This book focuses on the recent development of methodologies and computation methods in mathematical and statistical modelling, computational science and applied mathematics.
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations V, which was held at the University of Minho, Braga, Portugal, from the 28th to 30th November 2016.
Gathering selected, revised and extended contributions from the conference 'Forecasting and Risk Management for Renewable Energy FOREWER', which took place in Paris in June 2017, this book focuses on the applications of statistics to the risk management and forecasting problems arising in the renewable energy industry.
This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty.
This book constitutes the proceedings of the 17th International Conference on Information Technologies and Mathematical Modelling, ITMM 2018, named after A.
This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes.
This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces.
This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017.
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations.
Refection Positivity is a central theme at the crossroads of Lie group representations, euclidean and abstract harmonic analysis, constructive quantum field theory, and stochastic processes.
This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.
The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Levy-Khinchin representation.
This monograph surveys the theory of quantitative homogenization for second-order linear elliptic systems in divergence form with rapidly oscillating periodic coefficients in a bounded domain.
This book brings together carefully selected, peer-reviewed works on mathematical biology presented at the BIOMAT International Symposium on Mathematical and Computational Biology, which was held at the Institute of Numerical Mathematics, Russian Academy of Sciences, in October 2017, in Moscow.
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.