Login | Sign Up | Settings | Wish List

 



Searching ...
0 %

Books by Yor






Introduction to Stochastic Networks
(Stochastic Modelling and Applied Probability)
by Richard Serfozo
Hardcover, 301 Pages, Published 1999 by Springer
ISBN-13: 978-0-387-98773-6, ISBN: 0-387-98773-8






Stochastic Storage Processes(2nd Edition)
Queues, Insurance Risk, Dams, and Data Communication (Stochastic Modelling and Applied Probability)
by Narahari Umanath Prabhu, I. Karatzas, A. V. Balakrishnan, M. Yor
Hardcover, 207 Pages, Published 1997 by Springer
ISBN-13: 978-0-387-98248-9, ISBN: 0-387-98248-5

"This is a revised and expanded version of the earlier edition. The new material is on Markov-modulated storage processes arising from queueing and data commu nication models. The analysis of these models is based on the fluctuation theory of Markov-additive processes and their discrete time analogues, Markov random walks. The workload and queue length processes, omitted from the earlier edition, are also presented. In addition, many sec ..."






Seminaire De Probabilites XVI, 1980/81 Supplement
Geometrie Differentielle Stochastique (Lecture Notes in Mathematics 921) (French and English Edition)
by J. Azema, M. Yor, Jacques Azema
Paperback, 285 Pages, Published 1982 by Springer Verlag
ISBN-13: 978-0-387-11486-6, ISBN: 0-387-11486-6






History of the Ninth Regiment N.Y.S.M. -- N.G.S.N.Y. 1845-1888
by United States Army New Yor
Paperback, 814 Pages, Published 2013 by Hardpress Publishing
ISBN-13: 978-1-314-05292-3, ISBN: 1-314-05292-6






History of the Ninth Regiment N.Y.S.M. -- N.G.S.N.Y. 1845-1888
by United States Army New Yor
Paperback, Published 2013 by Hardpress Publishing
ISBN-13: 978-1-313-64216-3, ISBN: 1-313-64216-9






Advanced Information Systems Engineering
7th International Conference, CAiSE '95, Jyväskylä, Finland, June 12 - 16, 1995. Proceedings (Lecture Notes in Computer Science)
by Juhani Iivari, Kalle Lyytinen, Matti Rossi, Rudolf Andersen, Pericles Loucopoulos, Bo Steinholtz
Paperback, 396 Pages, Published 1995 by Springer
ISBN-13: 978-3-540-59498-7, ISBN: 3-540-59498-1






Séminaire de Probabilités XVIII 1982/83
Proceedings (Lecture Notes in Mathematics) (French and English Edition)
by J. Azema, M. Yor, Jacques Azéma
Paperback, 522 Pages, Published 1984 by Springer
ISBN-13: 978-3-540-13332-2, ISBN: 3-540-13332-1






Séminaire de Probabilités XVII 1981/82(1st Edition)
Proceedings (Lecture Notes in Mathematics) (French and English Edition)
by J. Azema, M. Yor, Jacques Azéma, Marc Yor
Paperback, 512 Pages, Published 1983 by Springer
ISBN-13: 978-3-540-12289-0, ISBN: 3-540-12289-3

"Proceedings, 1981. vaadeland. VI, 240 pages. pics. Proceedings. 1981. IV, 133 ... 922: B. Dacorogna, Weak Continuity and Weak Lower Semi- continuity of Non- Linear Functional. V, 120 pages. 1982. Vol. 923: Functional Analysis in Markov ..."






Séminaire de Probabilités XV. 1979/80
Avec table generale des exposes de 1966/67 a 1978/79 (Lecture Notes in Mathematics) (French and English Edition)
by J. Azema, M. Yor
Paperback, 704 Pages, Published 1981 by Springer
ISBN-13: 978-3-540-10689-0, ISBN: 3-540-10689-8

"REPRESENTATION DES MARTINGALES ET FILTRATION NATURELLE QUASI- CONTINUE A GAUCHE. ITMI Mhamed Université de Hte-Normandie Laboratoire de Mathématiques BP. 67 - 76 130 Mt-St-Aignan. 0 - Introduction : Il ressort du ..."






Seminaire de Probabilites XIV
1978/79 (Lecture Notes in Mathematics) (French and English Edition) (French Edition)
by J. Azema, M. Yor, Marc Yor
Paperback, 556 Pages, Published 1980 by Springer
ISBN-13: 978-3-540-09760-0, ISBN: 3-540-09760-0

"Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80)"






Séminaire de Probabilités XVI 1980/81
by J. Azema, Editor-M. Yor, Marc Yor
Paperback, 636 Pages, Published 1982 by Springer
ISBN-13: 978-3-540-11485-7, ISBN: 3-540-11485-8

"SUR LA TRANSFORMEE DE HILBERT DES TEMPS LOCAUX BROWNIENS, ET UNE EXTENSION DE LA FORMULE D'ITO (*) M. YOR 1 Introduction Ce travail a trois origines d'une ..."






