Stochastics

This book publishes select papers presented at the 4th International Conference on Frontiers in Industrial and Applied Mathematics (FIAM-2021), held at the Sant Longowal Institute of Engineering and Technology, Longowal, Punjab, India, from 21-22 December 2021.

This textbook provides a straightforward, clear explanation of probability and random variables for communications engineering students.

Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories.

Large numbers of studies of the KdV equation have appeared since the pioneering paper by Gardner, Greene, Kruskal, and Miura in 1967.

Large numbers of studies of the KdV equation have appeared since the pioneering paper by Gardner, Greene, Kruskal, and Miura in 1967.

This textbook provides a straightforward, clear explanation of probability and random variables for communications engineering students.

Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories.

The main subject is the probabilistic extreme value theory.

This fascinating book begins with fundamental definitions and notations of urn models before moving on to stochastic processes and applications of urn models in the field of finance.

This textbook offers a self-contained introduction to probability, covering all topics required for further study in stochastic processes and stochastic analysis, as well as some advanced topics at the interface between probability and functional analysis.

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.

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.

Charles M.

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.

Charles M.

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.

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.

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 puts forward a new mathematical theory to study chaotic phenomenon.

This book is interdisciplinary and unites several areas of applied probability, statistics, and computational mathematics including computer experiments, optimal experimental design, and global optimization.

This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems.

This book mainly focuses on the sampled-data control of logical networks.

This book is devoted to stochastic Navier-Stokes equations and more generally to stochasticity in fluid mechanics.

This book is devoted to stochastic Navier-Stokes equations and more generally to stochasticity in fluid mechanics.

This book addresses the problem of multi-agent systems, considering that it can be interpreted as a generalized multi-synchronization problem.

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 textbook invites readers to explore mathematical thinking by finding the beauty in the subject.

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 provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications.

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.

The present book deals with a streamlined presentation of Levy processes and their densities.

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 book will provide a comprehensive overview on human action analysis with randomized trees.

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 puts forward a new mathematical theory to study chaotic phenomenon.

This book is an easy-to-read reference providing a link between functional analysis and diffusion processes.

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.

Charles M.

Charles M.

Charles M.

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.