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Positive Harmonic Functions and Diffusion

av Ross G. Pinsky

Arbitrage Theory in Continuous Time

av Tomas Bjoerk
Positive Harmonic Functions and Diffusion

In this book, Professor Pinsky gives a self-contained account of the theory of positive harmonic functions for second order elliptic operators, using an integrated probabilistic…

Arbitrage Theory in Continuous Time

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathe…


Nonlinear Time Series Analysis Game Theory Game Theory Probability and Random Processes
Nonlinear Time Series Analysis av Ruey S. TsayGame Theory av Michael MaschlerGame Theory av Michael MaschlerProbability and Random Processes av Geoffrey Grimmett

Probability and Random Processes Probability and Random Processes Finite Markov Chains and Algorithmic Applications One Thousand Exercises in Probability
Probability and Random Processes av Geoffrey GrimmettProbability and Random Processes av Geoffrey GrimmettFinite Markov Chains and Algorithmic Ap... av Olle HaggstroemOne Thousand Exercises in Probability av Professor Geoffrey Grimmett