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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Abel-Gontcharoff Pseudopolynomials and Stochastic Applications

Abel-Gontcharoff Pseudopolynomials and Stochastic Applications

Picard, Philippe
LeFevre, Claude

Hardcover

Series: Iste Invoiced

Probability & Statistics

ISBN10: 183669072X
ISBN13: 9781836690726
Publisher: Wiley-Iste
Published: Nov 12 2025
Pages: 304
Weight: 1.33
Height: 0.69 Width: 6.14 Depth: 9.21
Language: English
This book proposes a new mathematical methodology for addressing first passage problems, particularly in various classical stochastic models of applied probability. This approach is based on the so-called Abel-Gontcharoff (A-G) pseudopolynomials and the associated A-G expansions, which have been introduced and studied by the authors in recent years. These A-G expansions generalize the well-known Abel expansion, which allows us to extend the standard Taylor formula.

Abel-Gontcharoff Pseudopolynomials and Stochastic Applications starts by presenting an in-depth presentation of the general theory, and then moves onto stochastic applications of this theory, especially in biomathematics. Univariate and multivariate versions of the A-G pseudopolynomials, as well as extensions with randomized parameters, are discussed and illustrated for modeling, notably by highlighting families of martingales and using stopping time theorems. This book concludes by paving the way to a nonhomogeneous theory for first crossing problems.

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