Stochastics books

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems,...  Read More >>

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential...  Read More >>

This volume covers theoretical, numerical and applied aspects of stochastic processes and stochastic differential...  Read More >>

Line and hyperplane location problems play an important role not only in operations research and location theory,...  Read More >>

This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. In...  Read More >>

The first edition of this book was originally published in 1985 under the ti­ tle ""Probabilistic Properties of...  Read More >>

This volume highlights the main results of the research performed within the network “Harmonic and Complex Analysis...  Read More >>

Diffusive motion--displacement due to the cumulative effect of irregular fluctuations--has been a fundamental concept...  Read More >>

The book includes a discussion of distance measures, nonparametric methods based on kernels or nearest neighbors,...  Read More >>

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A classification of statistical problems via their computational demands hinges on four components (I) the amount...  Read More >>

Ever since my days as a student, economists, doctors, physiologists, biologists, and engineers have come to me with...  Read More >>

Thls text ls about one small fteld on the crossroads of statlstlcs, operatlons research and computer sclence. Statistleians...  Read More >>

The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks,...  Read More >>

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Gives a systematical presentation of stochastic approximation methods for models of American-type options with general...  Read More >>

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Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for...  Read More >>

Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles...  Read More >>

This book is an outcome of a European collaboration on applications of stochastical methods to problems of science...  Read More >>

Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically...  Read More >>

Lévy's work on random walks with infinite moments, developed more than half a century ago, has now been fully appreciated...  Read More >>

This volume has its origin in the Fifth, Sixth and Seventh Workshops on and Bayesian Methods in Applied Statistics"",...  Read More >>

This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to...  Read More >>

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