Stochastics books

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This is so not only because of the subject's position at the in­ tersection of operator spectral theory, probability...  Read More >>

Today, the theory of random processes represents a large field of mathematics with many different branches, and...  Read More >>

The workshop brought some 25 physicists, chemists, and biologists - who deal with stochastic phenomena - and about...  Read More >>

Markov processes play an important role in the study of probability theory. Homogeneous denumerable Markov processes...  Read More >>

The idea for this book came from the time the authors spent at the Statistics and Applied Mathematical Sciences...  Read More >>

Ideal for researchers and practitioners in statistics and industrial mathematics, this book covers the theory and...  Read More >>

This IMA Volume in Mathematics and its Applications NONLINEAR STOCHASTIC PDEs: HYDRODYNAMIC LIMIT AND BURGERS' TURBULENCE...  Read More >>

Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate...  Read More >>

Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent...  Read More >>

Providing a comprehensive look into a modern section of the probability theory by means of the spectral methods,...  Read More >>

Providing a survey of the epidemiology of elderly populations, this study discusses how to model the incidence of...  Read More >>

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of...  Read More >>

The aim of this graduate textbook is to provide a comprehensive advanced course in the theory of statistics covering...  Read More >>

The 6th Kyoto Summer Institute devoted to ""Chaos and Statistical Mechanics"" was held from September 12 to 15,...  Read More >>

Rio de Janeiro, January 1987 Ricardo Mane Introduction This book is an introduction to ergodic theory, with emphasis...  Read More >>

The objective of the present edition of this monograph is the same as that of earlier editions, namely, to provide...  Read More >>

the points at which the continuity of the solution of the Dirichlet problem may be violated) was completely solved...  Read More >>

This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential...  Read More >>

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Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising...  Read More >>

Excellent introduction treats 3 major areas: analysis of channel models and proof of coding theorems; study of specific...  Read More >>

In anglo-american literature there exist numerous books, devoted to the application of the Laplace transformation...  Read More >>

A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. So we made it a trilogy:...  Read More >>

This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND...  Read More >>