Stochastics

Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.

This book may be regarded as consisting of two parts.

This book constitutes the proceedings of the 17th International Conference on Information Technologies and Mathematical Modelling, ITMM 2018, named after A.

Artificial Intelligence, Volume 49 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on a variety of timely topics.

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations.

Continuing the theme of the previous volumes, these seminar notes reflect general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense.

This textbook considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response.

Refection Positivity is a central theme at the crossroads of Lie group representations, euclidean and abstract harmonic analysis, constructive quantum field theory, and stochastic processes.

This book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods.

This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance.

An Introduction to Probability and Statistical Inference, Second Edition, guides you through probability models and statistical methods and helps you to think critically about various concepts.

Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data.

This Volume contains the Keynote, Invited and Full Contributed papers presented at COMPSTAT 2000.

Recent developments in theory, algorithms, and applications in optimization and control are discussed in this proceedings, based on selected talks from the 'Optimization Control and Applications in the Information Age' conference, organized in honor of Panos Pardalos's 60th birthday.

Dieses Buch gibt eine Einführung in die Analyse multivariater Daten.

Univariate statistical analysis is concerned with techniques for the analysis of a single random variable.

The study of the ocean is almost as old as the history of mankind itself.

This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017.

This book provides a general presentation of knowledge and methods in mathematical modelling and simulation of individual plants.

In many branches of science relevant observations are taken sequentially over time.

Now in its second edition, this book introduces an approach to active system control.

Vorwort Dieses Buch ist aus Vorlesungen entstanden, die der Autor in den letzten fünfzehn Jahren vor Studierenden der Sozial-und Wirtschaftswissenschaften ge­ halten hat.

Science aims at the discovery of general principles of special kinds that are applicable for the explanation and prediction of the phenomena of the world in the form of theories and laws.

Shorn of all subtlety and led naked out of the protec- tive fold of educational research literature, there comes a sheepish little fact: lectures don't work nearly as well as many of us would like to think.

This is the most comprehensive survey of the mathematical life of the legendary Paul Erdos (1913-1996), one of the most versatile and prolific mathematicians of our time.

Bayesian Reliability presents modern methods and techniques for analyzing reliability data from a Bayesian perspective.

Presenting a study of geometric action functionals (i.

This fascinating book begins with fundamental definitions and notations of urn models before moving on to stochastic processes and applications of urn models in the field of finance.

This volume presents the proceedings of the 18th International Probabilistic Workshop (IPW), which was held in Guimaraes, Portugal in May 2021.

Hermite's theorem makes it known that there are three levels of mathematical frames in which a simple addition formula is valid.

Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena.

This book combines a model reduction technique with an efficient parametrization scheme for the purpose of solving a class of complex and computationally expensive simulation-based problems involving finite element models.

Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations including, but not limited to: branching processes, queuing processes, stochastic processes, environmental toxicology, diffusion of information, ecology, strikes in industries, sales of new products, and production targets for optimum profits.

This monograph brings together my work in mathematical statistics as I have viewed it through the lens of Jordan algebras.

This edited volume on machine learning and big data analytics (Proceedings of ICDSAI 2023), that was held on April 24-25, 2023 by CSUSB USA, International Association of Academicians (IAASSE), and Lendi Institute of Engineering and Technology, Vizianagaram, India is intended to be used as a reference book for researchers and practitioners in the disciplines of AI and Data Science.

Fundamentals of Advanced Mathematics, Volume Three, begins with the study of differential and analytic infinite-dimensional manifolds, then progresses into fibered bundles, in particular, tangent and cotangent bundles.

This book introduces systematically the application of Bayesian probabilistic approach in soil mechanics and geotechnical engineering.

The intention of this book is to explain to a mathematician having no previous knowledge in this domain, what "e;noncommutative probability"e; is.

This collection of selected reprints presents as broad a selection as possible, emphasizing formal and numerical aspects of Stochastic Quantization.

INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics.