Stochastics

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.

This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics.

This book presents the general theory and basic methods of linear and nonlinear stochastic systems (StS) i.

This book discusses systematically treatment on the development of stochastic, statistical and state space models of the HIV epidemic and of HIV pathogenesis in HIV-infected individuals, and presents the applications of these models.

This book presents both the fundamentals and the major research topics in statistical physics of systems out of equilibrium.

This book presents the conceptional line which goes from the observation of physical systems to their modeling and analysis by ordinary differential nonlinear stochastic equations.

This book aims to present an overview of stochastic system reliability modeling for undergraduate and graduate students, engineers and researchers.

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications.

Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics.

This book encompasses our current understanding of the ensemble approach to many-body physics, phase transitions and other thermal phenomena, as well as the quantum foundations of linear response theory, kinetic equations and stochastic processes.

This book belongs to the subject of control and systems theory.

This book provides analytic tools to describe local and global behavior of solutions to Ito-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift.

This book illuminates the fundamental principle and applications of probability-based multi-objective optimization for material selection systematically, in which a brand new concept of preferable probability and its assessment as well as other treatments are introduced by authors for the first time.

This book provides a thorough conversation on the underpinnings of Covid-19 spread modelling by using stochastics nonlocal differential and integral operators with singular and non-singular kernels.

This book belongs to the subject of control and systems theory.

This book provides a comprehensive overview of recent novel coronavirus (SARS-CoV-2) infection and discusses developments in the field of nanoparticle/inorganic/organic materials development for antiviral application, therapeutic applications, PPE kit formulations and inclusion of simulated data.

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance.

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

With the diversification of Internet services and the increase in mobile users, efficient management of network resources has become an extremely important issue in the field of wireless communication networks (WCNs).

This book discusses stochastic game theory and related concepts.

This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7-10 January 2019.

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

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 explores various renewal processes in the context of probability theory, uncertainty theory and chance theory.

This book proposes, for the first time, a basic formulation for structural control that takes into account the stochastic dynamics induced by engineering excitations in the nature of non-stationary and non-Gaussian processes.

This book presents a unified framework for the tractable analysis of large-scale, multi-antenna wireless networks using stochastic geometry.

This introductory book offers a unique and unified overview of symplectic geometry, highlighting the differential properties of symplectic manifolds.

This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes.

This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners.

This book presents extensive information on structural health monitoring for suspension bridges.

This book discusses systematic designs of stable adaptive fuzzy logic controllers employing hybridizations of Lyapunov strategy-based approaches/Hinfinity theory-based approaches and contemporary stochastic optimization techniques.

The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that contain the corresponding stationary theory as a subclass.

This is a development of the book entitled Multidimensional Second Order Stochastic Processes.

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance.

This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems.

This book is designed as a concise introduction to the recent achievements on spectral analysis of graphs or networks from the point of view of quantum (or non-commutative) probability theory.

Interfaces are created to separate two distinct phases in a situation in which phase coexistence occurs.

The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm-Loewner evolution (SLE) and interacting particle systems related to random matrix theory.

An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W.

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Provides in an organized manner characterizations of univariate probability distributions with many new results published in this area since the 1978 work of Golambos & Kotz "e;Characterizations of Probability Distributions"e; (Springer), together with applications of the theory in model fitting and predictions.

A lot of statisticians, actuarial mathematicians, reliability engineers, meteorologists, hydrologists, economists.

Most interesting and difficult problems in equilibrium statistical mechanics concern models which exhibit phase transitions.

This book examines information processing performed by bio-systems at all scales: from genomes, cells and proteins to cognitive and even social systems.

The Lerch zeta-function is the first monograph on this topic, which is a generalization of the classic Riemann, and Hurwitz zeta-functions.

Many areas of applied mathematics call for an efficient calculus in infinite dimensions.

In seismology an earthquake source is described in terms of a fault with a particular rupture size.

The history of martingale theory goes back to the early fifties when Doob [57] pointed out the connection between martingales and analytic functions.

Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming.