Stochastics books

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

The primary intent of the book is to introduce an array of beautiful problems in a variety of subjects quickly,...  Read More >>

""This book is an excellent presentation of the application of martingale theory to the theory of Markov processes,...  Read More >>

Although much of classical ergodic theory is concerned with single transformations and one-parameter flows, the...  Read More >>

'Et moi, ..., si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point aile.'...  Read More >>

Contains several mathematical approaches to Finsler Geometry. This book includes survey articles on complex manifolds,...  Read More >>

This book focusses on the state of the art of Monte Carlo methods in radiation physics and particle transport simulation...  Read More >>

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Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that...  Read More >>

Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour....  Read More >>

The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential...  Read More >>

This volume collects thirteen expository or survey articles on topics including Fractal Geometry, Analysis of Fractals,...  Read More >>

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This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness...  Read More >>

This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising...  Read More >>

Focuses on continuous time models by presenting the necessary material from continuous martingales, measure theory...  Read More >>

This book covers topics of Informational Geometry, a field which deals with the differential geometric study of...  Read More >>

In some cases, certain coherent structures can exist in stochastic dynamic systems almost in every particular realization...  Read More >>

This is an up-to-date guide to the theory and methods of progressive censoring. Key topics include the foundations...  Read More >>

2014 Reprint of 1963 Edition. Full facsimile of the original edition, not reproduced with Optical Recognition Software....  Read More >>

Chemical Kinetics, Stochastic Processes, and Irreversible Thermodynamics  Read More >>

While there are several texts on how to solve and analyze stochastic programs, this is the first text to address...  Read More >>

The book introduces at a master's level the numerical methods that use probability or stochastic concepts to analyze...  Read More >>

Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability...  Read More >>

The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging...  Read More >>