Search Results

Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.

Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.

From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective rea

This book provides a thorough understanding of the techniques used to retrieve multi-scale information from turbulent and complex systems, with case studies.

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of