Stochastics

Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus.

This book provides a theoretical background of branching processes and discusses their biological applications.

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This book is concerned with continuous-time Markov chains.

This volume describes the use of simple analog circuits to study nonlinear dynamics, chaos and stochastic resonance.

The book deals with bilinear forms in real random vectors and their generalizations as well as zonal polynomials and their applications in handling generalized quadratic and bilinear forms.

Unifies existing and emerging concepts concerning multi-objective control and stochastic control with engineering-oriented phenomena Establishes a unified theoretical framework for control and filtering problems for a class of discrete-time nonlinear stochastic systems with consideration to performance Includes case studies of several nonlinear stochastic systems Investigates the phenomena of incomplete information, including missing/degraded measurements, actuator failures and sensor saturations Considers both time-invariant systems and time-varying systems Exploits newly developed techniques to handle the emerging mathematical and computational challenges

This monograph is a progressive introduction to non-commutativity in probability theory.

On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro- fessor V.

Dieses Lehrbuch liefert einen verständnisorientierten Einstieg in die asymptotische Stochastik.

We propose results of the investigation of the problem of mean square optimal estimation of linear functionals constructed from unobserved values of stationary stochastic processes.

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019.

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

Nikolas Zoller examines the working principles and the underlying theoretical foundations of a microscopic heat engine.

This volume deals primarily with the classical question of how to draw conclusions about the population mean of a variable, given a sample with observations on that variable.

The subject of this book is probabilistic number theory.

This practical guidebook describes the basic concepts, the mathematical developments, and the engineering methodologies for exploiting possibility theory for the computer-based design of an information fusion system where the goal is decision support for industries in smart ICT (information and communications technologies).

This 2nd edition is a thoroughly revised and augmented version of the book with the same title published in 1999.

Stochastik ist zugleich die Mathematik des Zufalls und eine interdisziplinäre Wissenschaft mit stetig wachsender Bedeutung.

Introduction to Probability and Statistics for Engineers and Scientists, Third Edition, provides an introduction to applied probability and statistics for engineering or science majors .

This book provides the foundations for geometric applications of convex cones and presents selected examples from a wide range of topics, including polytope theory, stochastic geometry, and Brunn-Minkowski theory.

The work consists of two introductory courses, developing different points of view on the study of the asymptotic behaviour of the geodesic flow, namely: the probabilistic approach via martingales and mixing (by Stephane Le Borgne); the semi-classical approach, by operator theory and resonances (by Frederic Faure and Masato Tsujii).

Dieses Buch ist die erste fachübergreifende Einführung in die Kombinatorik in deutscher Sprache und umfasst Gesetzmäßigkeiten, Rechenregeln, Anwendungen sowie 50 Übungsaufgaben mit Lösungen.

Graduate text covering the theory of Hardy spaces from its origins to the present, with concrete applications and solved exercises.

A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications.

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

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.

All students and professionals in statistics should refer to this volume as it is a handy reference source for statistical formulas and information on basic probability distributions.

This book systematically presents the topological structure of solution sets and attractability for nonlinear evolution inclusions, together with its relevant applications in control problems and partial differential equations.

This volume contains the contributions to a conference that is among the most important meetings in financial mathematics.

Shapes have been among man's fascinations from thestoneage to thespace age.

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.

Learning and Generalization provides a formal mathematical theory addressing intuitive questions of the type: How does a machine learn a concept on the basis of examples?

The definitive textbook on stochastic processes, written by one of the world''s leading information theorists, covering both theory and applications.

In recent years, as part of the increasing "e;informationization"e; of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector.

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