Stochastics books

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on...  Read More >>

This book aims to provide a unified treatment on the analysis and synthesis for discrete-time stochastic systems...  Read More >>

This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems,...  Read More >>

 Read More >>

This book is among the first concise presentations of the set-valued stochastic integration theory as well as its...  Read More >>

 Read More >>

A mathematically-oriented, comprehensive textbook in game theory for students in Mathematics, Economics, and Engineering,...  Read More >>

Two classical topics represented are the Concentration of Measure Phenomenon in the Local Theory of Banach Spaces,...  Read More >>

 Read More >>

The book also features an analysis of extreme events and their probabilities based on the theory of large deviations.Lastly,...  Read More >>

This book explores the latest advances in algebraic structures and applications, and focuses on mathematical concepts,...  Read More >>

Held every five years, the conference offers a forum for mathematicians using semigroup theory to discover what...  Read More >>

 Read More >>

 Read More >>

This 2nd edition is a thoroughly revised and augmented version of the book with the same title published in 1999....  Read More >>

The contributions by leading experts in this book focus on a variety of topics of current interest related to information-based...  Read More >>

This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state...  Read More >>

This book is an introduction to the theory of quasiconformal and quasiregular mappings in the euclidean n-dimensional...  Read More >>

Transmutation operators in differential equations and spectral theory can be used to reveal the relations between...  Read More >>

The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time...  Read More >>

 Read More >>

This thesis presents the application of non-perturbative, or functional, renormalization group to study the physics...  Read More >>

 Read More >>

 Read More >>

This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art...  Read More >>