This book offers an introduction to the technical foundations of discrimination and equity issues in insurance models, catering to undergraduates, postgraduates, and practitioners.
Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations.
In 1931 Erwin Schrodinger considered the following problem: A huge cloud of independent and identical particles with known dynamics is supposed to be observed at finite initial and final times.
The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993.
The Conference on "e;Statistical Science"e;, held in Monte Verita (Switzerland) on 18/20 November 1996, was intended to honour the memory of Stefano Franscini at the occasion of the bicentennial of his birth (1796-1996).
Statistics is strongly tied to applications in different scientific disciplines, and the most challenging statistical problems arise from problems in the sciences.
The proceedings of the summer 1999 Chorin workshop on stochastic climate models captures well the spirit of enthusiasm of the workshop participants engaged in research in this exciting field.
This volume contains a selection of invited papers, presented to the fourth In- Statistical Analysis Based on the L1-Norm and Related ternational Conference on Methods, held in Neuchatel, Switzerland, from August 4-9, 2002.
The seventh International Conference on Evolution Equations and their main areas of Applications (where the emphasis evolves as time and problems change) was held October 30 to November 4 at the CIRM (Centro Internazionale per la Ricerca Matematica) in Trento, Italy.
Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics.
The title High Dimensional Probability is an attempt to describe the many trib- utaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970's.
This volume is based on lectures notes for the courses delivered at the Cimpa Summer School: From Classical to Modern Probability, held at Temuco, Chile, be- th th tween January 8 and 26 , 2001.
On what grounds can one reasonably expect that a complex financial contract solving a complex real-world issue does not deserve the same thorough scientific treatment as an aeroplane wing or a micro-proces- sor?
During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis.
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes.
"e;Stochastic Processes in Quantum Physics"e; addresses the question 'What is the mathematics needed for describing the movement of quantum particles', and shows that it is the theory of stochastic (in particular Markov) processes and that a relativistic quantum particle has pure-jump sample paths while sample paths of a non-relativistic quantum particle are continuous.
The seminar on Stochastic Analysis and Mathematical Physics of the Ca- tholic University of Chile, started in Santiago in 1984, has being followed and enlarged since 1995 by a series of international workshops aimed at pro- moting a wide-spectrum dialogue between experts on the fields of classical and quantum stochastic analysis, mathematical physics, and physics.
This book contains the proceedings of the conference "e;Fractals in Graz 2001 - Analysis, Dynamics, Geometry, Stochastics"e; that was held in the second week of June 2001 at Graz University of Technology, in the capital of Styria, southeastern province of Austria.
Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.
These notes had their origin in a postgraduate lecture series I gave at the Eid- genossiche Technische Hochschule (ETH) in Zurich in the Spring of 2000.
This book contains recent contributions to the theory and applications of robust statistics, presented at the International Conference on Robust Statistics (ICORS 2003) in Antwerp, Belgium.
This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy- sis, Random Fields and Applications, which took place at the Centro Stefano Fran- scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002.
This textbook gives an introduction to stochastic partial differential equations such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise.
Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest.
Fractal geometry is a new and promising field for researchers from different disciplines such as mathematics, physics, chemistry, biology and medicine.
The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences.
