Documents liés : [47 document(s)]

Documents (Codes MSC)

• [Multi angle] The supercooled Stefan problem / Auteur de la Conférence Shkolnikov, Mykhaylo. -Marseille : CIRM
  
• [Ouvrage] Feynman-Kac formulas for the ultra-violet renormalized Nelson model / Principal Matte, Oliver ; Co-auteur Moller, Jacob Schach. -Paris : Société Mathématique de France, 2018. - vi; 110 p.
  ISBN 978-2-85629-893-0
  
• [ Post-edited] Approximation and calibration of laws of solutions to stochastic differential equations / Auteur de la Conférence Bion-Nadal, Jocelyne. CIRM
  
• [Multi angle] Viability and arbitrage under Knightian uncertainty / Auteur de la Conférence Burzoni, Matteo. -Marseille : CIRM
  
• [Multi angle] Forward and backward simulation of Euler scheme / Auteur de la Conférence Gobet, Emmanuel. -Marseille : CIRM
  
• [Multi angle] Stochastic variational inequalities for random mechanics / Auteur de la Conférence Mertz, Laurent. -Marseille : CIRM
  
• [Ouvrage] An introduction to continuous-time stochastic processes: - theory, models, and applications to finance, biology, and medicine / Principal Capasso, Vincenzo ; Co-auteur Bakstein, David. -New York, Heidelberg : Birkhäuser, 2015. - xvi; 482 p.
  ISBN 978-1-4939-2756-2
  
• [Multi angle] On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications / Auteur de la Conférence Silva Álvarez, Francisco José. -Marseille : CIRM
  
• [Ouvrage] Stochastic equations in infinite dimensions / Principal Da Prato, Giuseppe ; Co-auteur Zabczyk, Jerzy. -Cambridge : Cambridge University Press, 2014. - xviii; 493 p.
  ISBN 978-1-107-05584-1
  
• [Ouvrage] Optimisation et contrôle stochastique appliqués à la finance / Principal Pham, Huyên. -Berlin, Paris : Springer;Société de Mathématiques Appliquées et Industrielles, 2007. - xv; 186 p.
  ISBN 978-3-540-73736-0
  
• [Ouvrage] Geometry, analysis and dynamics on sub-Riemannian manifolds: - Volume I / Editeur Barilari, Davide ; Editeur Boscain, Ugo ; Editeur Sigalotti, Mario. -Zürich : European Mathematical Society, 2016. - vi; 324 p.
  ISBN 978-3-03719-162-0
  
• [Ouvrage] Geometry, analysis and dynamics on sub-Riemannian manifolds: - Volume II / Editeur Barilari, Davide ; Editeur Boscain, Ugo ; Editeur Sigalotti, Mario. -Zürich : European Mathematical Society, 2016. - viii; 299 p.
  ISBN 978-3-03719-163-7
  
• [Congrès] Probability on algebraic and geometric structures. - International research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava Mukherjea - Carbondale # June 5-7, 2014 / Editeur Budzban, Gregory ; Editeur Hughes, Harry Randolph ; Editeur Schurz, Henri. -Providence : American Mathematical Society, 2016. - xi; 221 p.
  ISBN 978-1-4704-1945-5
  
• [Multi angle] Non-local Lokta-Volterra cross diffusion systems - Part 2 / Auteur de la Conférence Fontbona, Joaquin. -Marseille : CIRM
  
• [Multi angle] Non-local Lokta-Volterra cross diffusion systems - Part 1 / Auteur de la Conférence Fontbona, Joaquin. -Marseille : CIRM
  
• [Ouvrage] Stochastic interest rates / Principal McInerney, Daragh ; Co-auteur Zastawniak, Tomasz. -Cambridge : Cambridge University Press, 2015. - x; 160 p.
  ISBN 978-0-521-17569-2
  
• [Ouvrage] Analysis of stochastic partial differential equations / Principal Khoshnevisan, Davar. -Providence, Arlington : American Mathematical Society;National science foundation, 2014. - viii; 116 p.
  ISBN 978-1-4704-1547-1
  
• [Ouvrage] Probability theory in finance: - a mathematical guide to the Black-Scholes formula / Principal Dineen, Sean. -Providence : American Mathematical Society, 2013. - xiv; 305 p.
  ISBN 978-0-8218-9490-3
  
