Stochastics

This book is intended to provide a fast, interdisciplinary introduction to the basic results of p-adic analysis and its connections with mathematic...

This textbook presents measure theory in a concise yet clear manner, providing readers with a solid foundation in the mathematical axiomatic system...

Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding o...

Probability for Deep Learning Quantum provides readers with the first book to address probabilistic methods in the deep learning environment and th...

The main challenge in the study of nonautonomous phenomena is to understand the very complicated dynamical behaviour both as a scientific and mathe...

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate ...

The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October...

This book offers a gentle yet rigorous introduction to probability theory, with a special focus on finite probability spaces. Drawing inspiration f...

This book delves into the foundational principles governing the treatment of molecular networks and chemical spacethe comprehensive domain encompas...

This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both ...

This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both ...

This book constructs input finite dimensional (FD) models that are amendable for numerical calculations and provides accurate representations for r...

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and co...

From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate ...

This volume presents the proceedings of the 20th International Probabilistic Workshop (IPW), which was held in Guimarães, Portugal on May 8-10, 202...

This book explains and illustrates recent developments and advances in decision-making and risk analysis. It demonstrates how artificial intelligen...

This book investigates the critical gain design in stochastic iterative learning control (SILC), including four specific gain design strategies: de...

This research monograph explores new frontiers in Markov chains. Although time-homogeneous Markov chains are well understood, this is not at all th...

This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochasti...

This up-to-date overview of Bayesian nonparametric statistics provides both an introduction to the field and coverage of recent research topics, in...

Model Validation and Uncertainty Quantification, Volume 3:  Proceedings of the 42nd IMAC, A Conference and Exposition on Structural Dynamics, 2024,...

Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applicati...

This book focuses on target tracking and information fusion with random finite sets. Both principles and implementations have been addressed, with ...