Stochastics books

Computations with Markov Chains presents the edited and reviewed proceedings of the Second International Workshop...  Read More >>

Includes contributions, which highlight research in the area of stochastic analysis and mathematical physics, focussing,...  Read More >>

Contains an introduction to the Picard-Lefschetz theory, which controls the ramification and qualitative behaviour...  Read More >>

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Presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various...  Read More >>

Proceedings of the 17th International Workshop on Maximum Entropy and Bayesian Methods of Statistical Analysis...  Read More >>

Volume 1 contains papers which deal with the Theory and Methodology of Time Series Analysis.  Read More >>

Probability limit theorems in infinite-dimensional spaces give conditions un­ der which convergence holds uniformly...  Read More >>

The papers contained in this volume are an indication of the topics th discussed and the interests of the participants...  Read More >>

Offers a mixture of theoretical, algorithmic, and application chapters providing examples of the work that Professor...  Read More >>

This is the first half of a text for a two semester course in mathematical statistics at the senior/graduate level...  Read More >>

For instance, Volume I deals only with nonnegative cost­ per-stage functions, whereas in the present volume we allow...  Read More >>

All other articles (including those of his contributions to Mathematical Reviews which go beyond a simple reporting...  Read More >>

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. It focuses...  Read More >>

The main purpose of this handbook is to summarize and to put in order the ideas, methods, results and literature...  Read More >>

sociologists, utility and game theorists, biologists, mathematicians, moral philosophers and philosophers have created...  Read More >>

There are two competing pictures of science. One considers science as a system of inferences, whereas another looks...  Read More >>

Previous seminars were held at Northwestern University, Princeton University, University of Florida, University...  Read More >>

The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix...  Read More >>

Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well...  Read More >>

The articles in this volume were contributed by the friends of Lucien Le Cam on the occasion of his 70th birthday...  Read More >>

This volume has been created in honor of the seventieth birthday of Ted Harris, which was celebrated on January...  Read More >>

Presents recent research papers, all related to stochastic analysis, motivated by stochastic partial differential...  Read More >>

The first formulations of linear boundary value problems for analytic functions were due to Riemann (1857). In particular,...  Read More >>