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Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
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Type: BOOK - Published: 2021-07-29 - Publisher: CRC Press

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Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Stochastic-Process Limits
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Type: BOOK - Published: 2006-04-11 - Publisher: Springer Science & Business Media

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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
Stochastic Analysis of Scaling Time Series
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This book provides a thorough understanding of the techniques used to retrieve multi-scale information from turbulent and complex systems, with case studies.
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
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Statistical Tools for Finance and Insurance
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Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. The electronic edition,