Stochastics books

This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference...  Read More >>

This book provides readers with the latest know-how and tools needed to assess the in-service strength and reliability...  Read More >>

This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert...  Read More >>

This book focuses on the recent development of methodologies and computation methods in mathematical and statistical...  Read More >>

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on...  Read More >>

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The series is designed to bring together those mathematicians who are seriously interested in getting new challenging...  Read More >>

The book also demonstrates how these intelligent adaptive control algorithms can be effectively utilized in real-life...  Read More >>

This book is devoted to boundary value problems of the Laplace equation on bounded and unbounded Lipschitz domains....  Read More >>

This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical...  Read More >>

The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of...  Read More >>

This book presents operational modal analysis (OMA), employing a coherent and comprehensive Bayesian framework for...  Read More >>

The series is designed to bring together those mathematicians who are seriously interested in getting new challenging...  Read More >>

This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary...  Read More >>

This book systematically presents the topological structure of solution sets and attractability for nonlinear evolution...  Read More >>

This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis...  Read More >>

This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering...  Read More >>

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis...  Read More >>

"Since its first edition, there have been many interesting developments in the use of ""likelihood-free"" methods...  Read More >>

Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments....  Read More >>

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Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on...  Read More >>

Thanks to theaccessible style used, readers only need a basic command of Calculus.This book will appeal to scientists,...  Read More >>

It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research,...  Read More >>