Stochastics books

This book tells the story of the probability integral, the approaches to analyzing it throughout history, and the...  Read More >>

This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus....  Read More >>

This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions...  Read More >>

This concise textbook, fashioned along the syllabus for master’s and Ph.D. programmes, covers basic results on discrete-time...  Read More >>

Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents...  Read More >>

Hybrids of the new approach with experimental design methodologies (response surface methodology, orthogonal experimental...  Read More >>

There is a distinction between the Ginibre ensemble with complex entries (GinUE) and those with real or quaternion...  Read More >>

This book constitutes the refereed proceedings of the 8th International Conference on Belief Functions, BELIEF 2024,...  Read More >>

The book collects papers on several topics in probability and stochastic processes. He has left an indelible mark...  Read More >>

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law...  Read More >>

This book focuses on research in linear algebra, statistics, matrices, graphs and their applications. With many...  Read More >>

This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Tools are...  Read More >>

This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time,...  Read More >>

Starting with the Shannon-Wiener approach to mathematical information theory, allowing a mathematical ""measurement""...  Read More >>

The fundamental concepts of random variable/vector and probability distributions are introduced beforehand with...  Read More >>

The papers contained in this book reflect the broad field of interests of Vladimir Spokoiny: optimal rates and non-asymptotic...  Read More >>

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Three ways of undertaking such bespoke learning are offered: by tapping into system dynamics in generic dynamical...  Read More >>

Available in English for the first time, this classic and influential book by the late Kohei Otshu presents real...  Read More >>

This volume presents the proceedings of the 20th International Probabilistic Workshop (IPW), which was held in Guimarães,...  Read More >>

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This is the first comprehensive book on Trotter-Kato approximations of stochastic differential equations (SDEs)...  Read More >>

Such relations have been explored for several decades and remain a rapidly developing research area in probability...  Read More >>

This book investigates statistical observables for anomalous and nonergodic dynamics, focusing on the dynamical...  Read More >>

This book offers a novel multi-portfolio approach and stochastic programming formulations for modeling and solving...  Read More >>