Now in a thoroughly revised and expanded second edition, this textbook offers a comprehensive and self-contained introduction to numerical methods in probability, with particular emphasis on stochastic optimization and its applications in financial mathematics.
This volume features a collection of papers and lecture notes from the “XIV Symposium on Probability and Stochastic Processes,” held at the Center for Research in Mathematics (CIMAT), Mexico, in November 2023.
This volume features a collection of papers and lecture notes from the “XIV Symposium on Probability and Stochastic Processes,” held at the Center for Research in Mathematics (CIMAT), Mexico, in November 2023.
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 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.
Marcus Hellwig zeigt, dass die kurzlich entwickelte Schiefe Verteilung, im Weiteren Equibalancedistribution (Eqb) genannt, fur die Uberprufung des Prozessverhaltens von Funkubertragungen verwendet werden kann.
This book is about copies-based nonparametric estimation of the drift function in stochastic differential equations (SDEs) driven by Brownian motion, a jump process, or fractional Brownian motion.
This book is about copies-based nonparametric estimation of the drift function in stochastic differential equations (SDEs) driven by Brownian motion, a jump process, or fractional Brownian motion.
Marcus Hellwig zeigt, dass die kurzlich entwickelte Schiefe Verteilung, im Weiteren Equibalancedistribution (Eqb) genannt, fur die Uberprufung des Prozessverhaltens von Funkubertragungen verwendet werden kann.
This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling.
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.
Levy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists.
Polymer chains that interact with themselves and/or with their environment are fascinating objects, displaying a range of interesting physical and chemical phenomena.
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world.
This book can serve as a first course on measure theory and measure theoretic probability for upper undergraduate and graduate students of mathematics, statistics and probability.
This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling.
This text provides a mathematically rigorous introduction to modern methods of machine learning and data analysis at the advanced undergraduate/beginning graduate level.
This monograph studies duality in interacting particle systems, a topic combining probability theory, statistical physics, Lie algebras, and orthogonal polynomials.
This monograph studies duality in interacting particle systems, a topic combining probability theory, statistical physics, Lie algebras, and orthogonal polynomials.
This book provides an in-depth study of queueing game models, involving interdisciplinary fields such as queueing theory, game theory, optimization theory, statistics, and economics.
This book presents a comprehensive examination of crime patrolling problems across various domains, including robotics, security, and law enforcement, with a focus on the mathematical models used to optimize patrolling strategies.
This book presents a comprehensive examination of crime patrolling problems across various domains, including robotics, security, and law enforcement, with a focus on the mathematical models used to optimize patrolling strategies.
This book introduces a unified framework that integrates various data-driven information dynamics approaches to quantify node-specific, pairwise, and high-order interactions within complex systems in the contexts of network neuroscience and network physiology.
This book introduces a unified framework that integrates various data-driven information dynamics approaches to quantify node-specific, pairwise, and high-order interactions within complex systems in the contexts of network neuroscience and network physiology.
Intelligent technical systems process information from multiple sources, but are confronted with uncertainties inherent in the information which is often imprecise, incomplete, or inconsistent.
This book provides an in-depth study of queueing game models, involving interdisciplinary fields such as queueing theory, game theory, optimization theory, statistics, and economics.
This book presents recent findings on central and non-central limit theorems for Toeplitz and tapered Toeplitz random quadratic functionals of stationary processes, with applications in spectral-based statistical inference.
This book presents recent findings on central and non-central limit theorems for Toeplitz and tapered Toeplitz random quadratic functionals of stationary processes, with applications in spectral-based statistical inference.
This volume collects thirteen expository or survey articles on topics including Fractal Geometry, Analysis of Fractals, Multifractal Analysis, Ergodic Theory and Dynamical Systems, Probability and Stochastic Analysis, written by the leading experts in their respective fields.
