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by Laurens Haan, Ana Ferreira
出版情報: New York, NY : Springer Science+Business Media, LLC, 2006
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/0-387-34471-3
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by Martin Jacobsen
出版情報: Boston, MA : Birkhäuser Boston, 2006
シリーズ名: Probability and its Applications ;
オンライン: http://dx.doi.org/10.1007/0-8176-4463-6
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edited by N. Balakrishnan, José María Sarabia, Enrique Castillo
出版情報: Boston, MA : Birkhäuser Boston, 2006
シリーズ名: Statistics for Industry and Technology ;
オンライン: http://dx.doi.org/10.1007/0-8176-4487-3
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by Prem C. Consul, Felix Famoye
出版情報: Boston, MA : Birkhäuser Boston, 2006
オンライン: http://dx.doi.org/10.1007/0-8176-4477-6
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by Vladimir Zorich
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
オンライン: http://dx.doi.org/10.1007/978-3-642-14813-2
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edited by V.V. Rykov, N. Balakrishnan, M.S. Nikulin
出版情報: Boston : Springer Science+Business Media, LLC, 2011
シリーズ名: Statistics for Industry and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4971-5
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by Leszek Gawarecki, Vidyadhar Mandrekar
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
シリーズ名: Probability and Its Applications ;
オンライン: http://dx.doi.org/10.1007/978-3-642-16194-0
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8.

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by Andrea Pascucci
出版情報: Milano : Springer Milan, 2011
シリーズ名: Bocconi & Springer Series ;
オンライン: http://dx.doi.org/10.1007/978-88-470-1781-8
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9.

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by Michael Koller
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-3-642-20721-1
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10.

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by Nicole Bäuerle, Ulrich Rieder
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/978-3-642-18324-9
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by W.D. Wallis
出版情報: Boston : Birkhäuser Boston, 2012
オンライン: http://dx.doi.org/10.1007/978-0-8176-8319-1
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12.

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by Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang
出版情報: London : Springer-Verlag London Limited, 2008
シリーズ名: Probability and Its Applications ;
オンライン: http://dx.doi.org/10.1007/978-1-84628-797-8
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13.

電子ブック

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by Yue-Kuen Kwok ; edited by M. Avellaneda, G. Barone-Adesi, M. Broadie, M. H. A. Davis, E. Derman, C. Klüppelberg, E. Kopp, W. Schachermayer
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-540-68688-0
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14.

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by Gregory S. Chirikjian
出版情報: Boston : Birkhäuser Boston, 2009
シリーズ名: Applied and Numerical Harmonic Analysis ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4803-9
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15.

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by Ronald W. Shonkwiler, James Herod
出版情報: New York, NY : Springer-Verlag New York, 2009
シリーズ名: Undergraduate Texts in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-0-387-70984-0
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16.

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by Alexandre Chorin, Ole H. Hald
出版情報: New York, NY : Springer-Verlag New York, 2009
シリーズ名: Surveys and Tutorials in the Applied Mathematical Sciences ; 1
オンライン: http://dx.doi.org/10.1007/978-1-4419-1002-8
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by Damir Filipovic
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-540-68015-4
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18.

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by Christiane Rousseau, Yvan Saint-Aubin
出版情報: New York, NY : Springer New York, 2009
シリーズ名: Springer Undergraduate Texts in Mathematics and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-387-69213-5
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19.

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edited by Joseph Glaz, Vladimir Pozdnyakov, Sylvan Wallenstein
出版情報: Boston : Birkhäuser Boston, 2009
シリーズ名: Statistics for Industry and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4749-0
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20.

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by Jie Chen, Arjun K. Gupta
出版情報: Boston : Birkhäuser Boston, 2012
オンライン: http://dx.doi.org/10.1007/978-0-8176-4801-5
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21.

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by Gregory S. Chirikjian
出版情報: Boston : Springer Science+Business Media, LLC, 2012
シリーズ名: Applied and Numerical Harmonic Analysis ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4944-9
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22.

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by Rinaldo B. Schinazi
出版情報: Boston : Springer Science+Business Media, LLC, 2012
オンライン: http://dx.doi.org/10.1007/978-0-8176-8250-7
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23.

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by Vincenzo Capasso, David Bakstein
出版情報: Boston : Birkhäuser Boston : Imprint: Birkhäuser, 2012
シリーズ名: Modeling and Simulation in Science, Engineering and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-8346-7
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目次情報: 続きを見る
Part I. The Theory of Stochastic Processes
Fundamentals of Probability
Stochastic Processes
The Itô Integral
Stochastic Differential Equations
Part II. The Applications of Stochastic Processes
Applications to Finance and Insurance
Applications to Biology and Medicine
Part III. Appendices
Measure and Integration
Convergence of Probability Measures on Metric Spaces
Elliptic and Parabolic Operators
D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations
References
Part I. The Theory of Stochastic Processes
Fundamentals of Probability
Stochastic Processes
24.

