Stochastics books

In particular, the reader will be provided with the backward SDE technique for use in research when considering...  Read More >>

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Most probability problems involve random variables indexed by space and/or time. speed of convergence to equilibrium...  Read More >>

Queueing theory is a fascinating subject in Applied Probability for two con­ tradictory reasons: it sometimes requires...  Read More >>

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Whereas classical cryptography was confined to the art of designing and breaking encryption schemes (or ""secrecy...  Read More >>

More precisely, this book is devoted to the functional analytic approach to a class of degenerate boundary value...  Read More >>

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It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds...  Read More >>

Exploring Probability in School provides a new perspective into research on the teaching and learning of probability....  Read More >>

) It assumes certain knowledge in general Analysis and Probability {Hilbert space methods, Schwartz distributions,...  Read More >>

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Although the history of trading on financial markets started a long and possibly not exactly definable time ago,...  Read More >>

The history of martingale theory goes back to the early fifties when Doob [57] pointed out the connection between...  Read More >>

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Provides a unified treatment of deterministic global optimization. This book introduces theoretical and algorithmic...  Read More >>

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The subject of this book is the mathematical technique of stochastic limit, developed for solving nonlinear problems...  Read More >>

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This volume traces the evolution of level crossing theory for obtaining probability distributions of state variables...  Read More >>