Stochastics

Probability Models is designed to aid students studying probability as part of an undergraduate course on mathematics or mathematics and statistics.

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation.

This book is concerned with continuous-time Markov chains.

This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences.

This textbook presents some basic stochastic processes, mainly Markov processes.

Markov processes are used to model systems with limited memory.

The seminar on Stochastic Analysis and Mathematical Physics of the Ca- tholic University of Chile, started in Santiago in 1984, has being followed and enlarged since 1995 by a series of international workshops aimed at pro- moting a wide-spectrum dialogue between experts on the fields of classical and quantum stochastic analysis, mathematical physics, and physics.

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory.

This second of two Exercises in Analysis volumes covers problems in five core topics of mathematical analysis: Function Spaces, Nonlinear and Multivalued Maps, Smooth and Nonsmooth Calculus, Degree Theory and Fixed Point Theory, and Variational and Topological Methods.

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 book constitutes an up-to-date account of principles, methods, and tools for mathematical and statistical modelling in a wide range of research fields, including medicine, health sciences, biology, environmental science, engineering, physics, chemistry, computation, finance, economics, and social sciences.

This volume contains papers which were presented at a series of short meetings collectively entitled "e;Stochastics and Quantum Mechanics"e; held in Swansea over the summer of 1990.

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes.

The volume is dedicated to Lev Sakhnovich, who made fundamental contributions in operator theory and related topics.

In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes.

This collection contains invited papers by distinguished statisticians to honour and acknowledge the contributions of Professor Dr.

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including: * limit theorems for sums of random variables* martingales* percolation* Markov chains and electrical networks* construction of stochastic processes* Poisson point process and infinite divisibility* large deviation principles and statistical physics* Brownian motion* stochastic integral and stochastic differential equations.

From Combinatorics to Philosophy: The Legacy of G.

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

This book is devoted to aspects of the foundations of quantum mechanics in which probabilistic and statistical concepts play an essential role.

Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world.

Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations.

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Inequalities of Ostrowski and Trapezoidal Type for Functions of Selfadjoint Operators on Hilbert Spaces presents recent results concerning Ostrowski and Trapezoidal type inequalities for continuous functions of bounded Selfadjoint operators on complex Hilbert spaces.

Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus.

The present lecture notes describe stochastic epidemic models and methods for their statistical analysis.

A major challenge in applied mathematics and mechanics of materials is to describe various types of material microstructures.

This book gives you a step-by-step introduction to analysing time series using the open source software R.

Empirical measurement of impacts of active labour market programmes has started to become a central task of economic researchers.

Covers an area at intersection of probability theory and statistical mechanics.

Focusing on the importance of the application of statistical techniques, this book covers the design of experiments and stochastic modeling in textile engineering.

Dieses Lehrbuch gibt einen umfassenden Überblick über Methoden der deskriptiven Statistik, die durch einige Verfahren der explorativen Datenanalyse ergänzt wurden.

Stochastic Methods for Flow in Porous Media: Coping with Uncertainties explores fluid flow in complex geologic environments.

Developed from a set of lecture notes by Professor Kamen and since developed and refined by both authors, this introductory yet comprehensive study is a prime example in its field.

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

Belief change is an emerging field of artificial intelligence and information science dedicated to the dynamics of information and the present book provides a state-of-the-art picture of its formal foundations.

Quantum measurement (Le.

Multi-parameter processes extend the existing one-parameter theory in an elegant way and have many applications to other fields in mathematics such as real analysis, functional analysis, group theory, and analytic number theory, to name a few.

This book covers topics of Informational Geometry, a field which deals with the differential geometric study of the manifold probability density functions.

This monograph has arisen out of a number of attempts spanning almost five decades to understand how one might examine the evolution of densities in systems whose dynamics are described by differential delay equations.

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

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales.

From the reviews to the first edition:Most of the literature about stochastic differentialequations seems to place so much emphasis on rigor andcompleteness that it scares the nonexperts away.