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by Archil Gulisashvili
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-31214-4
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目次情報: 続きを見る
Preface
Aknowledgements
1.Volatility Processes
2.Stock Price Models with Stochastic Volatility
3.Realized Volatility and Mixing Distributions
4.Integral Transforms of Distribution Densities
5.Asymptotic Analysis of Mixing Distributions
6.Asymptotic Analysis of Stock Price Distributions
7.Regularly Varying Functions and Pareto Type Distributions
8.Asymptotic Analysis of Option Pricing Functions
9.Asymptotic Analysis of Implied Volatility
10.More Formulas for Implied Volatility
11.Implied Volatility in Models Without Moment Explosions
Bibliography
Index
Preface
Aknowledgements
1.Volatility Processes
25.

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edited by Francesca Biagini, Andreas Richter, Harris Schlesinger
出版情報: London : Springer London : Imprint: Springer, 2013
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-1-4471-4926-2
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目次情報: 続きを見る
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
Multivariate Concave and Convex Stochastic Dominance
Reliable Quantification and Efficient Estimation of Credit Risk
Diffusion-based models for financial markets without martingale measures
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
Multivariate Concave and Convex Stochastic Dominance
Reliable Quantification and Efficient Estimation of Credit Risk
26.

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edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart
出版情報: Boston, MA : Springer US : Imprint: Springer, 2013
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 34
オンライン: http://dx.doi.org/10.1007/978-1-4614-5906-4
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目次情報: 続きを見る
An Application of Gaussian Measures to Functional Analysis
Stochastic Taylor Formulas and Riemannian Geometry
Local invertibility of adapted shifts on Wiener Space and related topics
Dilation vector field on Wiener space
The calculus of differentials for the weak Stratonovich integral
Large deviations for Hilbert space valued Wiener processes: a sequence space approach
Stationary distributions for jump processes with inert drift
An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure
Escape probability for stochastic dynamical systems with jumps
On Stochastic Navier-Stokes Equation Driven by Stationary White Noise
Intermittency and chaos for a non-linear stochastic wave equation in dimension 1
Generalized stochastic heat equations
Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs
Stationarity of the solution for the semilinear stochastic integral equation on the whole real line
A strong approximation of sub-fractional Brownian motion by means of transport processes
Malliavin calculus for fractional heat equation
Parameter estimation for alpha-fractional bridges
Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion
Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations
The effect of competition on the height and length of the forest of genealogical trees of a large population
Linking progressive and initial filtration expansions
A Malliavin calculus approach to general stochastic differential games with partial information
Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words
A short rate model using ambit processes
Parametric regularity of the conditional expectations via the Malliavin calculus and applications
An Application of Gaussian Measures to Functional Analysis
Stochastic Taylor Formulas and Riemannian Geometry
Local invertibility of adapted shifts on Wiener Space and related topics
27.

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by Alexandre J. Chorin, Ole H. Hald
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
シリーズ名: Texts in Applied Mathematics ; 58
オンライン: http://dx.doi.org/10.1007/978-1-4614-6980-3
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目次情報: 続きを見る
Preliminary
Probability
Brownian Motion
Stationary Stochastic Processes
Statistical Mechanics
Index
Time-Dependent Statistical Mechanics
Preliminary
Probability
Brownian Motion
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by Ludger Rüschendorf
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-3-642-33590-7
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目次情報: 続きを見る
Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform
2 Fréchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
4 Bounds for the Distribution Function and Value at Risk of the Joint Portfolio
5 Restrictions on the Dependence Structure
6 Dependence Orderings of Risk Vectors and Portfolios
Part II: Risk Measures and Worst Case Portfolios
7 Risk Measures for Real Risks
8 Risk Measures for Portfolio Vectors
9 Law Invariant Convex Risk Measures on L_d^p and Optimal Mass Transportation
Part III: Optimal Risk Allocation
10 Optimal Allocations and Pareto Equilibrium
11 Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals
12 Optimal Contingent Claims and (Re)Insurance Contracts
Part IV: Optimal Portfolios and Extreme Risks
13 Optimal Portfolio Diversification w.r.t. Extreme Risks
14 Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses
References
List of Symbols
Index
Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform
2 Fréchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
29.

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edited by Shigeo Kusuoka, Toru Maruyama
出版情報: Tokyo : Springer Japan : Imprint: Springer, 2013
シリーズ名: Advances in Mathematical Economics ; 17
オンライン: http://dx.doi.org/10.1007/978-4-431-54324-4
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30.

