Stochastics

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).

Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.

This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory.

This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation.

This book presents state-of-the-art solution methods and applications of stochastic optimal control.

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The stability analysis of stochastic models for telecommunication systems is an intensively studied topic.

The SIR - model supported by a new density and its derivatives receive a statistical data background from frequency distributions, from whose parameter values over the new density distribution a quality-oriented probability of the respective infection process and its future can be concluded.

This book provides new theories, applications and quantitative methods in demography, population studies and statistics.

This book discusses diverse concepts and notions - and their applications - concerning probability and random variables at the intermediate to advanced level.

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications.

This book describes and characterizes an extension to the classical path coupling method applied to statistical mechanical models, referred to as aggregate path coupling.

This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains.

This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws.

This textbook presents the basics of probability and statistical estimation, with a view to applications.

The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background.

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.

The present monograph develops a versatile and profound mathematical perspective of the Wright--Fisher model of population genetics.

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing.

This collection of contributions originates from the well-established conference series "e;Fractal Geometry and Stochastics"e; which brings together researchers from different fields using concepts and methods from fractal geometry.

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy.

The book provides a self-contained treatment of stochastic finite element methods.

This volume is dedicated to Robert F.

This proceedings volume is a collection of peer reviewed papers presented at the 8th International Conference on Soft Methods in Probability and Statistics (SMPS 2016) held in Rome (Italy).

This graduate textbook provides an alternative to discrete event simulation.

This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Merida-Yucatan, Mexico.

Providing an introduction to current research topics in functional analysis and its applications to quantum physics, this book presents three lectures surveying recent progress and open problems.

This book proposes the formulation of an efficient methodology that estimates energy system uncertainty and predicts Remaining Useful Life (RUL) accurately with significantly reduced RUL prediction uncertainty.

This text presents an engaging exposition of the active field of high-dimensional percolation that will likely provide an impetus for future work.

This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes.

This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers.

This book discusses state-of-the-art stochastic optimization algorithms for distributed machine learning and analyzes their convergence speed.

This volume consists of papers inspired by the special session on pseudo-differential operators at the 10th ISAAC Congress held at the University of Macau, August 3-8, 2015 and the mini-symposium on pseudo-differential operators in industries and technologies at the 8th ICIAM held at the National Convention Center in Beijing, August 10-14, 2015.

Dies ist eine Einführung in die Theorie der (Wahrscheinlichkeiten der) großen Abweichungen, die mit Hilfe analytischer Methoden die exponentielle Abfallrate sehr kleiner Wahrscheinlichkeiten charakterisiert.

This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties and their quantification for large-scale computational models in sciences and engineering.

Random fields are a necessity when formulating stochastic continuum theories.

This volume originates from the INDAM Symposium on Trends on Applications of Mathematics to Mechanics (STAMM), which was held at the INDAM headquarters in Rome on 5-9 September 2016.

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Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages.

The volume presents extensive research devoted to a broad spectrum of mathematical analysis and probability theory.

This book focuses on the application and development of information geometric methods in the analysis, classification and retrieval of images and signals.

This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA), and provides stochastic models in DEA for the possibility of variations in inputs and outputs.

This book constitutes the proceedings of the 16th International Conference on Information Technologies and Mathematical Modelling, ITMM 2017, held in Kazan, Russia, in September/October 2017.

This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs.

This book presents a unique collection of contributions from some of the foremost scholars in the field of risk and reliability analysis.

This is a unique volume by a unique scientist, which combines conceptual, formal, and engineering approaches in a way that is rarely seen.

This book covers recent trends and applications of nonlinear dynamics in various branches of society, science, and engineering.

This book constitutes the refereed proceedings of the 7th International Conference on Belief Functions, BELIEF 2022, held in Paris, France, in October 2022.

This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models.