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  • Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

    With Emphasis on the Creation-Annihilation Techniques

    Series Book 76 - Probability Theory and Stochastic Modelling
    A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the ... Read more

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    How Statistics Revolutionized Science in the Twentieth Century

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  • Chances Are . . .

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  • Applied Spatial Data Analysis with R

    Series series Mathematics and Statistics (R0)
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    Series series Mathematics and Statistics (R0)
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  • Fractals in Probability and Analysis

    Series Book 162 - Cambridge Studies in Advanced Mathematics
    This is a mathematically rigorous introduction to fractals which emphasizes examples and fundamental ideas. Building up from basic techniques of geometric measure theory and probability, central topics such as Hausdorff dimension, self-similar sets and Brownian motion are introduced, as are more specialized topics, including Kakeya sets, capacity, percolation on trees and the traveling salesman ... Read more

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  • Statistics and Data Analysis for Financial Engineering

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    Series series Mathematics and Statistics (R0)
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    Series series Mathematics and Statistics (R0)
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  • Planning Clinical Research

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