Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world.
This book is an edited volume, the goal of which is to provide an overview of the current state-of-the-art in statistical methods applied to problems in structural bioinformatics (and in particular protein structure prediction, simulation, experimental structure determination and analysis).
Recent trends in health care across the United States and internationally have emphasized a novel approach that consists in comparing the effectiveness and efficacy of treatment interventions with a patient-centered emphasis (i.
The book deals with the random perturbation of PDEs which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up.
This richly illustrated book is an exploration of how chance and risk, on the one hand, and meaning or significance on the other, compete for the limelight in art, in philosophy, and in science.
Seasonal patterns have been found in a remarkable range of health conditions, including birth defects, respiratory infections and cardiovascular disease.
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?
Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic models of hydrodynamics.
Feynman path integrals, suggested heuristically by Feynman in the 40s, have become the basis of much of contemporary physics, from non-relativistic quantum mechanics to quantum fields, including gauge fields, gravitation, cosmology.
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling.
Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory.
This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists.
This volume represents a part of the main result obtained bya group of French probabilists, together with thecontributions of a number of colleagues, mainly from the USAand Japan.
In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes.
The 2-volume book is an updated, reorganized and considerably enlarged version of the previous edition of the Research Problem Book in Analysis (LNM 1043), a collection familiar to many analysts, that has sparked off much research.
The theory of Dirichlet forms has witnessed recently somevery important developments both in theoretical foundationsand in applications (stochasticprocesses, quantum fieldtheory, composite materials,.
In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals.
This book deals with the theory of one- and two-parameter martingale Hardy spaces and their use in Fourier analysis, and gives a summary of the latest results in this field.
The subject of this book is a new direction in the field ofprobability theory and mathematical statistics which can becalled "e;stability theory"e;: it deals with evaluating theeffects of perturbing initial probabilistic models andembraces quite varied subtopics: limit theorems, queueingmodels, statistical inference, probability metrics, etc.