• [Ouvrage] Stochastic controls: - Hamiltonian systems and HJB equations / Principal Yong, Jiongmin ; Co-auteur Zhou, Xun Yu. -New York : Springer, 1999. - xx; 438 p.
  ISBN 978-0-387-98723-1
  
• [Ouvrage] Multiscale stochastic volatility for equity, interest rate, and credit derivatives / Principal Fouque, Jean-Pierre ; Co-auteur Papanicolaou, George ; Co-auteur Sircar, Ronnie ; Co-auteur Solna, Knut. -Cambridge, New York : Cambridge University Press, 2011. - xiii; 441 p.
  ISBN 978-0-521-84358-4
  
• [Ouvrage] The black-Scholes model / Principal Capinski, Marek ; Co-auteur Kopp, Ekkehard. -Cambridge, New York : Cambridge University Press, 2012. - ix; 168 p.
  ISBN 978-0-521-17300-1
  
• [Ouvrage] Generalized functionals of brownian motion and their applications: - nonlinear functionals of fundamental stochastic processes / Principal Ahmed, N. U.. -Singapore, Hackensack, London : World Scientific, 2012. - xiv; 299 p.
  ISBN 978-981-4366-36-6
  
• [Congrès] Séminaire Bourbaki. Vol. 2009/2010: exposés 1012-1026 -Paris : Société Mathématique de France, 2011. - x; 409 p.
  ISBN 978-2-85629-326-3
  
• [Ouvrage] Forward-Backward Stochastic Differential Equations and their Applications / Principal Ma, Jin ; Co-auteur Yong, Jiongmin. -Berlin : Springer, 2007. - xiii, 270 p.
  ISBN 978-3-540-65960-0
  
• [Ouvrage] Stochastic analysis in discrete and continuous settings: - with normal martingales / Principal Privault, Nicolas. -Berlin, Heidelberg : Springer, 2009. - ix; 310 p.
  ISBN 978-3-642-02379-8
  
• [Congrès] SPDE in hydrodynamic: - recent progress and prospects lectures given at the C.I.M.E. summer school # aug.29-sept.3 / Collaborateur Albeverio, Sergio ; Collaborateur Sinai, Yakov G. ; Collaborateur Flandoli, Franco ; Editeur Da Prato, G. ; Editeur Rockner, Michael. -Berlin, Heidelberg : Springer, 2008. - 166 p.
  ISBN 978-3-540-78492-0
  
• [Ouvrage] Financial markets and martingales : - observations on science and speculation / Principal Bouleau, Nicolas ; Traducteur Thomas, Alan. -London : Springer, 2004. - 151 p.
  ISBN 978-1-85233-582-3
  
• [Congrès] Differential equations driven by rough paths : - école d'été de probabilités de Saint-Flour XXXIV-2004 / Co-auteur Lyons, Terry J. ; Co-auteur Caruana, Michael J. ; Co-auteur Levy, Thierry ; Editeur Picard, Jean. -Berlin, Heidelberg : Springer, 2007. - 109 p.
  ISBN 978-3-540-71284-8
  
• [Ouvrage] Introduction to stochastic calculus with applications / Principal Klebaner, Fima C.. -Danvers : Imperial College Press, 2005. - 416 p.
  ISBN 978-1-86094-555-7
  
• [Ouvrage] Introduction to the mathematics of finance / Principal Williams, R. J.. -Providence, Rhode Island : American Mathematical Society, 2006. - 150 p.
  ISBN 978-0-8218-3903-4
  
• [Ouvrage] Paris-Princeton lectures on mathematical finance 2003 / Secondaire Bielecki, T. R. ; Secondaire Björk, T. ; Secondaire Jeanblanc, M. ; Secondaire Rutkowski, Marek ; Secondaire Scheinkman, J. A. ; Secondaire Xiong, W.. -Berlin, Heidelberg : Springer, 2004. - 250 p.
  ISBN 978-3-540-22266-8
  
• [Ouvrage] Probability theory in finance : - a mathematical guide to the Black-Scholes formula / Principal Dineen, Sean. -Providence, Rhode Island : American Mathematical Society, 2005. - 294 p.
  ISBN 978-0-8218-3951-5
  
• [Ouvrage] Conformally invariant processes in the plane / Principal Lawler, Gregory F.. -Providence, Rhode Island : American Mathematical Society, 2005. - 242 p.
  ISBN 978-0-8218-3677-4
  
