This book highlights the forefront of research on statistical distribution theory, with a focus on unconventional random quantities, and on phenomena such as random partitioning.
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners.
This volume contains the contributions of the participants of the 14th ISAAC congress, held at the University of Sao Paulo, Campus Ribeirao Preto, Brazil, on July 17-21, 2023.
This book organizes and explains, in a systematic and pedagogically effective manner, recent advances in path integral solution techniques with applications in stochastic engineering dynamics.
In today's manufacturing environment, managing inventories is one of the basic concerns of enterprises dealing with materials according to their activities.
This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber-Shiu function.
This book is a collection of selected papers presented at the International Conference on Semigroups and Applications, held at the Cochin University of Science and Technology, India, from December 9-12, 2019.
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.
This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to.
This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber-Shiu function.
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.
This book highlights the forefront of research on statistical distribution theory, with a focus on unconventional random quantities, and on phenomena such as random partitioning.
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
This book is a collection of original research and survey articles on mathematical inequalities and their numerous applications in diverse areas of mathematics and engineering.
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities.
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
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 series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
This book, the sixth of 15 related monographs, discusses singularity and networks of equilibriums and 1-diemsnional flows in product quadratic and cubic systems.
The main challenge in the study of nonautonomous phenomena is to understand the very complicated dynamical behaviour both as a scientific and mathematical problem.
The 2nd edition of this book is essentially an extended version of the 1st and provides a very sound overview of the most important special functions of Fractional Calculus.
As a result of researchers' and scientists' increasing interest in pure as well as applied mathematics in non-conventional models, particularly those using fractional calculus, Mittag-Leffler functions have recently caught the interest of the scientific community.
These notes contain all the material accumulated over six years in Strasbourg to teach "e;Quantum Probability"e; to myself and to an audience of commutative probabilists.
Background and Scope of the Book This book continues, extends, and unites various developments in the intersection of probability theory and dynamical systems.
The aim of this book is to provide an accessible introduction to stochastic differ- ential equations and their applications together with a systematic presentation of methods available for their numerical solution.