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Stochastic processes
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201	Vol. 22 (2), 2015 Contents News from the Bernoulli Society p. 2 Add to Reading List Source URL: www.bernoulli-society.org Language: English - Date: 2016-01-18 10:37:36 Bernoulli Society for Mathematical Statistics and Probability Fellows of the Royal Society Wilfrid Kendall Bernoulli family Stochastic Processes and their Applications Electronic Journal of Probability Electronic Communications in Probability Bin Yu Sara van de Geer Jacob Bernoulli Elart von Collani
202	SYMBOLIC REPRESENTATIONS OF NONEXPANSIVE GROUP AUTOMORPHISMS ELON LINDENSTRAUSS AND KLAUS SCHMIDT Abstract. If α is an irreducible nonexpansive ergodic automorphism of a compact abelian group X (such as an irreducible n Add to Reading List Source URL: www.ma.huji.ac.il Language: English - Date: 2005-01-17 11:24:56 Ergodic theory Stochastic processes Operator theory Mixing Symbol Invariant measure Ergodicity Constructible universe Von Neumann algebra Vertex operator algebra Differential forms on a Riemann surface
203	arXiv:1105.0388v2 [math.PR] 28 MarNonintersecting paths with a staircase initial condition Jonathan Breuer∗ Add to Reading List Source URL: arxiv.org Language: English - Date: 2012-03-28 22:31:54 Stochastic processes Mosaic Symmetry Tessellation Random walk Determinantal point process
204	Curriculum Vitae Gr´ egory Schehr Citizenship : French Date of birth : March 29, 1977 Add to Reading List Source URL: lptms.u-psud.fr Language: English - Date: 2016-07-18 10:50:41 Statistical mechanics Stochastic processes Algebra of random variables Random matrix Random walk Matrix Stochastic Statistical physics Physica Brownian motion Econophysics V. Balakrishnan
205	A NNALES DE L’I. H. P., SECTION B A MIR D EMBO Y UVAL P ERES JAY ROSEN O FER Z EITOUNI Add to Reading List Source URL: www.math.csi.cuny.edu Language: English - Date: 2009-05-03 17:58:27 Stochastic processes Fractals Dimension theory Metric geometry Statistical mechanics Brownian motion Hausdorff dimension Hitting time
206	Spectral Graph Theory Lecture 8 Random Walks on Graphs Daniel A. Spielman Add to Reading List Source URL: www.cs.yale.edu Language: English - Date: 2012-08-24 09:50:05 Algebraic graph theory Graph theory Matrices Stochastic processes Random walk Adjacency matrix Graph Eigenvalues and eigenvectors Laplacian matrix Expander graph
207	History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor Add to Reading List Source URL: sites.williams.edu Language: English - Date: 2015-07-23 17:08:56 Stochastic processes BlackScholes model Random walk Brownian motion BlackScholes equation Stochastic Normal distribution Martingale Geometric Brownian motion Stochastic differential equation
208	Multil-level Weiner-Hopf Monte-Carlo simulation for Lévy processes Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2012-09-16 09:45:23 Stochastic processes Lvy processes Statistical mechanics Markov processes Sampling techniques Brownian motion Poisson point process Stochastic Monte Carlo method
209	CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2011-06-28 04:09:58 Mathematical finance Options Statistics Economy Applied mathematics Stochastic processes BlackScholes model Equations Stock market Volatility Normal distribution Brownian motion
210	Seven Proofs for the Subadditivity of Expected Shortfall Paul Embrechts∗ and Ruodu Wang† October 7, 2015 Abstract Subadditivity is the key property which distinguishes the popular risk measures Valueat-Risk and Expec Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-10-07 04:20:07 Mathematical analysis Probability Expected value Limit of a function Mathematics Probability theory Stochastic processes

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