Stochastics

This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this...

This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as black swans, with ...

This volume contains the contributions of the participants of the 14th ISAAC congress, held at the University of São Paulo, Campus Ribeirão Preto, ...

This volume contains the contributions of the participants of the 14th ISAAC congress, held at the University of São Paulo, Campus Ribeirão Preto, ...

This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance. Spurred by the transformative influence of ma...

Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe every day. I...

This textbook presents some basic stochastic processes, mainly Markov processes. It begins with a brief introduction to the framework of stochastic...

This textbook covers the fundamentals of reliability theory and its application for engineering processes, especially for aircraft units and system...

The book covers all the basics of both the topics. The topics are sequenced in such a manner that there is a flow in understanding the advances. Th...

With this book, which is based on the third edition of a book first written in German about random walks, the author succeeds in a remarkably playf...

With this book, which is based on the third edition of a book first written in German about random walks, the author succeeds in a remarkably playf...

Over the course of his distinguished career, Robert Strichartz (1943-2021) had a substantial impact on the field of analysis with his deep, origina...

Stochastic modeling is a set of quantitative techniques for analyzing practical systems with random factors. This area is highly technical and main...

This proceedings book covers a wide range of topics related to uncertainty analysis and its application in various fields of engineering and scienc...

This text presents a comprehensive and unified treatment of nonlinear filtering theory, with a strong emphasis on its mathematical underpinnings. I...

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, whi...

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is ai...

This book presents a unified description of binding equilibrium for a wide variety of systems focusing on acid-base and coordination chemistry, ads...

This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with underg...

Now in its second edition, this book introduces an approach to active system control. This approach, when applied through design and development im...

This book introduces QPLEX, a powerful computational framework designed for modeling and analyzing nonstationary stochastic systems with large stat...

Probability and Stochastic Modeling not only covers all the topics found in a traditional introductory probability course, but also emphasizes stoc...

This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applicat...

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 ...