Stochastics

The book deals with the random perturbation of PDEs which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up.

Probability for Statisticians is intended as a text for a one year graduate course aimed especially at students in statistics.

The modeling of item response data is governed by item response theory, also referred to as modern test theory.

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.

The book covers all the basics of both the topics.

Following the publication of the Japanese edition of this book, several inter- esting developments took place in the area.

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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 explores EU-China security cooperation across a range of key issues.

This book contains three lectures each of 10 sessions; the first on Potential Theory on graphs and manifolds, the second on annealing and another algorithms for image reconstruction, the third on Malliavin Calculus.

This book presents the fundamentals of stochastic thermodynamics, one of the most central subjects in non-equilibrium statistical mechanics.

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.

Provides a graduate-level introduction to the theory of semigroups of operators.

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.

2020 Taylor & Francis Award Winner for Outstanding New Textbook!

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.

Large numbers of studies of the KdV equation have appeared since the pioneering paper by Gardner, Greene, Kruskal, and Miura in 1967.

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 volume contains the contributions of the participants of the 14th ISAAC congress, held at the University of Sao Paulo, Campus Ribeirao Preto, Brazil, on July 17-21, 2023.

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 is a graduate level textbook that covers the fundamental topics in queuing theory.

This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems.

Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths.

This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber-Shiu function.

Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling.

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 is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory.

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 book explains the basic theory of Hilbert C*-module in detail, covering a wide range of applications from generalized index to module framework.

This textbook covers the fundamentals of reliability theory and its application for engineering processes, especially for aircraft units and systems.

This book bridges the gap between theory and applications that currently exist in undergraduate engineering probability textbooks.

To celebrate Peter Huber's 60th birthday in 1994, our university had invited for a festive occasion in the afternoon of Thursday, June 9.

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.