Posted by **AvaxGenius** at April 21, 2018

English | PDF(Repost),EPUB | 2012 | 494 Pages | ISBN : 3642298796 | 11.86 MB

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Posted by **step778** at April 20, 2018

2006 | pages: 476 | ISBN: 1584886366 | PDF | 6,0 mb

Posted by **AlexGolova** at April 13, 2018

English | 11 Apr. 2017 | ISBN: 3319492403 | 556 Pages | PDF | 6.36 MB

Posted by **AvaxGenius** at March 28, 2018

English | PDF,EPUB | 2018 | 277 Pages | ISBN : 1493975420 | 10.22 MB

The international conference entitled "New Trends in Approximation Theory" was held at the Fields Institute, in Toronto, from July 25 until July 29, 2016. The conference was fondly dedicated to the memory of our unique friend and colleague, André Boivin, who gave tireless service in Canada until his very last moment of his life in October 2014. The impact of his warm personality and his fine work on Complex Approximation Theory was reflected by the mathematical excellence and the wide research range of the 37 participants. In total there were 27 talks, delivered by well-established mathematicians and young researchers. In particular, 19 invited lectures were delivered by leading experts of the field, from 8 different countries.

Posted by **roxul** at March 26, 2018

English | ISBN: 1786302357 | 2018 | 238 pages | PDF | 5 MB

Posted by **AlexGolova** at March 24, 2018

English | 9 Feb. 2017 | ISBN: 1543008569 | 234 Pages | AZW3 | 2.12 MB

Posted by **arundhati** at March 7, 2018

2015 | ISBN-10: 3110329689 | 559 pages | PDF | 4 MB

Posted by **ChrisRedfield** at Feb. 28, 2018

Published: 2017-04-11 | ISBN: 9811029318 | PDF | 345 pages | 10.15 MB

Posted by **AvaxGenius** at Feb. 17, 2018

English | PDF,EPUB | 2018 | 134 Pages | ISBN : 3319741004 | 4.43 MB

This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables.

Posted by **arundhati** at Feb. 8, 2018