Stochastics

Ruled varieties are unions of a family of linear spaces.

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.

One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions.

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 covers the classical theory of Markov chains on general state-spaces as well as many recent developments.

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 book focuses on metaheuristic methods and its applications to real-world problems in Engineering.

Contributions in this volume focus on computationally efficient algorithms and rigorous mathematical theories for analyzing large-scale networks.

This monograph develops the Gaussian functional capacity theory with applications to restricting the Gaussian Campanato/Sobolev/BV space.

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 book introduces random currents by presenting underlying mathematical methods necessary for applications.

This book demonstrates that nonparametric statistics can be taught from a parametric point of view.

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space.

This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.

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 subject of this book stands at the crossroads of ergodic theory and measurable dynamics.

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.

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.