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Advanced Series on Statistical Science and Applied Probability
(ISSN: 1793-091X)


Series Editor:
Ole E Barndorff-Nielsen (University of Aarhus, Denmark)
email: oebn@imf.au.dk

This Series comprises accounts, by leading experts, from those areas of statistical science and applied probability where advanced mathematical tools are essential. Both research monographs and textbooks will be included, and the series promotes purely theoretical works as well as studies that combine theory and applications.


Published titles

Vol. 1
Random Walks of Infinitely Many Particles
by Pál Révész

Vol. 2
Ruin Probabilities
by Sřren Asmussen

Vol. 3
Essentials of Stochastic Finance
Facts, Models, Theory
by Albert N Shiryaev

Vol. 4
Principles of Statistical Inference from a Neo-Fisherian Perspective
by Luigi Pace & Alessandra Salvan

Vol. 5
Local Stereology
by Eva B Vedel Jensen

Vol. 6
Elementary Stochastic Calculus, with Finance in View
by Thomas Mikosch

Vol. 7
Stochastic Methods in Hydrology
Rain, Landforms and Floods
edited by O E Barndorff-Nielsen, V K Gupta, V Pérez-Abreu & E Waymire

Vol. 8
Statistical Experiments and Decisions
Asymptotic Theory
by A N Shiryaev & V G Spokoiny

Vol. 9
Non-Gaussian Merton–Black–Scholes Theory
by Svetlana I Boyarchenko & Sergei Z Levendorskii

Vol. 10
Limit Theorems for Associated Random Fields and Related Systems
by Alexander Bulinski & Alexey Shashkin

Vol. 11
Stochastic Modeling of Electricity and Related Markets
by Fred Espen Benth, Jurate Saltyte Benth & Steen Koekebakker


Forthcoming title

Vol. 12
Elementary Introduction to Stochastic Interest Rate Modeling, An
by Nicolas Privault

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