Stochastics

This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance.

This textbook considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response.

The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results.

This book provides readers with the latest know-how and tools needed to assess the in-service strength and reliability of welded structures.

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.

In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces.

This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstanding role in noise modelling.

This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16-20, 2015.

This book gives a somewhat unconventional introduction to  stochastic analysis.

This book describes and characterizes an extension to the classical path coupling method applied to statistical mechanical models, referred to as aggregate path coupling.

This book provides new theories, applications and quantitative methods in demography, population studies and statistics.

This book presents essential tools for modelling non-linear time series.

This volume originates from the INDAM Symposium on Trends on Applications of Mathematics to Mechanics (STAMM), which was held at the INDAM headquarters in Rome on 5-9 September 2016.

This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control.

This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity.

This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference 'Stochastic Partial Differential Equations and Related Fields' hosted by the Faculty of Mathematics at Bielefeld University, October 10-14, 2016.

This monograph considers the evaluation and expression of measurement uncertainty within the mathematical framework of the Theory of Evidence.

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design.

This book presents a collection of selected papers that represent the current variety of research on the teaching and learning of probability.

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes.

This book contains the notes of the lectures delivered at an Advanced Course on Combinatorial Matrix Theory held at Centre de Recerca Matematica (CRM) in Barcelona.

Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion.

This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past.

This second volume of Analysis in Banach Spaces, Probabilistic Methods and Operator Theory, is the successor to Volume I, Martingales and Littlewood-Paley Theory.

This book presents a collection of papers on topics in the field of strategic mine planning, including orebody modeling, mine-planning optimization and the optimization of mining complexes.

The aim of this textbook (previously titled SAS for Data Analytics) is to teach the use of SAS for statistical analysis of data for advanced undergraduate and graduate students in statistics, data science, and disciplines involving analyzing data.

"e;Why does my congressional district look like a salamander?

Dieses Buch bietet eine einheitliche und geschlossene Darstellung von Theorie und Modellen, die der Zeitreihenanalyse zugrunde liegen.

This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers.

This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering.

This book constitutes the proceedings of the 16th International Conference on Information Technologies and Mathematical Modelling, ITMM 2017, held in Kazan, Russia, in September/October 2017.

This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes.

"e;This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology.

This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems.

This book presents new efficient methods for optimization in realistic large-scale, multi-agent systems.

This book is a short, but complete, introduction to the Loewner equation and the SLEs, which are a family of random fractal curves, as well as the relevant background in probability and complex analysis.

This book brings together the latest findings in the area of stochastic analysis and statistics.

This book gives a description of the group of statistical distributions that have ample application to studies in statistics and probability.

This book addresses the emerging body of literature on the study of rare events in random graphs and networks.

The book focuses on system dependability modeling and calculation, considering the impact of s-dependency and uncertainty.

This book explores Probabilistic Cellular Automata (PCA) from the perspectives of statistical mechanics, probability theory, computational biology and computer science.

This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models.

The book provides a self-contained treatment of stochastic finite element methods.

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing.

This book presents contributions and review articles on the theory of copulas and their applications.

This focuses on the developing field of building probability models with the power of symbolic algebra systems.

Renowned probability theorist Edward O.

Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled "e;Geometric mechanics - variational and stochastic methods"e; run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Federale de Lausanne.

This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years.

Providing an introduction to current research topics in functional analysis and its applications to quantum physics, this book presents three lectures surveying recent progress and open problems.