Stochastics books

Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout)...  Read More >>

This book looks at the framework of the fuzzy random optimization including theoretical results, optimization models,...  Read More >>

This book is a translation of the up-dated version of my German textbook that was written parallel to my lecture...  Read More >>

This volume collects twenty articles on various topics in this field, including self-interacting random walks and...  Read More >>

Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and...  Read More >>

Empirische Forschung ist heutzutage ohne die Verwendung von Schlußweisen der Statistik nicht mehr denkbar. Dementsprechend...  Read More >>

This volume first introduces the mathematical tools necessary for understanding and working with a broad class of...  Read More >>

Stochastik gilt im Lehramtsstudium als schwer verständlich und kompliziert. Dieses Lehrbuch erleichtert den Einstieg...  Read More >>

Integrated Risk Sciences is an emerging discipline that considers risks in different fields, aiming at a common...  Read More >>

 Read More >>

In many real-world applications, the problems with the data used for scheduling such as processing times, set-up...  Read More >>

Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale...  Read More >>

Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale...  Read More >>

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial...  Read More >>

 Read More >>

This second edition of a classic work has been considerably expanded and revised, now with complete proofs of all...  Read More >>

This new edition of the well established text Scheduling - Theory, Algorithms, and Systems provides an up-to-date...  Read More >>

What is the role and meaning of probability in physical theory, in particular in two of the most successful theories...  Read More >>

The book deals with some of the fundamental issues of risk assessment in grid computing environments. The book...  Read More >>

The book concerns the notion of association in probability and statistics. The goal of this book is to bring together...  Read More >>

These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally,...  Read More >>

 Read More >>

 Read More >>

 Read More >>

The conference covered the following areas of research in probability theory and its applications: stochastic analysis,...  Read More >>