Stochastics

Stemming from the IHP trimester "e;Stochastic Dynamics Out of Equilibrium"e;, this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments.

This book presents, in an accessible and self-consistent way, the theory of diffusion in random velocity fields, together with robust numerical simulation approaches.

This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment.

This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting.

The focus of this book is the large-scale statistical behavior of solutions of divergence-form elliptic equations with random coefficients, which is closely related to the long-time asymptotics of reversible diffusions in random media and other basic models of statistical physics.

This Festschrift on the occasion of the 75th birthday of S.

This volume offers a unique and accessible overview of the most active fields in Stochastic Geometry, up to the frontiers of recent research.

This book gives a mathematical insight--including intermediate derivation steps--into engineering physics and turbulence modeling related to an anisotropic modification to the Boussinesq hypothesis (deformation theory) coupled with the similarity theory of velocity fluctuations.

This book presents four survey articles on various aspects of open quantum systems, specifically addressing quantum Markovian processes, Feller semigroups and nonequilibrium dynamics.

This book combines a model reduction technique with an efficient parametrization scheme for the purpose of solving a class of complex and computationally expensive simulation-based problems involving finite element models.

This book focuses on the development of approximation-related algorithms and their relevant applications.

There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.

The most recent methods in various branches of lattice path and enumerative combinatorics along with relevant applications are nicely grouped together and represented in this research contributed volume.

Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.

This book provides an undergraduate introduction to analysing data for data science, computer science, and quantitative social science students.

This book proposes a review of Long-Term Care insurance; this issue is addressed both from a global point of view (through a presentation of the risk of dependence associated with the aging of the population) and an actuarial point of view (with the presentation of existing insurance products and actuarial techniques for pricing and reserving).

This book provides an overview of state-of-the-art uncertainty quantification (UQ) methodologies and applications, and covers a wide range of current research, future challenges and applications in various domains, such as aerospace and mechanical applications, structure health and seismic hazard, electromagnetic energy (its impact on systems and humans) and global environmental state change.

This textbook presents an introduction to the use of probability in physics, treating introductory ideas of both statistical physics and of statistical inference, as well the importance of probability in information theory, quantum mechanics, and stochastic processes, in a unified manner.

This book collects interrelated lectures on fractal dynamics, anomalous transport and various historical and modern aspects of plasma sciences and technology.

This book gives the definitive mathematical answer to what thermodynamics really is: a variational calculus applied to probability distributions.

This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory.

This book covers the history and recent developments of stochastic computing.

This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, engineering and natural sciences applications.

The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications.

This book provides an overview of the risk components of CoCo bonds.

This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data.

This book offers a comprehensive and readable introduction to modern business and data analytics.

This book includes the texts of the survey lectures given by plenary speakers at the 11th International ISAAC Congress held in Vaxjo, Sweden, on 14-18 August, 2017.

The most recent methods in various branches of lattice path and enumerative combinatorics along with relevant applications are nicely grouped together and represented in this research contributed volume.

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

An Introduction to Probability and Statistical Inference, Third Edition, guides the reader through probability models and statistical methods to develop critical-thinking skills.

Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data.

This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes.

This book provides the reader with a background on simulating copulas and multivariate distributions in general.

Stochastic kinetic methods are currently considered to be the most realistic and elegant means of representing and simulating the dynamics of biochemical and biological networks.

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications.

These days, an increasing amount of information can be obtained in graphical forms, such as weather maps, soil samples, locations of nests in a breeding colony, microscopical slices, satellite images, radar or medical scans and X-ray techniques.

The concept of dependence permeates the Earth and its inhabitants in a most profound manner.

This book aims to provide a self-contained introduction to the local geometry of the stochastic flows.

This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator.

Hermite's theorem makes it known that there are three levels of mathematical frames in which a simple addition formula is valid.

This Second Edition is an essential guide to understanding, modeling, and predicting complex dynamical systems using new methods with stochastic tools.

We propose results of the investigation of the problem of mean square optimal estimation of linear functionals constructed from unobserved values of stationary stochastic processes.

This book investigates applications of probability theory to random events from an economic standpoint and considers how economics can deal with uncertainty in today's world.

This book investigates applications of probability theory to random events from an economic standpoint and considers how economics can deal with uncertainty in today's world.