Veröffentlicht von De Gruyter

De Gruyter Series in Probability and Stochastics

Herausgegeben von: Itai Benjamini, Jean Bertoin, Michel Ledoux und René L. Schilling

ISSN: 2512-9007

e-ISSN 2512-899X

Übersicht
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The De Gruyter Series in Probability and Stochastics is devoted to the publication of high-level monographs and specialized graduate texts in any branch of modern probability theory and stochastics, along with their numerous applications in other parts of mathematics, physics and informatics, in economics and finance, and in the life sciences.

The aim of the series is to present recent research results in the form of authoritative and comprehensive works that will serve the probability and stochastics community as basis for further research.

Editorial Board

Itai Benjamini, Weizmann Institute of Science, Israel
Jean Bertoin, Universität Zürich, Switzerland
Michel Ledoux, Université de Toulouse, France
René L. Schilling, Technische Universität Dresden, Germany

Buch Noch nicht erschienen 2023

Fractional Deterministic and Stochastic Calculus

Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi

Band 4 in dieser Reihe

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Fractional calculus has emerged as a powerful and effective mathematical tool in the study of several phenomena in science and engineering. This text addressed to researchers, graduate students, and practitioners combines deterministic fractional calculus with the analysis of the fractional Brownian motion and its associated fractional stochastic calculus and includes examples, exercises, and problems that focus on computational aspects.

DOI:: https://doi.org/10.0000/9783110780222
ISBN:: 9783110780222
ISBN:: 9783110780017
ISBN:: 9783110779813
Fachgebiet:: Mathematik
Fachgebiet:: Wahrscheinlichkeitstheorie und Statistik
Fachgebiet:: Angewandte Mathematik
Verlag:: De Gruyter

Buch 2021

Discrete-Time Approximations and Limit Theorems

In Applications to Financial Markets

Yuliya Mishura, Kostiantyn Ralchenko

Band 2 in dieser Reihe

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Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays.

DOI:: https://doi.org/10.1515/9783110654240
ISBN:: 9783110654240
ISBN:: 9783110652796
ISBN:: 9783110652994
Fachgebiet:: Wirtschaftswissenschaften
Fachgebiet:: Finanz
Fachgebiet:: Mathematik
Fachgebiet:: Wahrscheinlichkeitstheorie und Statistik
Fachgebiet:: Angewandte Mathematik
Verlag:: De Gruyter

Buch 2021

Riesz Probability Distributions

Abdelhamid Hassairi

Band 1 in dieser Reihe

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This book is a useful overview of results in multivariate probability distributions and multivariate analysis as well as a reference to harmonic analysis on symmetric cones adapted to the needs of researchers in analysis and probability theory.

DOI:: https://doi.org/10.1515/9783110713374
ISBN:: 9783110713374
ISBN:: 9783110713459
ISBN:: 9783110713251
Fachgebiet:: Mathematik
Fachgebiet:: Analysis
Fachgebiet:: Wahrscheinlichkeitstheorie und Statistik
Verlag:: De Gruyter

Buch 2023

Measure-valued Processes and Stochastic Flows

Andrey A. Dorogovtsev

Band 3 in dieser Reihe

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This book discusses the systems of interacting particles evolving in the random media. The focus is on the study of both the finite subsystems motion and the flow, describing motion of all particles in the space. The integral characteristics of the system and mass distribution are also covered and results are illustrated with examples from turbulence theory, synchronization and DNA evolution.

DOI:: https://doi.org/10.1515/9783110986518
ISBN:: 9783110986518
ISBN:: 9783110997583
ISBN:: 9783110986556
Fachgebiet:: Mathematik
Fachgebiet:: Wahrscheinlichkeitstheorie und Statistik
Fachgebiet:: Angewandte Mathematik
Verlag:: De Gruyter