and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-31 with Technology & Engineering categories.
This book highlights recent research on soft computing, pattern recognition and biologically inspired computing. It presents 24 selected papers from the 11th International Conference on Soft Computing and Pattern Recognition (SoCPaR 2019) and 5 papers from the 11th World Congress on Nature and Biologically Inspired Computing (NaBIC 2019), held at Vardhaman College of Engineering, Hyderabad, India, on December 13–15, 2019. SoCPaR–NaBIC is a premier conference and brings together researchers, engineers and practitioners whose work involves soft computing and bio-inspired computing, as well as their industrial and real-world applications. Including contributions by authors from 15 countries, the book offers a valuable reference guide for all researchers, students and practitioners in the fields of Computer Science and Engineering.
Eleven Papers From The Fourth Prague Conference On Information Theory Statistical Decision Functions And Random Processes
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Author :
language : en
Publisher: American Mathematical Soc.
Release Date :
Eleven Papers From The Fourth Prague Conference On Information Theory Statistical Decision Functions And Random Processes written by and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Change Of Time And Change Of Measure Second Edition
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Author : Ole E Barndorff-nielsen
language : en
Publisher: World Scientific Publishing Company
Release Date : 2015-05-07
Change Of Time And Change Of Measure Second Edition written by Ole E Barndorff-nielsen and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-07 with Business & Economics categories.
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance.In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.