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edited by Shigeo Kusuoka, Toru Maruyama
出版情報: Tokyo : Springer Japan : Imprint: Springer, 2014
シリーズ名: Advances in Mathematical Economics ; 18
オンライン: http://dx.doi.org/10.1007/978-4-431-54834-8
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目次情報: 続きを見る
Optimal Control Problems Governed By A Second Order Ordinary Differential Equation With M-Point Boundary Condition (Charles Castaing, C. Godet-Thobie, Le Xuan Truongz, Bianca Satco)
Stochastic Mesh Methods For H¨Ormander Type Diffusion Processes (Shigeo Kusuoka and Yusuke Morimoto)
Turnpike Properties For Nonconcave Problems (Alexander J. Zaslavski)
A Characterization of Quasi-Concave Function in View of the Integrability Theory (Yuhki Hosoya)
Optimal Control Problems Governed By A Second Order Ordinary Differential Equation With M-Point Boundary Condition (Charles Castaing, C. Godet-Thobie, Le Xuan Truongz, Bianca Satco)
Stochastic Mesh Methods For H¨Ormander Type Diffusion Processes (Shigeo Kusuoka and Yusuke Morimoto)
Turnpike Properties For Nonconcave Problems (Alexander J. Zaslavski)
31.

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by Malempati M. Rao
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
シリーズ名: Springer Monographs in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-3-319-12172-7
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目次情報: 続きを見る
1.Introduction and Preliminaries
2.Some Principles of Hypothesis Testing
3.Parameter Estimation and Asymptotics
4.Inferences for Classes of Processes
5.Likelihood Ratios for Processes
6.Sampling Methods for Processes
7.More on Stochastic Inference
8.Prediction and Filtering of Processes
9.Nonparametric Estimation for Processes
Bibliography
Index
1.Introduction and Preliminaries
2.Some Principles of Hypothesis Testing
3.Parameter Estimation and Asymptotics
32.

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by Krzysztof Dębicki, Michel Mandjes
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/978-3-319-20693-6
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目次情報: 続きを見る
Introduction
Lévy processes and Lévy-driven queues
Steady-state workload
Transient workload
Heavy traffic
Busy period
Workload correlation function
Stationary workload asymptotics
Transient asymptotics
Simulation of Lévy-driven queues
Variants of the standard queue
Lévy-driven tandem queues
Lévy-driven queueing networks
Applications in communication networks
Applications in mathematical finance
Computational aspects: inversion techniques
Concluding remarks
Bibliography
Introduction
Lévy processes and Lévy-driven queues
Steady-state workload
33.

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edited by Alain Haurie, Shigeo Muto, Leon A. Petrosjan, T. E. S. Raghavan
出版情報: Boston, MA : Birkhäuser Boston, 2006
シリーズ名: Annals of the International Society of Dynamic Games ; 8
オンライン: http://dx.doi.org/10.1007/0-8176-4501-2
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34.

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by Palle E.T. Jorgensen
出版情報: New York, NY : Springer Science+Business Media, LLC, 2006
シリーズ名: Graduate Texts in Mathematics ; 234
オンライン: http://dx.doi.org/10.1007/978-0-387-33082-2
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35.

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by Sidney I. Resnick
出版情報: New York, NY : Springer Science+Business Media, LLC, 2007
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-0-387-45024-7
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edited by Jean-Pierre Fouque, Josselin Garnier, George Papanicolaou, Knut Solna
出版情報: New York : Springer Science+Business Media, LLC, 2007
シリーズ名: Stochastic Modelling and Applied Probability ; 56
オンライン: http://dx.doi.org/10.1007/978-0-387-49808-9
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37.

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by E. Allen
出版情報: Dordrecht : Springer, 2007
シリーズ名: Mathematical Modelling: Theory and Applications ; 22
オンライン: http://dx.doi.org/10.1007/978-1-4020-5953-7
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38.

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by Christiaan Heij, André Ran, Freek Schagen
出版情報: Basel : Birkhäuser Verlag, 2007
オンライン: http://dx.doi.org/10.1007/978-3-7643-7549-2
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39.

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by John Palmer
出版情報: Boston, MA : Birkhäuser Boston, 2007
シリーズ名: Progress in Mathematical Physics ; 49
オンライン: http://dx.doi.org/10.1007/978-0-8176-4620-2
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40.

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edited by Jean-Louis Auget, N. Balakrishnan, Mounir Mesbah et al
出版情報: Boston, MA : Birkhäuser Boston, 2007
シリーズ名: Statistics for Industry and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4542-7
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41.

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edited by Steffen Jørgensen, Marc Quincampoix, Thomas L. Vincent
出版情報: Boston, MA : Birkhäuser Boston, 2007
シリーズ名: Annals of the International Society of Dynamic Games ; 9
オンライン: http://dx.doi.org/10.1007/978-0-8176-4553-3
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42.

