The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors.
In this second volume, a general approach is developed to provide approximate parameterizations of the "e;small"e; scales by the "e;large"e; ones for a broad class of stochastic partial differential equations (SPDEs).
This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations.
This Festschrift in honour of Paul Deheuvels' 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems.
The volume LNCS 8866 constitutes the refereed proceedings of the 11th International Symposium on Neural Networks, ISNN 2014, held in Hong Kong and Macao, China on November/ December 2014.
The topic of Uncertainty Quantification (UQ) has witnessed massive developments in response to the promise of achieving risk mitigation through scientific prediction.
This is the revised and enlarged 2nd edition of the authors' original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory.
Many results, both from semi group theory itself and from the applied sciences, are phrased in discipline-specific languages and hence are hardly known to a broader community.
Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Levy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.
Providing a comprehensive overview of various methods and applications in decision engineering, this book presents chapters written by a range experts in the field.
Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation.
The book opens with a short introduction to Indian music, in particular classical Hindustani music, followed by a chapter on the role of statistics in computational musicology.
This book contains 24 technical papers presented at the fourth edition of the Advances in Architectural Geometry conference, AAG 2014, held in London, England, September 2014.
Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments.
This is the first monograph dedicated to this interdisciplinary research area, combining the views of music, computer science, education, creativity studies, psychology, and engineering.
The book is addressed to statisticians working at the forefront of the statistical analysis of complex and high dimensional data and offers a wide variety of statistical models, computer intensive methods and applications: network inference from the analysis of high dimensional data; new developments for bootstrapping complex data; regression analysis for measuring the downsize reputational risk; statistical methods for research on the human genome dynamics; inference in non-euclidean settings and for shape data; Bayesian methods for reliability and the analysis of complex data; methodological issues in using administrative data for clinical and epidemiological research; regression models with differential regularization; geostatistical methods for mobility analysis through mobile phone data exploration.
This is a monograph on fixed point theory, covering the purely metric aspects of the theory-particularly results that do not depend on any algebraic structure of the underlying space.
Offering an up-to-date account of systems theories and its applications, this book provides a different way of resolving problems and addressing challenges in a swift and practical way, without losing overview and not having a grip on the details.
This book gives a comprehensive treatment of random phenomena and distribution results in diophantine approximation, with a particular emphasis on quadratic irrationals.
This book gathers a selection of invited and contributed lectures from the European Conference on Numerical Mathematics and Advanced Applications (ENUMATH) held in Lausanne, Switzerland, August 26-30, 2013.
The study of M-matrices, their inverses and discrete potential theory is now a well-established part of linear algebra and the theory of Markov chains.
This book introduces new concepts and mechanisms regarding the usage of both social media interactions and artifacts for peer education in digital educational games.
This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.
This title takes an in-depth look at the mathematics in the context of voting and electoral systems, with focus on simple ballots, complex elections, fairness, approval voting, ties, fair and unfair voting, and manipulation techniques.
This volume compiles the major results of conference participants from the "e;Third International Conference in Network Analysis"e; held at the Higher School of Economics, Nizhny Novgorod in May 2013, with the aim to initiate further joint research among different groups.
Using network models to investigate the interconnectivity in modern economic systems allows researchers to better understand and explain some economic phenomena.
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes).
This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertain, partially unknown and designed.
This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity.
This book summarizes research carried out in workshops of the SAGA project, an Initial Training Network exploring the interplay of Shapes, Algebra, Geometry and Algorithms.
The aim of this book is to summarize probabilistic safety assessment (PSA) of nuclear power plants with WWER440 reactors and demonstrate that the plants are safe enough for producing energy even in light of the Fukushima accident.
This edited volume provides insights into and tools for the modeling, analysis, optimization, and control of large-scale networks in the life sciences and in engineering.
The purpose of this primer is to provide the basics of the Finite Element Method, primarily illustrated through a classical model problem, linearized elasticity.
This book deals with the theory, design principles, and application of hybrid intelligent systems using type-2 fuzzy sets in combination with other paradigms of Soft Computing technology such as Neuro-Computing and Evolutionary Computing.
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings.
Lyons' rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation.
