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Deals with random experiments on the computer from the field of molecular dynamics. Based on stochastic dynamic... Read More >>
Provides results on the stochastic approximation of systems by weak convergence techniques. This book presents the... Read More >>
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide... Read More >>
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This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte... Read More >>
Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic)... Read More >>
Presents five essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and... Read More >>
Offers a presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional... Read More >>
Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. This book presents... Read More >>
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led... Read More >>
This book explores the martingale approach to the statistical analysis of counting processes, with an emphasis on... Read More >>
Includes papers by mathematicians in the fields of stochastic analysis, white noise theory and quantum information,... Read More >>