Stochastics

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to cap...

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to cap...

We propose results of the investigation of the problem of mean square optimal estimation of linear functionals constructed from unobserved values o...

The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It...

This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines clas...

The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory bu...

The increasing industrial demand for reliable quantification and management of uncertainty in product performance forces engineers to employ probab...

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced present...

Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, an...

Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account o...