Stochastics books

This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a...  Read More >>

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

A comprehensive reference to the theory of linear discrete-time-parameter systems. The book’s outstanding feature...  Read More >>

The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed...  Read More >>

 Read More >>

This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic...  Read More >>

This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place...  Read More >>

Current research results in stochastic and deterministic global optimization including single and multiple objectives...  Read More >>

Requiring no knowledge of quantum mechanics, the book is written on introductory level, with many examples and exercises,...  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 >>

Consistent with modern data analytics, it emphasizes that a proper statistical learning data analysis derives from...  Read More >>

This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études...  Read More >>

The contributions, authored by eminent specialists, present some of the most exciting recent developments in mathematical...  Read More >>

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial...  Read More >>

The book considers foundational thinking in quantum theory, focusing on the role the fundamental principles and...  Read More >>

The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation...  Read More >>

 Read More >>

This volumepresents a collection of papers covering applications from a wide range ofsystems with infinitely many...  Read More >>

 Read More >>

The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces...  Read More >>

Now in its second edition, this textbook serves as an introduction to probability and statistics for non-mathematics...  Read More >>

This second of two Exercises in Analysis volumes covers problems in five core topics of mathematical analysis: Function...  Read More >>

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

 Read More >>

The main focus of this book is on different topics in probability theory, partial differential equations and kinetic...  Read More >>