Stochastics books

More recent advances of queueing systems are based on phase type distributions, Markov arrival processes and quasy...  Read More >>

The focus of this book is the large-scale statistical behavior of solutions of divergence-form elliptic equations...  Read More >>

This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers...  Read More >>

Specific nature-inspired algorithms include: swarm intelligence, ant colony optimization, particle swarm optimization,...  Read More >>

This book illustrates the application of the economic concept of stochastic dominance to option markets and presents...  Read More >>

This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology...  Read More >>

The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment...  Read More >>

This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in...  Read More >>

The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods...  Read More >>

Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this...  Read More >>

This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in...  Read More >>

This book is a collection of short papers from the 11th International ISAAC Congress 2017 in Växjö, Sweden. The...  Read More >>

Focuses on the foremost techniques of hidden link predictions in stochastic social networks including methods and...  Read More >>

This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration...  Read More >>

This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is...  Read More >>

This introductory book offers a unique and unified overview of symplectic geometry, highlighting the differential...  Read More >>

This book will describe how to use models that explain the probabilistic characteristics of a time series while...  Read More >>

 Read More >>

This book contains five of these introductory lectures.The first chapter is a historically motivated introduction...  Read More >>

There has been an increase in attention toward systems involving large numbers of small players, giving rise to...  Read More >>

The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts...  Read More >>

This book presents a unified framework for the tractable analysis of large-scale, multi-antenna wireless networks...  Read More >>

In addition to the thorough presentation of probability, a historical exposition is presented that documents how...  Read More >>

Discusses optimization problems with fuzzy random variables following several types of probability distributions...  Read More >>

Cet ouvrage présente les types d'arbres les plus utilisés en informatique, sous les angles algorithmique et mathématique....  Read More >>