Stochastics books

This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications...  Read More >>

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

This book features papers presented during a special session on algebra, functional analysis, complex analysis,...  Read More >>

This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional...  Read More >>

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

The aim of this book is to present different aspects of the deep interplay between Partial Differential Equations...  Read More >>

Offers an introduction to both computational inverse problems and uncertainty quantification (UQ) for inverse problems....  Read More >>

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H morrhoiden ade - Endlich schmerzfrei in dein neues LebenSie sollten dieses H morrhoiden Buch lesen wenn: Sie...  Read More >>

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This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer...  Read More >>

This monograph surveys the theory of quantitative homogenization for second-order linear elliptic systems in divergence...  Read More >>

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Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account...  Read More >>

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

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Nonlinear waves, Burger's equations, KdV equations, and the equations of gas dynamics and porous media are also...  Read More >>

This book provides engineers with focused treatment of the mathematics needed to understand probability, random...  Read More >>

This book presents contributions and review articles on the theory of copulas and their applications.  Read More >>

Collecting together contributed lectures and mini-courses, this book details the research presented in a special...  Read More >>

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of...  Read More >>

This book discusses stochastic dynamics of power systems and the related analytical methodology. Further, in addition...  Read More >>

""This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry...  Read More >>

The book provides a self-contained treatment of stochastic finite element methods. The book covers the basic topics...  Read More >>

This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions...  Read More >>