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by Géza Schay
出版情報: Boston, MA : Birkhäuser Boston, 2007
オンライン: http://dx.doi.org/10.1007/978-0-8176-4591-5
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43.

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edited by Pao-Liu Chow, George Yin, Boris Mordukhovich
出版情報: New York, NY : Springer-Verlag New York, 2008
シリーズ名: The IMA Volumes in Mathematics and its Applications ; 145
オンライン: http://dx.doi.org/10.1007/978-0-387-75111-5
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44.

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by Yvan Saint-Aubin, Christiane Rousseau
出版情報: New York, NY : Springer-Verlag New York, 2008
シリーズ名: Springer Undergraduate Texts in Mathematics and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-387-69216-6
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45.

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edited by Filia Vonta, Mikhail Nikulin, Nikolaos Limnios, Catherine Huber-Carol
出版情報: Boston, MA : Birkhäuser Boston, 2008
シリーズ名: Statistics for Industry and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4619-6
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edited by Ole E. Barndorff-NielsenUwe Franz, Rolf Gohm, Burkhard Kümmerer et al
出版情報: Berlin Heidelberg : Springer-Verlag GmbH., 2006
シリーズ名: Lecture Notes in Mathematics ; 1866
オンライン: http://dx.doi.org/10.1007/11376637
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by Giambattista Giacomin
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
シリーズ名: Lecture Notes in Mathematics ; 2025
オンライン: http://dx.doi.org/10.1007/978-3-642-21156-0
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48.

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edited by Christos H. Skiadas
出版情報: Boston : Birkhäuser Boston, 2010
シリーズ名: Statistics for Industry and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4799-5
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49.

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edited by Maira Aguiar, Carlos Braumann, Bob W. Kooi, Andrea Pugliese, Nico Stollenwerk, Ezio Venturino
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2020
シリーズ名: SEMA SIMAI Springer Series ; 21
オンライン: https://doi.org/10.1007/978-3-030-41120-6
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目次情報: 続きを見る
1 P. Freguglia et al., Modelling Ecological Systems from a Niche Theory to Lotka-Volterra equations
2 N. Petrovskaya and W. Zhang, Accurate Recognition of Spatial Patterns Arising in Spatio-Temporal Dynamics of Invasive Species
3 A. Andò and D. Breda, Collocation techniques for structured populations modeled by delay equations
4 H. Laurie et al., Herding induced by encounter rate, with predator pressure influencing prey response
5 N. M. Brites and C. A. Braumann, Harvesting policies with stepwise effort and logistic growth in a random environment
6 C. Corbacho et al., Mathematical modeling of the population dynamics of long-lived raptor species. Application to Eurasian black vulture colonies
7 C. Bianchi et al., On the role of inhibition processes in modeling control strategies for composting plants
8 A. Martiradonna et al., Optimal control of invasive species with budget constraint: qualitative analysis and numerical approximation
9 S. Aniţa et al., A Shape Optimization Problem Concerning the Regional Control of a Class of Spatially Structured Epidemics - Sufficiency Conditions
10 A. d’Onofrio and P. Manfredi, The interplay between voluntary vaccination and reduction of risky behavior: a general behavior-implicit SIR model for vaccine preventable infections
11 F. Florian and R. Vermiglio, PC-based sensitivity analysis of the basic reproduction number of population and epidemic models
12 M. J. Wieteska, Linear dynamics of mRNA expression and hormone concentration levels in primary cultures of bovine granulosa cells
1 P. Freguglia et al., Modelling Ecological Systems from a Niche Theory to Lotka-Volterra equations
2 N. Petrovskaya and W. Zhang, Accurate Recognition of Spatial Patterns Arising in Spatio-Temporal Dynamics of Invasive Species
3 A. Andò and D. Breda, Collocation techniques for structured populations modeled by delay equations
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edited by Ying Jiao
出版情報: Singapore : Springer Singapore : Imprint: Springer, 2020
シリーズ名: Mathematical Lectures from Peking University ;
オンライン: https://doi.org/10.1007/978-981-15-1576-7
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目次情報: 続きを見る
Zenghu Li: Continuous-state branching processes with immigration
Christophette Blanchet-Scalliet and Monique Jeanblanc: Enlargement of filtration in discrete time
Guillaume Bernis and Simone Scotti: Clustering Effects via Hawkes Processes
Jingping Yang, Fang Wang and Zongkai Xie: Bernstein Copulas and Composite Bernstein Copulas
Claudio Albanese, Marc Chataigner and Stéphane Crépey: Wealth Transfers, Indifference Pricing, and XVA Compression Schemes
Zenghu Li: Continuous-state branching processes with immigration
Christophette Blanchet-Scalliet and Monique Jeanblanc: Enlargement of filtration in discrete time
Guillaume Bernis and Simone Scotti: Clustering Effects via Hawkes Processes