Description

Book Synopsis

Approximating the signature of Brownian motion for high order SDE simulation.- Randomisation of rough stochastic differential equations.- A Canonical Signature-Based Feature Set for Multivariate Time Series Classification.- Twin Brownian particle method for the study of Oberbeck-Boussinesq fluid flows.- Lower Bounds for the Support of Cubature Measures on Wiener Space and Optimal Degree-five Constructions.- Free Groups and Signatures.- A representation for the Expected Signature of Brownian motion up to the first exit time of the planar unit disc.- Asymptotic expansions of central limit distances in Vaserstein metrics.- A neural RDE-based model for solving path-dependent parabolic PDEs.- A Data-driven Market Simulator for Small Data Environments.- Mimicking and Conditional Control with Hard Killing.- Continuous random field solutions to parabolic SPDEs on p.c.f. fractals.- Pricing American options under rough volatility using signatures.- A new architecture of high-order deep neural networks that learn martingales.- Permutation recovery of spikes in noisy high-dimensional tensor estimation.- A User’s Guide to KSig: GPU-Accelerated Computation of the Signature Kernel.

Stochastic Analysis and Applications 2025

    Product form

    £197.99

    Includes FREE delivery

    RRP £219.99 – you save £22.00 (10%)

    Order before 4pm today for delivery by Fri 7 Aug 2026.

    A Hardback by Dan Crisan

    3 in stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Stochastic Analysis and Applications 2025 by Dan Crisan

      Publisher: Springer
      Publication Date: Publication Date: 21/11/2025
      ISBN13: 9783032039132, 978-3032039132
      ISBN10:

      Description

      Book Synopsis

      Approximating the signature of Brownian motion for high order SDE simulation.- Randomisation of rough stochastic differential equations.- A Canonical Signature-Based Feature Set for Multivariate Time Series Classification.- Twin Brownian particle method for the study of Oberbeck-Boussinesq fluid flows.- Lower Bounds for the Support of Cubature Measures on Wiener Space and Optimal Degree-five Constructions.- Free Groups and Signatures.- A representation for the Expected Signature of Brownian motion up to the first exit time of the planar unit disc.- Asymptotic expansions of central limit distances in Vaserstein metrics.- A neural RDE-based model for solving path-dependent parabolic PDEs.- A Data-driven Market Simulator for Small Data Environments.- Mimicking and Conditional Control with Hard Killing.- Continuous random field solutions to parabolic SPDEs on p.c.f. fractals.- Pricing American options under rough volatility using signatures.- A new architecture of high-order deep neural networks that learn martingales.- Permutation recovery of spikes in noisy high-dimensional tensor estimation.- A User’s Guide to KSig: GPU-Accelerated Computation of the Signature Kernel.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account