Add to ORKGWe consider an elementary denition of stochastic processes. The basic properties of random walks, Markov processes and martingales are given. As applications we consider the binomial model of nancial markets and the basic risk model with an upper bound of ruin probability. The particular case of the classical risk model is given. 1. Introduction. Th
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...
This book introduces the theory of stochastic processes with applications taken from physics and fin...
This book presents basic stochastic processes, stochastic calculus including Lévy processes on one h...
Some Background on ProbabilityIntroduction Probability Conditional probability and independence Disc...
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the th...
This thesis deals with stochastic models in two fields: risk theory and management accounting. First...
Stochastic processes have been applied to described various phenomena that evolve in a random manner...
This book is intended as an introduction to both Monte Carlo methods and financial and actuarial mod...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
The aim of this special issue is to publish original research papers that cover recent advances in t...
Stochastic processes of common use in mathematical finance are presented throughout this book, which...
This book gives a systematic introduction to the basic theory of financial mathematics, with an emph...
This book is about the formulations, theoretical investigations, and practical applications of new s...
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...
This book introduces the theory of stochastic processes with applications taken from physics and fin...
This book presents basic stochastic processes, stochastic calculus including Lévy processes on one h...
Some Background on ProbabilityIntroduction Probability Conditional probability and independence Disc...
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the th...
This thesis deals with stochastic models in two fields: risk theory and management accounting. First...
Stochastic processes have been applied to described various phenomena that evolve in a random manner...
This book is intended as an introduction to both Monte Carlo methods and financial and actuarial mod...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
The aim of this special issue is to publish original research papers that cover recent advances in t...
Stochastic processes of common use in mathematical finance are presented throughout this book, which...
This book gives a systematic introduction to the basic theory of financial mathematics, with an emph...
This book is about the formulations, theoretical investigations, and practical applications of new s...
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...