Stochastics

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 ...

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

Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements ove...

The second edition of this book illuminates the fundamental principle and applications of probability-based multi-objective optimization for materi...

Applied Probability presents a unique blend of theory and applications, with special emphasis on mathematical modeling, computational techniques, a...

This book covers major measure theory topics with a fairly extensive study of their applications to probability and analysis. It begins by demonstr...

This book focuses on research in linear algebra, statistics, matrices, graphs and their applications. Many chapters in the book feature new finding...

Discrete stochastic models are tools that allow us to understand, control, and optimize engineering systems and processes. This book provides real-...

This book provides a general presentation of knowledge and methods in mathematical modelling and simulation of individual plants. The chapters main...

This book explains the importance of using the probability that the hypothesis is correct (PHC), an intuitive measure that anyone can understand, a...

This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Marko...

This open-access proceedings volume brings selected, peer-reviewed contributions presented at the Fourth Stochastic Transport in Upper Ocean Dynami...

The International Encyclopedia of Statistical Science stands as a monumental effort to enrich statistics education globally, particularly in region...

This book introduces the concept of bespoke learning, a new mechanistic approach that makes it possible to generate values of an output variable at...

This book provides an accessible yet rigorous first reference for readers interested in learning how to model and analyze cellular network performa...

This monograph explores the interdisciplinary applications of information theory, focusing on the concepts of entropy, mutual information, and thei...

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probabili...

This book contains contributions from the participants of the international conference Foundations of Modern Statistics which took place at Weierst...

Dieses Lehrbuch deckt die wichtigsten Konzepte und Formeln der Wahrscheinlichkeitsrechnung ab und möchte für deren Schönheit begeistern. Es stellt ...

This book covers the latest advancements and applications of nonlinear dynamics in various fields of science and engineering, presenting a curated ...

This thesis advances our understanding of how thermal anisotropy can be exploited to extract work through a mechanism that is quite distinct from t...

This concise textbook, fashioned along the syllabus for masters and Ph.D. programmes, covers basic results on discrete-time martingales and applica...

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications.  The authors foc...

This book of selected works exhibits a significant part of Carlos A. Coelhos research activity in multivariate statistics, focusing on topics relat...