Stochastics books

Given such a weight and semigroup, one can construct and further analyze in detail a weak solution to the stochastic...  Read More >>

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Previous edition: published as by William Menke, Joshua Menke. 2016.  Read More >>

This book helps students, researchers, and practicing engineers to understand the theoretical framework of control...  Read More >>

Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected...  Read More >>

Along the way, exact formulas are obtained for the quasispecies distribution in the long chain regime, on the sharp...  Read More >>

This book presents the probabilistic methods around Hardy martingales for an audience of researchers and graduate...  Read More >>

Featuring recent advances in probability, statistics, and stochastic processes, this new textbook presents Probability...  Read More >>

This monograph gives the first unified presentation of the asymptotic theory of compound renewal processes and generalizes...  Read More >>

This book considers a broad range of areas from decision making methods applied in the contexts of Risk, Reliability...  Read More >>

This book discusses quantum theory as the theory of random (Brownian) motion of small particles (electrons etc.)...  Read More >>

New additions include an expanded treatment of multiple hypothesis testing, a new section on extensions of the Central...  Read More >>

Geometry and Statistics, Volume 46 in the Handbook of Statistics series, highlights new advances in the field, with...  Read More >>

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time...  Read More >>

With the boom of big data and machine learning and the subsequent need for parallel processing technologies, fork-join...  Read More >>

The book outlines the processes of calculating and critically reviewing construction costs and times for clients...  Read More >>

Focusing on comprehensive comparisons of the performance of stochastic optimization algorithms, this book provides...  Read More >>

This textbook presents a comprehensive treatment of the theory and implementation of inverse methods in the analysis...  Read More >>

This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic...  Read More >>

The book is written for newcomers to reinforcement learning who wish to write code for various applications, from...  Read More >>

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This book discusses diverse concepts and notions – and their applications – concerning probability and random variables...  Read More >>

Particle Systems and PDEs VI was held in Nice, France, in November/December 2017, Particle Systems and PDEs VII...  Read More >>

The book contains two contributions about the work of Emmanuele DiBenedetto and a selection of original papers....  Read More >>