Stochastics

This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not me...

Technical analysis points out that the best source of information to beat the market is the price itself. Introducing readers to technical analysis...

This textbook offers a complete one-semester course in probability, covering the essential topics necessary for further study in the areas of proba...

Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and fo...

Now in its second edition, this popular textbook on game theory is unrivalled in the breadth of its coverage, the thoroughness of technical explana...

This friendly guide is the companion you need to convert pure mathematics into understanding and facility with a host of probabilistic tools. The b...

This book provides an overview on stochastic optimization and its application in the Energy Industry. Special focus is given on hydro-thermal sched...

Stochastic Methods in Scientific Computing: From Foundations to Advanced Techniques introduces the reader to advanced concepts in stochastic modell...

Targeted at graduate students, researchers and practitioners in the field of science and engineering, this book gives a self-contained introduction...

Praise for the First Edition . . . an excellent textbook . . . well organized and neatly written. Mathematical Reviews . . . amazingly interesting ...

This text balances accessibility and rigor in teaching stochastic calculus to advanced undergraduate and graduate students in mathematics, economic...