Stochastics

From the Preface by D.

This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory.

This book is composed of two texts, by R.

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.

The second edition has not deviated significantly from the first.

Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades.

In Part I of this report the pointwise derivation of scalar set functions is investigated, first along the lines of R.

In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous stochastic processes with fixed initial and terminal distributions.

"e;Algorithmic information theory (AIT) is the result of putting Shannon's information theory and Turing's computability theory into a cocktail shaker and shaking vigorously"e;, says G.

The second edition of this book illuminates the fundamental principle and applications of probability-based multi-objective optimization for material selection in viewpoint of system theory, 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.

The Volume 1 book on Accelerating Discoveries in Data Science and Artificial Intelligence (Proceedings of ICDSAI 2023), that was held on April 24-25, 2023 by CSUSB USA, the International Association of Academicians (IAASSE), and the Lendi Institute of Engineering and Technology, Vizianagaram, India is intended to be used as a reference book for researchers and practitioners in the disciplines of AI and data science.

This book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the theory of probabilistically weak solutions to McKean-Vlasov stochastic differential equations and the corresponding nonlinear Markov processes.

This textbook covers the fundamentals of reliability theory and its application for engineering processes, especially for aircraft units and systems.

These proceedings of the fifth joint meeting of Japanese and Soviet probabilists are a sequel to Lecture Notes in Mathematics Vols.

Charles M.

This book deals with the theory of one- and two-parameter martingale Hardy spaces and their use in Fourier analysis, and gives a summary of the latest results in this field.

Over the past decades, although stochastic system control has been studied intensively within the field of control engineering, all the modelling and control strategies developed so far have concentrated on the performance of one or two output properties of the system.

Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories.

This book offers a gentle yet rigorous introduction to probability theory, with a special focus on finite probability spaces.

In today's manufacturing environment, managing inventories is one of the basic concerns of enterprises dealing with materials according to their activities.

Large numbers of studies of the KdV equation have appeared since the pioneering paper by Gardner, Greene, Kruskal, and Miura in 1967.

Monte Carlo Methods are among the most used, and useful, computational tools available today.

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails.

This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis.

This book provides some recent advance in the study of stochastic nonlinear Schrodinger equations and their numerical approximations, including the well-posedness, ergodicity, symplecticity and multi-symplecticity.

A problem of broad interest - the estimation of the spectral gap for matrices or differential operators (Markov chains or diffusions) - is covered in this book.

Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories.

The idea of organizing a symposium on mathematical models in biology came to some colleagues, members of the Accademia dei Lincei, in order to point out the importance of mathematics not only for supplying instruments for the elaboration and the evaluation of experimental data, but also for discussing the possibility of developing mathematical formulations of biological problems.