• [Ouvrage] Counting processes and survival analysis / Principal Fleming, T. R. ; Co-auteur Harrington, D. P.. -N. J. : Wiley, 1981. - 429 p.
  ISBN 978-0-471-76988-0
  
• [Ouvrage] Stochastic analysis / Principal Shigekawa, Ichiro. -Providence : American Mathematical Society, 2004. - 182 p.
  ISBN 978-0-8218-2626-3
  
• [Ouvrage] Introduction to stochastic calculus applied to finance - / Principal Lamberton, Damien ; Co-auteur Lapeyre, Bernard ; Traducteur Rabeau, Nicolas ; Traducteur Mantion, François. -Boca Raton
  London, N.Y. : Chapman & Hall, 2000. - 185 p.
  ISBN 978-0-412-71800-7
  
• [Congrès] Stochastic processes, physics and geometry. Part II : - new interplays : a volume in honor of Sergio Albeverio#proceedings of the conference on infinite dimensional (stochastic) analysis and quantum physics held at Max Planck Institute for mathematics in the sciences#Janv.18-22 / Editeur Gesztesy, Fritz ; Editeur Holden, Helge ; Editeur Jost, Jürgen. -Providence : American Mathematical Society, 2000. - 647 p.
  ISBN 978-0-8218-1960-9
  
• [Congrès] Stochastic processes, physics and geometry. Part I : - new interplays : a volume in honor of Sergio Albeverio#proceedings of the conference on infinite dimensional (stochastic) analysis and quantum physics held at Max Planck Institute for mathematics in the sciences#Janv.18-22 / Editeur Gesztesy, Fritz ; Editeur Holden, Helge ; Editeur Jost, Jürgen. -Providence : American Mathematical Society, 2000. - 333 p.
  ISBN 978-0-8218-1959-3
  
• [Congrès] Introduction to mathematical finance : - American Mathematical Society short course#Jan. 6-7 / Editeur Heath, David C. ; Editeur Swindle, Glen. -Providence : American Mathematical Society, 1999. - 167 p.
  ISBN 978-0-8218-0751-4
  
• [Ouvrage] Introduction to option pricing in a securities market / Principal Dzhaparidze, K. O.. -Amsterdam : Stichting Mathematisch Centrum, 2000. - 134 p.
  ISBN 978-90-6196-487-2
  
• [Ouvrage] Mathematics of financial markets / Principal Elliot, Robert j. ; Co-auteur Kopp, P. ekkehard. -Berlin, Heidelberg, N.y. : Springer, 1999
  ISBN 978-0-387-98553-4
  
• [Ouvrage] Backward stochastic differential equations / Editeur El Karoui, Nicole ; Editeur Mazliak, Laurent. -Londres : Longman, 1997. - 221 p.
  ISBN 978-0-582-30733-9
  
• [Congrès] Proceedings of the Norbert Wiener centenary congress, 1994 - Michigan State University, November 27-December 3, 1994 / Editeur Mandrekar, V. ; Editeur Masani, P. R.. -Providence, Rhode Island : American Mathematical Society, 1997
  ISBN 978-0-8218-0452-0
  
• [Congrès] Probabilistic models for nonlinear partial differential equations - lectures given at the 1 st session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22-30, 1995 / Principal Graham, C. ; Co-auteur Kurtz, Th. G. ; Co-auteur Méléard , S. ; Editeur Talay, D. ; Editeur Tubaro, L.. -Berlin, Heidelberg : Springer, 1996
  ISBN 978-3-540-61397-8
  
• [Ouvrage] Nonlinear stochastic operator equations / Principal Adomian, George. -N.Y., Orlando, San Diego : Academic Press Inc., 1986. - 286 p.
  ISBN 978-0-12-044375-8
  
• [Ouvrage] Exponential stability of stochastic differential equations / Principal Mao, Xuerong. -Basel, Hong Kong, N.Y. : Marcel Dekker, Inc., 1994. - 307 p.
  ISBN 978-0-8247-9080-6
  
• [Ouvrage] Contiguity and the statistical invariance principle / Principal Greenwood, P. E. ; Co-auteur Shiryayev, Albert Nikolaevich. -Paris, Philadelphia, Reading : Gordon and Breach Sciences Publishers, 1992. - 236 p.
  ISBN 978-2-88124-013-3