Stochastics

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs.

Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student.

This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations.

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences.

System Modeling and Optimization is an indispensable reference for anyone interested in the recent advances in these two disciplines.

Logic and Complexity looks at basic logic as it is used in Computer Science, and provides students with a logical approach to Complexity theory.

Over the course of his distinguished career, Robert Strichartz (1943-2021) had a substantial impact on the field of analysis with his deep, original results in classical harmonic, functional, and spectral analysis, and in the newly developed analysis on fractals.

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

Fatigue of engineering materials is a very complicated process that is difficult to accurately describe and predict.

This book focuses on two-time-scale Markov chains in discrete time.

This book constitutes the refereed proceedings of the 15th International Scientific Conference on Information Technologies and Mathematical Modeling, named after A.

This book is a rigorous but practical presentation of the techniques of uncertainty quantification, with applications in R and Python.

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982.

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments.

Die Leitidee „Daten und Zufall“ stellt einen der fünf Inhaltsbereiche dar, die für den Mathematikunterricht in der Sekundarstufe I maßgeblich und aufgrund der Bildungsstandards bundesweit verbindlich sind.

This book is designed for people with a working knowledge of APL who would like to increase their fluency in the wide range of extra facilities offered by second-generation APL products.

This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems.

This book is an introduction into stochastic processes for physicists, biologists and financial analysts.

Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Levy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.

This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time.

The interplay between the spectral theory of Schr|dingeroperators and probabilistic considerations forms the maintheme of these notes, written for the non-specialist readerand intended to provide a brief and elementaryintroductionto this field.

Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance.

This book encompasses the study of hybrid switching di usion processes and their applications.

Empirische Forschung ist heutzutage ohne die Verwendung von Schlußweisen der Statistik nicht mehr denkbar.

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times.

This book introduces descriptive statistics and covers a broad range of topics of interest to students and researchers in various applied science disciplines.

This volume presents some of the research topics discussed at the 2014-2015 Annual Thematic Program Discrete Structures: Analysis and Applications at the Institute of Mathematics and its Applications during the Spring 2015 where geometric analysis, convex geometry and concentration phenomena were the focus.

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise!

The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r~view of the X-11 Method of seasonal adjustment.

It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?

This volume contains a selection of papers presented during the biennial meeting of the CLAssification and Data Analysis Group (CLADAG) of the Societa Italiana di Statistica which was orga- nized by the Istituto di Statistica of the Universita degli Studi di Palermo and held in the Palazzo Steri in Palermo on July 5-6, 2001.

This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes.

This book provides a unique tour of university mathematics with the help of Python.

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.

The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book.

This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty.

This volume contains papers which were presented at a meeting entitled "e;Stochastic Analysis and Applications"e; held at Gregynog Hall, Powys, from the 9th - 14th July 1995.

Traditional procedures in the statistical forecasting of time series, which are proved to be optimal under the hypothetical model, are often not robust under relatively small distortions (misspecification, outliers, missing values, etc.

From the reviews: "e;This collection of essays surveys the most important of Fisher's papers in various areas of statistics.

Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes.

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

This book provides a practical guide on annotating emotions in natural language data and showcases how these annotations can improve Natural Language Processing (NLP) and Natural Language Understanding (NLU) models and applications.

Magnetic energy release plays an important role in a wide variety of cosmic objects such as the Sun, stellar coronae, stellar and galactic accretion disks and pulsars.

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory.

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

In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain.

Das Buch richtet sich an alle, die schnell und auf solider Basis S bzw.