{"product_id":"stochastic-analysis-and-applications-2025-9783032039132","title":"Stochastic Analysis and Applications 2025","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp class=\"MsoNormal\"\u003eApproximating 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.\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Default Title","offer_id":53516351373655,"sku":"9783032039132","price":197.99,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/stochastic-analysis-and-applications-2025-9783032039132","provider":"Book Curl","version":"1.0","type":"link"}