Sign up & Download
Sign in

Probability

In this subdiscipline: 2,854 papers
We don't have a description for this subdiscipline yet, but you can help us by writing one.

Popular papers

  1. {About the first edition: To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to…
  2. We are developing a dual panel breast-dedicated PET system using LSO scintillators coupled to position sensitive avalanche photodiodes (PSAPD). The charge output is amplified and read using NOVA RENA-3 ASICs. This paper shows that the coincidence…
  3. This classic textbook, now reissued, offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The new edition has been made even more self-contained than before; it…
  4. This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject's rigorous foundations. Measure theory is introduced and then…
  5. The first draft of these notes was prepared by the students in Math 735 at the University of Wisconsin - Madison during the fall semester of 1992. The students faithfully transcribed many of the errors made by the lecturer. While the notes have been…
  6. From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the…
  7. A tempered stable Lévy process combines both the α-stable and Gaussian trends. In a short time frame it is close to an α-stable process while in a long time frame it approximates a Brownian motion. In this paper we consider a general and robust…
  8. Introduction This is a concise summary of recommended features in LATEX and a couple of extension packages for writing math formulas. Readers needing greater depth of detail are referred to the sources listed in the bibliography, especially…
  9. Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of…
  10. Market smiles and skews are usually managed by using local volatility models a la Dupire. We discover that the dynamics of the market smile predicted by local vol models is opposite of observed market behavior: when the price of the underlying…

Sign up today - FREE

Mendeley saves you time finding and organizing research. Learn more

  • All your research in one place
  • Add and import papers easily
  • Access it anywhere, anytime

Start using Mendeley in seconds!

Already have an account? Sign in