Stochastics books

This book is designed for students who want to develop professional skill in stochastic calculus and its application...  Read More >>

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Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics...  Read More >>

Bauer: Harmonic spaces and associated Markov processes.- J.M. Bony: Opérateurs elliptiques dégénérés associés aux...  Read More >>

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The volume Scalable Optimization via Probabilistic Modeling: From Algorithms to Applications is a worthy addition...  Read More >>

This research monograph presents basic foundational aspects for a theory of statistics with fuzzy data, together...  Read More >>

Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly...  Read More >>

sections dealing with fuzzy functions and fuzzy random functions are certain to be of special interest. The methods...  Read More >>

Being a good mixture of practical problems and their actuarial solutions, the book addresses above all two types...  Read More >>

This monograph describes the Malliavin calculus (or stochastic calculus of variations), which is an infinite-dimensional...  Read More >>

""Mathematics of Uncertainty"" provides the basic ideas and foundations of uncertainty, covering the fields of mathematics...  Read More >>

This volume covers recent developments in self-normalized processes, including self-normalized large and moderate...  Read More >>

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

Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations,...  Read More >>

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical...  Read More >>

PROCESS OPTIMIZATION: A Statistical Approach is a textbook for a course in experimental optimization techniques...  Read More >>

This book is aimed at postgraduate students in applied mathematics as well as at engineering and physics students...  Read More >>

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Random Number Generation . . . . . . . . . . . . . . . . . . . . . 1 . . . . . . . . . . . . . . . . . . . . . ....  Read More >>

Arnold, Director of the IMA Fadil Santosa, Deputy Director of the IMA v PREFACE This volume contains a collection...  Read More >>

This book focuses on tools and techniques for building regression models using real-world data and assessing their...  Read More >>

Provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. This book...  Read More >>

Focuses on applications of demographic models, extending to matrix models for stage-classified populations. This...  Read More >>