Stochastics

This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this...

This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as black swans, with ...

This volume contains the contributions of the participants of the 14th ISAAC congress, held at the University of São Paulo, Campus Ribeirão Preto, ...

This volume contains the contributions of the participants of the 14th ISAAC congress, held at the University of São Paulo, Campus Ribeirão Preto, ...

This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance. Spurred by the transformative influence of ma...

Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe every day. I...

This textbook presents some basic stochastic processes, mainly Markov processes. It begins with a brief introduction to the framework of stochastic...

This textbook covers the fundamentals of reliability theory and its application for engineering processes, especially for aircraft units and system...

The book covers all the basics of both the topics. The topics are sequenced in such a manner that there is a flow in understanding the advances. Th...

With this book, which is based on the third edition of a book first written in German about random walks, the author succeeds in a remarkably playf...

With this book, which is based on the third edition of a book first written in German about random walks, the author succeeds in a remarkably playf...

Over the course of his distinguished career, Robert Strichartz (1943-2021) had a substantial impact on the field of analysis with his deep, origina...

Stochastic modeling is a set of quantitative techniques for analyzing practical systems with random factors. This area is highly technical and main...

This proceedings book covers a wide range of topics related to uncertainty analysis and its application in various fields of engineering and scienc...

This text presents a comprehensive and unified treatment of nonlinear filtering theory, with a strong emphasis on its mathematical underpinnings. I...

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, whi...

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is ai...

This book presents a unified description of binding equilibrium for a wide variety of systems focusing on acid-base and coordination chemistry, ads...

This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with underg...

Now in its second edition, this book introduces an approach to active system control. This approach, when applied through design and development im...

This book introduces QPLEX, a powerful computational framework designed for modeling and analyzing nonstationary stochastic systems with large stat...

Probability and Stochastic Modeling not only covers all the topics found in a traditional introductory probability course, but also emphasizes stoc...

This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applicat...