Stochastics books

This monograph provides a state-of-the-art, self-contained account on the effectiveness of the method of boundary...  Read More >>

This book provides the foundations for geometric applications of convex cones and presents selected examples from...  Read More >>

The stability analysis of stochastic models for telecommunication systems is an intensively studied topic. It describes...  Read More >>

The nonequilibrium behavior of nanoscopic and biological systems, which are typically strongly fluctuating, is a...  Read More >>

This book is intended to provide graduate students and researchers in graph theory with an overview of the elementary...  Read More >>

The book deals with a broad class of controls, including regular controls (vector-valued measurable functions),...  Read More >>

This book provides real-life examples and illustrations of models in reliability engineering and statistical quality...  Read More >>

This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers...  Read More >>

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Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order...  Read More >>

The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional...  Read More >>

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

This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series....  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 >>

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

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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 >>