Seminaire de Probabilites XXXIV
(Lecture Notes in Mathematics / Séminaire de Probabilités)
by J. Azema, M. Emery, M. Ledoux, M. Yor, Jacques Azema, Michael Emery, Michel Ledoux, Marc Yor, A. Dold, F. Takens
Paperback, 440 Pages, Published 2000 by Springer
ISBN-13: 978-3-540-67314-9, ISBN: 3-540-67314-8

"Aldous [1, 2, 3] based a tree on the excursion value at arbitrary times chosen independently of the excursion structure. His tree, the Brownian continuum random tree contains an infinite number of 'leaves'. Le Gall [7] considers a tree with a finite number of leaves which correspond to times chosen uniformly over the lifetime of a Brownian excursion. This article has much in common with this last paper. Le Gall chooses an excursion ..."






Séminaire de Probabilités XVI 1980/81
Supplement: Geometrie Differentielle Stochastique (Lecture Notes in Mathematics) (French Edition)
by J. Azema, M. Yor, Marc Yor
Paperback, 285 Pages, Published 1982 by Springer
ISBN-13: 978-3-540-11486-4, ISBN: 3-540-11486-6






Exercises in Probability(1st Edition)
A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics)
by Marc Yor, Loic Chaumont
Hardcover, 254 Pages, Published 2003 by Cambridge University Press
ISBN-13: 978-0-521-82585-6, ISBN: 0-521-82585-7

"Probability theory has recently become more important as an area of study and research. This set of exercises can be used for classroom teaching or independent study and will help students reach the level where they can begin to tackle current research. It includes outline answers to all the problems and numerous references to the literature."






Seminaire de Probabilites XXXIII
(Lecture Notes in Mathematics / Séminaire de Probabilités)
by J. Azema, M. Emery, Universite M. Emery, M. Ledoux, M. Yor, Jacques Azema, Michael Emery, Michel Ledoux, Marc Yor, A. Dold, F. Takens, Edited Compilation
Paperback, 418 Pages, Published 2008 by Springer
ISBN-13: 978-3-540-66342-3, ISBN: 3-540-66342-8

"Besides topics traditionally found in the Séminaire de Probabilités (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare trans ..."






Seminaire de Probabilites XXXV
by M. Emery, M. Ledoux, M. Yor, Jacques Azema, J. Azema, Michel Ledoux, Marc Yor, Michael Emery, Michel Émery
Paperback, 384 Pages, Published 2001 by Springer
ISBN-13: 978-3-540-41659-3, ISBN: 3-540-41659-5

"Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic ..."






Mathematical Methods for Financial Markets
(Springer Finance / Springer Finance Textbooks)
by Monique Jeanblanc, Marc Yor, Marc Chesney
Paperback, 732 Pages, Published 2012 by Springer
ISBN-13: 978-1-4471-2524-2, ISBN: 1-4471-2524-X

"Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, op ..."






Option Prices as Probabilities
A New Look at Generalized Black-Scholes Formulae (Springer Finance / Springer Finance Lecture Notes)
by Marc Yor, Bernard Roynette, Christophe Profeta, Cristophe Profeta
Paperback, 270 Pages, Published 2010 by Springer
ISBN-13: 978-3-642-10394-0, ISBN: 3-642-10394-4






Ecole d'Ete de Probabilites de Saint-Flour IX, 1979
by Peter J. Bickel, Nicole El Karoui, Marc Yor, P. L. Hennequin, Paul Louis Hennequin
Paperback, 280 Pages, Published 1981 by Springer
ISBN-13: 978-3-540-10860-3, ISBN: 3-540-10860-2






2
Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems (Lectures in Mathematics. ETH Zürich)
by Marc Yor
Paperback, 148 Pages, Published 1997 by Birkhäuser
ISBN-13: 978-3-7643-5717-7, ISBN: 3-7643-5717-7

"The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It m ..."



Continue Search >>

All Authors

Yor

Marc Yor

Azema

Jacques Azema

United States Army New Yor

YOR, M.,

Michel Ledoux

Ledoux

Emery

Michael Emery


All Bindings

Paperback

Hardcover

Unknown


All Editions

1st Edition

2nd Edition

3rd Edition

Other


All Years

2012 - 2013

2008 - 2012

2004 - 2008

2000 - 2004

1996 - 2000

1992 - 1996

1988 - 1992

1984 - 1988

1980 - 1984


All Regions

German

English

Japan