Stochastic Processes

Based on lectures in Erevan, this exposition of ergodic theory contains a rich collection of examples well chosen to introduce the reader to the main themes of the subject. Topics discussed include existence of invariant measures, geodesic flows on...

Probability theory is a rapidly expanding field and is used in many areas of science and technology. Beginning from a basis of abstract analysis, this mathematics book develops the knowledge needed for advanced students to develop a complex understanding...

This book discusses various problems in stochastic Processes, Control Theory, Electromagnetics, Classical and Quantum Field Theory & Quantum Stochastics. The problems are chosen to motivate the interested reader to learn more about these subjects from...

Introduction to Probability and Statistics for Engineers and Scientists, Sixth Edition, uniquely emphasizes how probability informs statistical problems, thus helping readers develop an intuitive understanding of the statistical procedures commonly used...

Environmental Data Analysis with MATLAB, Third Edition, is a new edition that expands fundamentally on the original with an expanded tutorial approach, more clear organization, new crib sheets, and problem sets providing a clear learning path for...

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 capture as much as possible the spirit of elementary deterministic Calculus, at which students have been...

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical...

Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Ito's...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780984422197Author Vladimir Ilich PiterbargFormat PaperbackPage Count 182Imprint Atlantic Financial PressPublisher Atlantic Financial PressWeight(grams)...

The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three...

Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the...

Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic...

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is...

This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only basic literacy in probability and differential equations. Yet these algorithms have powerful applications in control and communications...

Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact...

Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780486490960Author A. KhinchinFormat PaperbackPage Count 128Imprint Dover Publications Inc.Publisher Dover Publications Inc.Weight(grams) 141gDimensions(mm)...

This book grew out of the notes for a one-semester basic graduate course in probability. As the title suggests, it is meant to be an introduction to probability and could serve as textbook for a year long text for a basic graduate course. It assumes some...

One of the central problems in operations research and management science is how to quantify the effects of uncertainty about the future. This, the second volume in a series of handbooks, is devoted to models where chance events play a major role. The...

Anyone involved in the philosophy of science is naturally drawn into the study of the foundations of probability. Different interpretations of probability, based on competing philosophical ideas, lead to different statistical techniques, and frequently...

The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as...

Recent breakthroughs in volatility modelling have brought fractional stochastic calculus to a groundbreaking position. Readers of Fractional S(P)DEs will find a unique and comprehensive overview encompassing the theory and the numerics of both ordinary...

This research monograph explores new frontiers in Markov chains. Although time-homogeneous Markov chains are well understood, this is not at all the case with time-inhomogeneous ones. The book, after a review on the classical theory of homogeneous...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781632380494Author Charlin ChesterFormat HardbackImprint NY Research PressPublisher NY Research PressWeight(grams) 762g

This book examines optimization problems that in practice involve random model parameters. It outlines the computation of robust optimal solutions, i.e., optimal solutions that are insensitive to random parameter variations, where appropriate...

The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques,...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781632380500Author Charlin ChesterFormat HardbackImprint NY Research PressPublisher NY Research PressWeight(grams) 757g

This open access proceedings volume brings selected, peer-reviewed contributions presented at the Third Stochastic Transport in Upper Ocean Dynamics (STUOD) 2022 Workshop, held virtually and in person at the Imperial College London, UK, September 26–29,...

This volume presents extensive research devoted to a broad spectrum of mathematics with emphasis on interdisciplinary aspects of Optimization and Probability. Chapters also emphasize applications to Data Science, a timely field with a high impact in our...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781904868996Author Robert A MinlosFormat PaperbackPage Count 78Imprint Cambridge Scientific PublishersPublisher Cambridge Scientific PublishersWeight(grams)...

This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck...

This text presents a collection of mathematical exercises with the aim of guiding readers to study topics in statistical physics, equilibrium thermodynamics, information theory, and their various connections. It explores essential tools from linear...

This textbook provides an accessible approach to concepts and applications of stochastic processes ideal for a wide range of readers. This revised third edition features an intuitive reorganization with concrete topics introduced early on which are then...

This textbook presents some basic stochastic processes, mainly Markov processes. It begins with a brief introduction to the framework of stochastic processes followed by the thorough discussion on Markov chains, which is the simplest and the most...

Our digital language system writes numbers by the convenient utilisation of the ten digits 0 to 9 in much the same way as the English language system writes sentences and books by the convenient utilisation of the 26 letters A to Z. Against all common...

This book is a collective work by many leading scientists, analysts, mathematicians, and engineers who have been working at the front end of reliability science and engineering. The book covers conventional and contemporary topics in reliability science,...

Discrete stochastic models are tools that allow us to understand, control, and optimize engineering systems and processes. This book provides real-life examples and illustrations of models in reliability engineering and statistical quality control and...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781604146073Author Richie HerinkFormat PaperbackPage Count 100Imprint Fideli Publishing Inc.Publisher Fideli Publishing Inc.Weight(grams) 254g

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9789811485527Author Wenhui MoFormat PaperbackPage Count 118Imprint Bentham Science PublishersPublisher Bentham Science PublishersWeight(grams) 178g

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781887187381Author J Richard HollosFormat PaperbackPage Count 200Imprint Abrazol PublishingPublisher Abrazol PublishingWeight(grams) 236gDimensions(mm)...