Stochastics

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics.

Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature.

Nonlinear Dynamical Systems and Control presents and develops an extensive treatment of stability analysis and control design of nonlinear dynamical systems, with an emphasis on Lyapunov-based methods.

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time.

Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor.

Search Theory is one of the original disciplines within the field of Operations Research.

In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented.

This book is a collection of papers on spatial statistics for remote sensing.

With the rapidly increasing penetration of laptop computers and mobile phones, which are primarily used by mobile users to access Internet s- vices like e-mail and World Wide Web (WWW) access, support of Internet services in a mobile environment is an emerging requirement.

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

Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus.

Markov Chains: Theory and Applications, Volume 52 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on topics such as Markov Chain Estimation, Approximation, and Aggregation for Average Reward Markov Decision Processes and Reinforcement Learning, Ladder processes: symmetric functions and semigroups, Continuous-time Markov Chains and Models: Study via Forward Kolmogorov System, Analysis of Data Following Finite-State Continuous-Time Markov Chains, Computational applications of poverty measurement through Markov model for income classes, and more.

Stochastic Subsurface Hydrogeology is the study of subsurface, geological heterogeneity, and its effects on flow and transport process, using probabilistic and geostatistical concepts.

Stochastic Limit Theory, published in 1994, has become a standard reference in its field.

Stochastic Limit Theory, published in 1994, has become a standard reference in its field.

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.

This third edition is a revised, updated, and greatly expanded version of previous edition of 2001.

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications.

Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another.

Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus.

Hyperbolic Dynamics and Brownian Motion illustrates the interplay between distinct domains of mathematics.

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications.

Great interest is now being shown in computational and mathematical neuroscience, fuelled in part by the rise in computing power, the ability to record large amounts of neurophysiological data, and advances in stochastic analysis.

Great interest is now being shown in computational and mathematical neuroscience, fuelled in part by the rise in computing power, the ability to record large amounts of neurophysiological data, and advances in stochastic analysis.

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

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

This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems.

Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour.

Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour.

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications.

Environmental Data Analysis with MatLab is a new edition that expands fundamentally on the original with an expanded tutorial approach, new crib sheets, and problem sets providing a clear learning path for students and researchers working to analyze real data sets in the environmental sciences.

This book enables readers to understand, model, and predict complex dynamical systems using new methods with stochastic tools.

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.

The sixth edition provides expanded Discussion and Comments and References sections at the end of each chapter, creating a spotlight on practical applications of the theory presented in that chapter.

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

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics.

"e;This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology.

Introduction to Probability and Statistics for Engineers and Scientists, Sixth Edition, uniquely emphasizes how probability informs statistical problems, thus helping readers develop an intuitive understanding of the statistical procedures commonly used by practicing engineers and scientists.

This book provides an overview of network science from the perspective of diverse academic fields, offering insights into the various research areas within network science.

This book discusses the state-of-the-art and open problems in computational finance.

This book focuses on metaheuristic methods and its applications to real-world problems in Engineering.

This book focuses on the recent development of methodologies and computation methods in mathematical and statistical modelling, computational science and applied mathematics.

Introduction to Probability and Statistics for Engineers and Scientists, Fifth Edition is a proven text reference that provides a superior introduction to applied probability and statistics for engineering or science majors.

Efficient and equitable policies for managing disaster risks and adapting to global environmental change are critically dependent on development of robust options supported by integrated modeling.

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.

Probability and Random Processes, Second Edition presents pertinent applications to signal processing and communications, two areas of key interest to students and professionals in today's booming communications industry.

This book collects research papers on the philosophical foundations of probability, causality, spacetime and quantum theory.

This book disseminates the latest results and envisages new challenges in the application of mathematics to various practical situations in biology, epidemiology, and ecology.