Stochastics books

In Part I of this report the pointwise derivation of scalar set functions is investigated, first along the lines...  Read More >>

These models must not be too general, for in that case not only would their theoretical study prove difficult, but...  Read More >>

 Read More >>

 Read More >>

This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics....  Read More >>

"1m Jahr 1940 erschienen die ""Graphischen Tafeln zur Beurteilung statistischer Zahlen"" mit dem Ziel, statistische...  Read More >>

 Read More >>

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

The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to...  Read More >>

Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering....  Read More >>

Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering....  Read More >>

Since the contributions to this volume stem from very different fields, no attempt was made to find a systematic...  Read More >>

This IMA Volume in Mathematics and its Applications HYDRODYNAMIC BEHAVIOR AND INTERACTING PARTICLE SYSTEMS is in...  Read More >>

This volume contains a selection of papers by the participants of the 6. International Conference on Probability...  Read More >>

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held...  Read More >>

Deals with continuous-time controlled Markov chains and Markov games. This book proposes assumptions on the control...  Read More >>

 Read More >>

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial...  Read More >>

It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and...  Read More >>

Stochastic systems provide important tools for systems modeling, and recent work shows that categorical reasoning...  Read More >>

This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time...  Read More >>

 Read More >>

In return, random matrix theory is one of the chief tools of modern statistics, to the extent that at times the...  Read More >>

 Read More >>

 Read More >>