Stochastics books

This book compiles and critically discusses modern engineering system degradation models and their impact on engineering...  Read More >>

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This book combines a model reduction technique with an efficient parametrization scheme for the purpose of solving...  Read More >>

This text presents a wide-ranging and rigorous overview of nearest neighbor methods, one of the most important paradigms...  Read More >>

A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this...  Read More >>

This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical...  Read More >>

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This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are...  Read More >>

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This book gives a mathematical insight--including intermediate derivation steps--into engineering physics and turbulence...  Read More >>

This book has its origin in the need of developing and analysing mathematical models for phenomena that evolve in...  Read More >>

This book covers the history and recent developments of stochastic computing. The first part, comprising Chapters...  Read More >>

This book provides a concise introduction to the behavior of mechanical structures and testing their stochastic...  Read More >>

Half and half paper (dual designs) / Half Wide Ruled-Half Graph 5x5 Notebook: 7.44 x 9.69 inch (18.9 x 24.61...  Read More >>

Half and half paper (dual designs) / Half Wide Ruled-Half Graph 5x5 Notebook: 6.69 x 9.61 inch (16.99 x 9.61...  Read More >>

Offers a comprehensive course on financial mathematics. This book covers no-arbitrage option pricing, hedging, and...  Read More >>

This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials...  Read More >>

Half and half paper (dual designs) / Half Wide Ruled-Half Graph 5x5 Notebook: 5 x 8 inch (12.7 x 20.32 cm.) Half...  Read More >>

The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations...  Read More >>

The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance...  Read More >>

This book provides new theories, applications and quantitative methods in demography, population studies and statistics....  Read More >>

The volume is intended for all researchers with an interest in order statistics, distribution theory, analysis of...  Read More >>

This book gives a somewhat unconventional introduction to stochastic analysis.  Read More >>

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Contributions in this volume focus on computationally efficient algorithms and rigorous mathematical theories for...  Read More >>