This Second Edition is an essential guide to understanding, modeling, and predicting complex dynamical systems using new methods with stochastic tools.
The 2nd edition of this book is essentially an extended version of the 1st and provides a very sound overview of the most important special functions of Fractional Calculus.
The theory of Dirichlet forms has witnessed recently somevery important developments both in theoretical foundationsand in applications (stochasticprocesses, quantum fieldtheory, composite materials,.
This monograph contains: - ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential functionals of Brownian motion and related processes, which have been, and still are, of interest, during at least the last decade, to researchers in Mathematical finance; - an introduction to the subject from the view point of Mathematical Finance by H.
The numerical solution of stochastic differential equations is becoming an in- dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples.
These proceedings of the first Quantum Probability meeting held in Oberwolfach is the fourth in a series begun with the 1982 meeting of Mondragone and continued in Heidelberg ('84) and in Leuven ('85).
This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems.
This thesis advances our understanding of how thermal anisotropy can be exploited to extract work through a mechanism that is quite distinct from the classical Carnot heat engine.
This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure.
Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers presents a comprehensive, up-to-date description of multi-state system (MSS) reliability as a natural extension of classical binary-state reliability.
This book constitutes the refereed proceedings of the 8th International Conference on Belief Functions, BELIEF 2024, held in Belfast, UK, in September 2-4, 2024.
This book delves into the foundational principles governing the treatment of molecular networks and "e;chemical space"e;-the comprehensive domain encompassing all physically achievable molecules-from the perspectives of vector space, graph theory, and data science.
These Lecture Notes provide an introduction to the study of those discrete surfaces which are obtained by randomly gluing polygons along their sides in a plane.
This 2nd edition of the book focuses on the properties of stationary states in chaotic systems of particles or fluids, setting aside the theory of how these states are achieved.
This book is the first comprehensive presentation of a central topic of stochastic geometry: random mosaics that are generated by Poisson processes of hyperplanes.
This book highlights the forefront of research on statistical distribution theory, with a focus on unconventional random quantities, and on phenomena such as random partitioning.
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners.
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974.
Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and elliptic boundary value problems, this monograph provides a careful and accessible exposition of functional methods in stochastic analysis.
Recent Advances in System Reliability discusses developments in modern reliability theory such as signatures, multi-state systems and statistical inference.
This monograph aims to offer a concise introduction to optimal transport, quickly transitioning to its applications in statistics and machine learning.
This book is a collection of selected papers presented at the International Conference on Semigroups and Applications, held at the Cochin University of Science and Technology, India, from December 9-12, 2019.
This self-contained book offers an extensive state-of-the-art exposition of rotational integral geometry, a field that has reached significant maturity over the past four decades.
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space.
This book is the first comprehensive presentation of a central topic of stochastic geometry: random mosaics that are generated by Poisson processes of hyperplanes.
These notes contain all the material accumulated over six years in Strasbourg to teach "e;Quantum Probability"e; to myself and to an audience of commutative probabilists.
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
