Stochastics books

Intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory...  Read More >>

A study of quantum probability communications. Topics addressed include classical and quantum stochastic calculus,...  Read More >>

These research papers represent a range of issues in probability theory, with emphasis on Markov processes and stochastic...  Read More >>

In June of 1990, a conference was held on Probablity Models and Statisti­ cal Analyses for Ranking Data, under the...  Read More >>

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of...  Read More >>

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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential...  Read More >>

Presents a review of the most significant developments in strong Approximation and strong Convergence in probability...  Read More >>

This volume contains papers presented at the IUTAM Symposium on Nonlinear Stochastic Mechanics, held in Turin, Italy...  Read More >>

This volume presents the published Proceedings of the joint meeting of GUM92 and the 7th International Workshop...  Read More >>

The Galton-Watson branching process has its roots in the problem of extinction of family names which was given a...  Read More >>

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This volume is devoted to stochastic and chaotic oscillations in dissipative systems. Coverage includes stochastic...  Read More >>

Covers the proceedings of the 1984 AMS Summer Research Conference. This work provides a summary of results from...  Read More >>

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The concept of conditional specification is not new. Arnold Riverside, California USA Enrique Castillo Jose Maria...  Read More >>

This monograph deals with the application of stochastic analysis and control techniques to the study of socioeconomic...  Read More >>

This volume contains papers presented during a four-dayWorkshop that took place at Rutgers University from 29 Aprilto...  Read More >>

The main topics for discussion at the confe-rence were: non-linear SPDE's and Markov property for randomfields,...  Read More >>

Contains papers on stochastic and quantum mechanics. The topics covered include diffusion processes, stochastic...  Read More >>

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The aim of this book is to present a survey of the many ways in which the statistical package GLIM may be used to...  Read More >>

Intends to deepen our understanding of the dynamics of systems subject to the laws of chance both from the classical...  Read More >>

Papers from a meeting aiming to bring together scientists from stochastic programming and from engineering areas...  Read More >>