Stochastics

Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.

Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.

Provides a graduate-level introduction to the theory of semigroups of operators.

Combining probability theory and logic, this volume is a general study of stochastic processes using model theory.

A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.

Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.

Using examples and building intuition, this friendly guide helps readers understand and use probabilistic tools from basic to sophisticated.

Using examples and building intuition, this friendly guide helps readers understand and use probabilistic tools from basic to sophisticated.

A user-friendly introduction for mathematicians to some of the principal stochastic models near the interface of probability and physics.

A user-friendly introduction for mathematicians to some of the principal stochastic models near the interface of probability and physics.

Develops the theory of Markov and semi-Markov processes in an elementary setting suitable for senior undergraduate and graduate students.

Develops the theory of Markov and semi-Markov processes in an elementary setting suitable for senior undergraduate and graduate students.

This second volume of a two-volume overview focuses on the applications of Banach spaces and recent developments in the field.

This second volume of a two-volume overview focuses on the applications of Banach spaces and recent developments in the field.

Do quantum field theory without Feynman diagrams!

Do quantum field theory without Feynman diagrams!

A graduate text on theory and methods using applied probability techniques for scheduling service, manufacturing, and information networks.

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

A concise, elementary introduction to measure and integration theory, requiring few prerequisites as theory is developed quickly and simply.

A concise, elementary introduction to measure and integration theory, requiring few prerequisites as theory is developed quickly and simply.

Useful but hard-to-find results enrich this introduction to the analytic study of random walks on infinite graphs.

Useful but hard-to-find results enrich this introduction to the analytic study of random walks on infinite graphs.

Developing the Itô calculus and Malliavin calculus in tandem, this book crystallizes modern day stochastic analysis into a single volume.

Developing the Itô calculus and Malliavin calculus in tandem, this book crystallizes modern day stochastic analysis into a single volume.

A user-oriented, practical introduction outlining methods for analysing actuarial and financial risk.

A user-oriented, practical introduction outlining methods for analysing actuarial and financial risk.

A compact, highly-motivated introduction to some of the stochastic models found useful in the study of communications networks.

This expanded edition of the classic work on empirical processes now boasts several new proved theorems not in the first.

A compact, highly-motivated introduction to some of the stochastic models found useful in the study of communications networks.

This expanded edition of the classic work on empirical processes now boasts several new proved theorems not in the first.

Now available in paperback for the first time; essential reading for all students of probability theory.

Now available in paperback for the first time; essential reading for all students of probability theory.

A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.

A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.

This book presents introductions to the essential mathematical aspects of complexity science, suitable for advanced undergraduate/masters-level students and researchers.

Michael Harrison returns to an important topic in stochastic process theory, and illustrates its many influential applications in business and economics.

This book presents introductions to the essential mathematical aspects of complexity science, suitable for advanced undergraduate/masters-level students and researchers.

Michael Harrison returns to an important topic in stochastic process theory, and illustrates its many influential applications in business and economics.

The definitive textbook on stochastic processes, written by one of the world''s leading information theorists, covering both theory and applications.

A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

The definitive textbook on stochastic processes, written by one of the world''s leading information theorists, covering both theory and applications.

A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Using everyday examples to demystify probability, this classic is now in its third edition with new chapters, exercises and examples.

Comprehensive guide to stochastic processes.

For students in pure and applied probability; lots of applications, fairly self-contained.

Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.

Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.

For students in pure and applied probability; lots of applications, fairly self-contained.

The first comprehensive account of controlled diffusions with a focus on ergodic or ''long run average'' control.