Stochastics

This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around ...

This textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-orien...

This open access book focuses on the Ginibre ensembles that are non-Hermitian random matrices proposed by Ginibre in 1965. Since that time, they ha...

This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approac...

This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia ...

This book provides a self-contained account of continuous-parameter time series, starting with second-order models. Integration with respect to ort...

This volume provides an overview of two of the most important examples of interacting particle systems, the contact process, and the voter model, a...

This textbook will present, in a rigorous way, the basic theory of the discrete-time and the continuous-time Markov chains, along with many example...

The Monte Carlo method, largely the brainchild of Stanislaw Ulam and first implemented by John von Neumann, depends upon the use of digital compute...

This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory. Anal...

Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is...

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the cl...

Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Y...

This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures me...

Starting with the Shannon-Wiener approach to mathematical information theory, allowing a mathematical measurement of an amount of information, the ...

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

Dieses Buch ist eine Einführung in die Variationsrechnung, die das Ziel hat, reellwertige Funktionale zu minimieren oder zu maximieren. Die Funktio...

Based on a two-semester course aimed at illustrating various interactions of pure mathematics with other sciences, such as hydrodynamics, thermodyn...

This book, the sixth of 15 related monographs, discusses singularity and networks of equilibriums and 1-diemsnional flows in product quadratic and ...

The 20 papers contained in this volume span the areas of mathematical physics, dynamical systems, and probability. Yakov Sinai is one of the most i...

This book is the seventh of 15 related monographs, concerns nonlinear dynamics and singularity of cubic dynamical systems possessing a product-cubi...

The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability di...