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This book is aimed at covering the bases on random variables, random vectors and stochastic processes, necessary to be able to address the study of stochastic models based mainly on random and stochastic differential equ...

Subjects / keywords: DUBINS, LESTER E; DOVER PUBLICATIONS; 512.97 D814i

This paper develops a systematic method for calculating approximate prices for a wide range of securities implying the tools of spectral analysis, singular and regular perturbation theory. Price options depend on stochas...

"The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to...

Subjects / keywords: Stochastic processes; Markov processes; Queuing theory; Electronic books

Subjects / keywords: R (Computer program language); Stochastic processes

Subjects / keywords: Probabilities; Stochastic processes

Subjects / keywords: Random variables; Stochastic processes; Electronic books

We investigate Kardar-Parisi-Zhang (KPZ) surface growth in the presence of power-law temporally correlated noise. By means of extensive numerical simulations of models in the KPZ universality class we find that, as the n...