Stochastics books

This textbook presents the design and analysis of experiments that comprise the aspects of classical theory for...  Read More >>

The purpose of this book is to provide the reader with a solid background and understanding of the basic results...  Read More >>

• Chapter 3 has an added section on bootstrap estimation methods, which have gained a large popularity in practical...  Read More >>

Solving multi-objective problems is an evolving effort, and computer science and other related disciplines have...  Read More >>

Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random...  Read More >>

Research in Bayesian analysis and statistical decision theory is rapidly expanding and diversifying, making it increasingly...  Read More >>

Alladi Ramakrishnan (1923–2008) was an eminent scientist who had a wide range of research interests in theoretical...  Read More >>

This book collects some recent developments in stochastic control theory with applications to financial mathematics....  Read More >>

After the ?rst edition of this book was published in early 2005, the world has changed dramatically and at a pace...  Read More >>

This has formally defined operational risk and introduced corresponding capital requirements. Many banks are undertaking...  Read More >>

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory...  Read More >>

The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials...  Read More >>

Problems of stochastic optimization and various mathematical aspects of risk are the main themes of this contributed...  Read More >>

problems of a finding optimal САС in models are investigated and various problems of improvement of characteristics...  Read More >>

This overview of non-homogeneous and multidimensional Poisson point processes and their applications features mathematical...  Read More >>

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance...  Read More >>

Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations,...  Read More >>

This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various...  Read More >>

Nowadays, there is ready access to statistical computing using personal computers or laptops, and this practice...  Read More >>

Revised and updated edition of the classic of advanced statistics. Uses concepts of gambling to develop important...  Read More >>

This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which...  Read More >>

Many of the exercises included in the book contain helpful hints and other relevant information.Lastly, the author...  Read More >>

This fully updated new edition of the classic work on information theory presents a detailed analysis of Shannon-source...  Read More >>

Ausgangspunkt ist die Theorie der bedingten Erwartungen und der Martingale, die die Stochastik in der zweiten Hälfte...  Read More >>

This is the expanded second edition of a successful textbook that provides a broad introduction to important areas...  Read More >>