This book deals with topics in the area of Levy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination.
This volume presents the published proceedings of the lOth International Workshop on Statistical Modelling, to be held in Innsbruck, Austria from 10 to 14 July, 1995.
This book is an introductionary course in stochastic ordering and dependence in the field of applied probability for readers with some background in mathematics.
This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS.
This revised and expanded second edition is an in-depth study of the change point problem from a general point of view, as well as a further examination of change point analysis of the most commonly used statistical models.
Clustered survival data are encountered in many scientific disciplines including human and veterinary medicine, biology, epidemiology, public health and demography.
This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers.
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems.
Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for random processes with values in Hilbert spaces.
Introduction to Probability Models, Eleventh Edition is the latest version of Sheldon Ross's classic bestseller, used extensively by professionals and as the primary text for a first undergraduate course in applied probability.
This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various stochastic differential equations, functional differential equations with delay, partial differential equations, and difference equations.
Applied Probability presents a unique blend of theory and applications, with special emphasis on mathematical modeling, computational techniques, and examples from the biological sciences.
This book offers an exploration of the relationships between epistemology and probability in the work of Niels Bohr, Werner Heisenberg, and Erwin Schro- * dinger, and in quantum mechanics and in modern physics as a whole.
Nonlinear Dynamical Systems and Control presents and develops an extensive treatment of stability analysis and control design of nonlinear dynamical systems, with an emphasis on Lyapunov-based methods.
The three volumes of this series of books, of which this is the second, put forward the mathematical elements that make up the foundations of a number of contemporary scientific methods: modern theory on systems, physics and engineering.
This book proposes a review of Long-Term Care insurance; this issue is addressed both from a global point of view (through a presentation of the risk of dependence associated with the aging of the population) and an actuarial point of view (with the presentation of existing insurance products and actuarial techniques for pricing and reserving).
This practical guidebook describes the basic concepts, the mathematical developments, and the engineering methodologies for exploiting possibility theory for the computer-based design of an information fusion system where the goal is decision support for industries in smart ICT (information and communications technologies).
This volume offers a collection of carefully selected, peer-reviewed papers presented at the BIOMAT 2018 International Symposium, which was held at the University Hassan II, Morocco, from October 29th to November 2nd, 2018.
This graduate textbook provides a detailed introduction to the probabilistic interpretation of nonlinear potential theory, relying on the recently introduced notion of tug-of-war games with noise.
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets.
Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications.
This volume presents some of the research topics discussed at the 2014-2015 Annual Thematic Program Discrete Structures: Analysis and Applications at the Institute of Mathematics and its Applications during the Spring 2015 where geometric analysis, convex geometry and concentration phenomena were the focus.
For a brief time in history, it was possible to imagine that a sufficiently advanced intellect could, given sufficient time and resources, in principle understand how to mathematically prove everything that was true.
This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty.
Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more.
