This research monograph presents results to researchers in stochastic calculus, forward and backw...
Explorations in martingale theory and its applications.- Filtrage Non Lineaire Et Equations Aux D...
El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non li...
Le but de ce livre est de donner une introduction aux méthodes de Monte-Carlo orientée vers la ré...
This book gives a concise introduction to the classical theory of stochastic partial differential...
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random nu...
This expository book presents the mathematical description of evolutionary models of populations ...
This research monograph presents results to researchers in stochastic calculus, forward and backw...