Stochastics

This book offers an accessible introduction to random walk and diffusion models at a level consistent with the typical background of students in the life sciences.

This graduate textbook provides an alternative to discrete event simulation.

This book provides a blend of quantitative and qualitative approaches to decision making, while also bridging the gap between the theory of how to make good decisions versus how people actually make decisions.

This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space.

This textbook provides basic quantitative models allowing researchers and decision makers to a) assess viability of threatened populations and evaluate the success of species reintroductions, b) estimate invasion abilities of alien species, c) evaluate the persistence of metapopulations subjected to habitat destruction and fragmentation, d) analyze policies and strategies for the sustainable harvesting of biological resources, and e) assess the course of human and nonhuman diseases and the possible containment measures.

The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus.

This book presents in a compact form the program carried out in introductory statistics courses and discusses some essential topics for research activity, such as Monte Carlo simulation techniques, methods of statistical inference, best fit and analysis of laboratory data.

The investigation of the role of mechanical and mechano-chemical interactions in cellular processes and tissue development is a rapidly growing research field in the life sciences and in biomedical engineering.

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 monograph studies a series of mathematical models of the evolution of a population under mutation and selection.

Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.

This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series.

This proceedings volume gathers selected, peer-reviewed papers presented at the 41st International Conference on Infinite Dimensional Analysis, Quantum Probability and Related Topics (QP41) that was virtually held at the United Arab Emirates University (UAEU) in Al Ain, Abu Dhabi, from March 28th to April 1st, 2021.

T?

The SIR - model supported by a new density and its derivatives receive a statistical data background from frequency distributions, from whose parameter values over the new density distribution a quality-oriented probability of the respective infection process and its future can be concluded.

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy.

This volume presents extensive research devoted to a broad spectrum of mathematics with emphasis on interdisciplinary aspects of Optimization and Probability.

This book covers recent trends and applications of nonlinear dynamics in various branches of society, science, and engineering.

This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes.

This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs.

This volume is a collection of research works to honor the late Professor Mark H.

This textbook presents the basics of probability and statistical estimation, with a view to applications.

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.

Focusing on comprehensive comparisons of the performance of stochastic optimization algorithms, this book provides an overview of the current approaches used to analyze algorithm performance in a range of common scenarios, while also addressing issues that are often overlooked.

This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as  large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs.

This book introduces the reader to Six Sigma, a problem-solving technique for reducing defects and variation in processes.

This book discusses diverse concepts and notions - and their applications - concerning probability and random variables at the intermediate to advanced level.

This book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods.

This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation.

This textbook, now in its third edition, offers a practical introduction to probability with statistical applications, covering material for both a first and second undergraduate probability course.

This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation.

This book aims to clarify the priorities of the Sendai Framework for the DRR 2015 - 2030, through gathering recent contributions addressing the different ways researchers define, measure, reduce, and manage risk in the challenge of the DRR.

This book offers a comprehensive guide to large sample techniques in statistics.

This books reviews and brings readers up to date with the latest research knowledge on road traffic safety.

This concise and up-to-date textbook provides an accessible introduction to the core concepts of nonlinear dynamics as well as its existing and potential applications.

This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA), and provides stochastic models in DEA for the possibility of variations in inputs and outputs.

The Mathematics of Errors presents an original, rigorous and systematic approach to the calculus of errors, targeted at both the engineer and the mathematician.

This book considers a broad range of areas from decision making methods applied in the contexts of Risk, Reliability and Maintenance (RRM).

This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs).

This book provides a detailed exposition of a wide range of topics in geometric group theory, inspired by Gromov's pivotal work in the 1980s.

The investigation of the role of mechanical and mechano-chemical interactions in cellular processes and tissue development is a rapidly growing research field in the life sciences and in biomedical engineering.

This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio.

This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Merida-Yucatan, Mexico.

Hawkes processes are studied and used in a wide range of disciplines: mathematics, social sciences, and earthquake modelling, to name a few.

This proceedings volume gathers together original articles and survey works that originate from presentations given at the conference Transient Transcendence in Transylvania, held in Brasov, Romania, from May 13th to 17th, 2019.

This book deals with selected problems of machine perception, using various 2D and 3D imaging sensors.

This collection honours Ron Doney's work and includes invited articles by his collaborators and friends.

Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020.

This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes.

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory.