Stochastics

This book addresses mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics.

This book establishes a unified framework for dealing with typical engineering complications arising in modern, complex, large-scale networks such as parameter uncertainties, missing measurement and cyber-attack.

In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits.

This book addresses mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics.

This text presents an engaging exposition of the active field of high-dimensional percolation that will likely provide an impetus for future work.

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages.

This book provides a rigorous yet accessible introduction to the theory of stochastic processes.

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications.

This book constitutes the refereed proceedings of the 24th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2017, held in Newcastle-upon-Tyne UK, in July 2017.

This book discusses the state-of-the-art and open problems in computational finance.

The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space.

Presenting some recent results on the construction and the moments of Levy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction.

This book presents a concise introduction to piecewise deterministic Markov processes (PDMPs), with particular emphasis on their applications to biological models.

The monograph compares two approaches that describe the statistical stability phenomenon - one proposed by the probability theory that ignores violations of statistical stability and another proposed by the theory of hyper-random phenomena that takes these violations into account.

Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations.

The articles in this collection are a sampling of some of the research presented during the conference "e;Stochastic Analysis and Related Topics"e;, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Banuelos.

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs.

This book promotes and describes the application of objective and effective decision making in asset management based on mathematical models and practical techniques that can be easily implemented in organizations.

This contributed volume provides readers with an overview of the most recent developments in the mathematical fields related to fractals, including both original research contributions, as well as surveys from many of the leading experts on modern fractal theory and applications.

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation.

This book gives a compact exposition of the fundamentals of the theory of locally convex topological vector spaces.

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.

This book proposes the formulation of an efficient methodology that estimates energy system uncertainty and predicts Remaining Useful Life (RUL) accurately with significantly reduced RUL prediction uncertainty.

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series.

The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.

This book collects research papers on the philosophical foundations of probability, causality, spacetime and quantum theory.

This volume is dedicated to Robert F.

The concepts and techniques presented in this volume originated from the fields of dynamics, statistics, control theory, computer science and informatics, and are applied to novel and innovative real-world applications.

This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties and their quantification for large-scale computational models in sciences and engineering.

Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.

This book presents a unique collection of contributions from some of the foremost scholars in the field of risk and reliability analysis.

This updated and revised first-course textbook in applied probability provides a contemporary and lively post-calculus introduction to the subject of probability.

This textbook takes a strategic approach to the broad-reaching subject of experimental design by identifying the objectives behind an experiment and teaching practical considerations that govern design and implementation, concepts that serve as the basis for the analytical techniques covered.

This 2nd edition textbook offers a rigorous introduction to measure theoretic probability with particular attention to topics of interest to mathematical statisticians-a textbook for courses in probability for students in mathematical statistics.

Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical one-dimensional diffusions as the reflecting Brownian motion, devoting a chapter to Bessel processes, and moves on to function-valued solutions to SPDEs.

The present monograph develops a versatile and profound mathematical perspective of the Wright--Fisher model of population genetics.

The purpose of this volume is to give an up-to-date introduction to tensor valuations and their applications.

This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics.

This volume collects authoritative contributions on analytical methods and mathematical statistics.

This book presents the theory and methods of flexible and generalized uncertainty optimization.

This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance.

This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries.

This textbook provides an exciting new addition to the area of network science featuring a stronger and more methodical link of models to their mathematical origin and explains how these relate to each other with special focus on epidemic spread on networks.

Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the localization phenomenon.

This is the only book discussing multifractal properties of densities of stable superprocesses, containing latest achievements while also giving the reader a comprehensive picture of the state of the art in this area.

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks.

This volume presents original research articles and extended surveys related to the mathematical interest and work of Jean-Michel Bismut.

This book presents a detailed study of a system of interacting Brownian motions in one dimension.