Stochastics books

The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one...  Read More >>

The dynamics of population systems cannot be understood within the framework of ordinary differential equations,...  Read More >>

""Statistik in Theorie und Praxis"" schlägt die Brücke statistischer Theorie und realen praktischen Anwendungen....  Read More >>

This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations,...  Read More >>

The usefulness of a joint consideration of classical theory of deterministic perturbations together with stochastic...  Read More >>

This book is for a first course in stochastic processes taken by undergraduates or master’s students who have had...  Read More >>

Chapter five contains examples of using ecological Life Cycle Assessment (LCA) – a relatively new method of environmental...  Read More >>

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides...  Read More >>

Topics covered include Operations Research, Games and Control Theory, Computational Number Theory and Information...  Read More >>

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This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage,...  Read More >>

This monograph serves as an introductory text to classical renewal theory and some of its applications for graduate...  Read More >>

This book is comprised of selected research articles developed from a workshop on Ergodic Theory, Probabilistic...  Read More >>

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Le théorie des probabilité s'illustre dans de nombreux domaines issus de la biologie, de la physique, et des sciences...  Read More >>

A rigorous and self-contained guide to the mathematical, stochastic and graph theoretic methods needed to analyse...  Read More >>

Diversity is characteristic of the information age and also of statistics. In five major categories - scaling, structural...  Read More >>

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The first...  Read More >>

This book compares various approaches to the interpretation of quantum mechanics, in particular those which are...  Read More >>

Students and instructors alike will benefit from this rigorous, unfussy text. It keeps a clear focus on the basic...  Read More >>

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic...  Read More >>

The thesis deals with averaging dynamics in a multiagent networked system, which is a main mechanism for diffusing...  Read More >>

In addition to specific information about new applications of fractal geometry in structural geology, physics of...  Read More >>

The book is addressed to mathematicians and other scientists who are interested in the mathematical theory concerning:...  Read More >>