Stochastics

Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis.

Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years.

The growing capabilities in generating and collecting data has risen an urgent need of new techniques and tools in order to analyze, classify and summarize statistical information, as well as to discover and characterize trends, and to automatically bag anomalies.

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models.

Clustering and Classification, Data Analysis, Data Handling and Business Intelligence are research areas at the intersection of statistics, mathematics, computer science and artificial intelligence.

This book constitutes the refereed proceedings of the 5th International Symposium on Stochastic Algorithms, Foundations and Applications, SAGA 2009, held in Sapporo, Japan, in October 2009.

ECMI is synonymous with European Mathematics for Industry and organizes successful biannual conferences.

This book contains a collection of original and state-of-the-art contributions in rational choice and general equilibrium theory.

This book offers an in-depth review of kinetically constrained models (KCMs), a topic that lies at the crossroads of probability and statistical mechanics.

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This book offers an in-depth review of kinetically constrained models (KCMs), a topic that lies at the crossroads of probability and statistical mechanics.

The idea of writing up a book on the hydrodynamic behavior of interacting particle systems was born after a series of lectures Claude Kipnis gave at the University of Paris 7 in the spring of 1988.

This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters, which is published at irregular intervals over the years.

Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems.

"e;The central fact is that we are planning agents.

The present volume contains the most advanced theories on the martingale approach to central limit theorems.

This textbook offers a clear, unified introduction to nonequilibrium statistical mechanics.

This volume covers a broad spectrum of topics in stochastic geometry, including percolation, tessellations, Gaussian fields and point processes.

This book provides a comprehensive examination of the structure of approximate optimal policies in Markov decision processes (MDPs) with finite state spaces, as well as approximate optimal solutions for deterministic discrete-time optimal control problems.

This volume covers a broad spectrum of topics in stochastic geometry, including percolation, tessellations, Gaussian fields and point processes.

This book provides a comprehensive examination of the structure of approximate optimal policies in Markov decision processes (MDPs) with finite state spaces, as well as approximate optimal solutions for deterministic discrete-time optimal control problems.

This textbook offers a clear, unified introduction to nonequilibrium statistical mechanics.

This book addresses the well-known capability and flexibility of classical and constructive semigroups (inherited from algebraic structures), to model, solve problems in extremely diverse situations, and develop interesting new algebraic ideas with many applications and connections to other areas of mathematics (logic, biomathematics, analysis, geometry, etc.

This book addresses the well-known capability and flexibility of classical and constructive semigroups (inherited from algebraic structures), to model, solve problems in extremely diverse situations, and develop interesting new algebraic ideas with many applications and connections to other areas of mathematics (logic, biomathematics, analysis, geometry, etc.

In Statistics as Principled Argument, first published in 1995, Robert P.

Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes.

In Statistics as Principled Argument, first published in 1995, Robert P.

This book provides a novel and unifying perspective on the structural properties of fair solutions in optimization formulations.

This monograph provides a comprehensive overview of locally perturbed random walks, tools used for their analysis, and current research on their applications.

This book delves into the fundamental theoretical aspects of reliability analysis, focusing on various probabilistic models.

The book covers all the basics of both the topics.

This book delves into the fundamental theoretical aspects of reliability analysis, focusing on various probabilistic models.

This monograph provides a comprehensive overview of locally perturbed random walks, tools used for their analysis, and current research on their applications.

The book covers all the basics of both the topics.

This monograph aims to offer a concise introduction to optimal transport, quickly transitioning to its applications in statistics and machine learning.

This monograph aims to offer a concise introduction to optimal transport, quickly transitioning to its applications in statistics and machine learning.

In today's manufacturing environment, managing inventories is one of the basic concerns of enterprises dealing with materials according to their activities.

The book explores the field of model predictive control (MPC).

The book explores the field of model predictive control (MPC).

This book offers a comprehensive discussion of the Bayesian inference framework and demonstrates why this probabilistic approach is ideal for tackling the various modelling problems within quantitative finance.

This book offers a comprehensive discussion of the Bayesian inference framework and demonstrates why this probabilistic approach is ideal for tackling the various modelling problems within quantitative finance.

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