Stochastics books

Deals with the analysis of nonlinear evolution problems described by partial differential equations having random...  Read More >>

Contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related...  Read More >>

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta,...  Read More >>

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta,...  Read More >>

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta,...  Read More >>

The Graduate School in Mathematical Sciences of the University of Milan consists of two PhD Programmes, one in Mathematics...  Read More >>

Shows the breadth and depth of stochastic programming applications. This title features papers that discuss such...  Read More >>

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Nonlinear Stochastic Processes addresses the frequently-encountered problem of incomplete information. Divided...  Read More >>

The theory of risk already has its traditions. Further, non-life insurance, to which risk theory has, in fact, its...  Read More >>

Covering what is an emerging frontier in research, this book focuses on advanced computational methods and software...  Read More >>

This new edition will appear in two volumes, the present first volume presents the basic results and methods, the...  Read More >>

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Management Science published in 2005 a special volume featuring the “Ten most Influential Papers of the first 50...  Read More >>

The book is devoted to the study of important classes of stochastic processes: discrete and continuous time Markov...  Read More >>

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This second edition presents up-to-date material on the theory of weak convergance of convolution products of probability...  Read More >>

Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6--19, 1993  Read More >>

A second goal is to use the weak convergence theory background devel­ oped in Part 1 to present an account of major...  Read More >>

This book, organised by editors representing a wide range of interests in dynamic games, is aimed at control engineers,...  Read More >>

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The subject of the book is to present the modeling, parameter estimation and other aspects of the identification...  Read More >>

Die Theorie der Brown'schen Bewegung hat sich in letzter Zeit zu einem sehr wichtigen Werkzeug bei der Losung von...  Read More >>

Since about 1915 integration theory has consisted of two separate branches: the abstract theory required by probabilists...  Read More >>

It has been widely recognized nowadays the importance of introducing mathematical models that take into account...  Read More >>