Stochastics

This book focuses on tools and techniques for building regression models using real-world data and assessing their validity.

An introduction to gradient-based stochastic optimization that integrates theory and implementationThis book explains gradient-based stochastic optimization, exploiting the methodologies of stochastic approximation and gradient estimation.

Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.

This textbook provides an exciting new addition to the area of network science featuring a stronger and more methodical link of models to their mathematical origin and explains how these relate to each other with special focus on epidemic spread on networks.

Dieses Buch stellt konkrete Anwendungen mathematischer Modelle und Methoden insbesondere aus den Bereichen Analysis und Stochastik vor.

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.

Dieses Buch stellt konkrete Anwendungen mathematischer Modelle und Methoden insbesondere aus den Bereichen Analysis und Stochastik vor.

This textbook provides an exciting new addition to the area of network science featuring a stronger and more methodical link of models to their mathematical origin and explains how these relate to each other with special focus on epidemic spread on networks.

This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.

This book covers the methods and theory of high dimensional probability, statistics, large-scale optimization, and inference.

This book covers the methods and theory of high dimensional probability, statistics, large-scale optimization, and inference.

The chapters in this contributed volume explore recent advances in applied and computational mathematics.

The chapters in this contributed volume explore recent advances in applied and computational mathematics.

This book is devoted to the problem of adaptive filtering for partially observed systems depending on unknown parameters.

This book is devoted to the problem of adaptive filtering for partially observed systems depending on unknown parameters.

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.

Financial markets have extremely complex behavior that cannot be fully modeled using classical approaches.

This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of mean field modeling.

Financial markets have extremely complex behavior that cannot be fully modeled using classical approaches.

Dieses Buch schließt die Lücke zwischen statistischer Grundlagenliteratur und mathematisch anspruchsvollen Werken zur Modellierung von Kreditrisiken: Ausgehend von den wichtigsten Begriffen zum Kreditrisiko werden deren statistische Analoga beschrieben.

Dieses Buch schließt die Lücke zwischen statistischer Grundlagenliteratur und mathematisch anspruchsvollen Werken zur Modellierung von Kreditrisiken: Ausgehend von den wichtigsten Begriffen zum Kreditrisiko werden deren statistische Analoga beschrieben.

This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of mean field modeling.

Backward Stochastic Volterra Integral Equations (BSVIEs) have evolved into one of the most powerful and flexible mathematical frameworks for modeling systems with memory, time inconsistency, nonlinear dynamics, and path dependent uncertainty.

Backward Stochastic Volterra Integral Equations (BSVIEs) have evolved into one of the most powerful and flexible mathematical frameworks for modeling systems with memory, time inconsistency, nonlinear dynamics, and path dependent uncertainty.

In diesem Praxisleitfaden werden die zentralen Aufgaben der Biometrie in der medizinischen Forschung leicht verständlich beschrieben.

Das Ziel dieses kompakten und einführenden Lehrbuches ist es, im Rahmen des Stoffumfangs einer vierstündigen Mathematikvorlesung wesentliche stochastische Modelle der Versicherungsmathematik systematisch einzuführen und in ihren Grundzügen zu analysieren.

Das Ziel dieses kompakten und einführenden Lehrbuches ist es, im Rahmen des Stoffumfangs einer vierstündigen Mathematikvorlesung wesentliche stochastische Modelle der Versicherungsmathematik systematisch einzuführen und in ihren Grundzügen zu analysieren.

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations.

Wesentliche Zielsetzung dieses Buchs ist eine in sich abgeschlossene Darstellung der zur Lösung inverser Probleme notwendigen Kenntnisse von der mathematischen Analyse bis zur numerischen Lösung.

This book provides a new contemporary time series approach for econometrics and finance.

This proceedings volume presents a collection of fifteen peer-reviewed and expanded articles based on expert talks delivered at two workshops held in September 2023: the RIMS Symposium on Analysis, Geometry and Stochastics on Metric Spaces at the Research Institute of Mathematical Sciences (Kyoto), organized by S.

This proceedings volume presents a collection of fifteen peer-reviewed and expanded articles based on expert talks delivered at two workshops held in September 2023: the RIMS Symposium on Analysis, Geometry and Stochastics on Metric Spaces at the Research Institute of Mathematical Sciences (Kyoto), organized by S.

This book provides a new contemporary time series approach for econometrics and finance.

This book presents the latest developments and progress in the numerical study of the stochastic functional differential equation, with a particular emphasis on the longtime asymptotics and probabilistic characteristics of numerical methods used to solve such equation.

This book presents the latest developments and progress in the numerical study of the stochastic functional differential equation, with a particular emphasis on the longtime asymptotics and probabilistic characteristics of numerical methods used to solve such equation.

This book explores integrated approaches to sustainable agriculture in the context of climate change, urbanization, and global food security challenges.

This book explores state-of-the-art developments in theoretical and applied fluid mechanics with a focus on stochastics and their role in mathematical analysis and numerical simulation of different types of flows.

This book explores state-of-the-art developments in theoretical and applied fluid mechanics with a focus on stochastics and their role in mathematical analysis and numerical simulation of different types of flows.

This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.

This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.

This book on asymptotic and methodological statistics celebrates the distinguished career of Marie Hušková and her foundational work in modern mathematical statistics.

This book on asymptotic and methodological statistics celebrates the distinguished career of Marie Hušková and her foundational work in modern mathematical statistics.

This book explores integrated approaches to sustainable agriculture in the context of climate change, urbanization, and global food security challenges.

Stochastic dynamics has been a subject of interest since the early 20th Century.

Stochastic dynamics has been a subject of interest since the early 20th Century.

This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling.

This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling.