Stochastic Processes

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

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) 254gDimensions(mm)...

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)...

Stochastic Processes with R: An Introduction cuts through the heavy theory that is present in most courses on random processes and serves as practical guide to simulated trajectories and real-life applications for stochastic processes. The light yet...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9786199068434Author Dobriyan BenovFormat PaperbackPage Count 250Imprint Acmo Academic PressPublisher Acmo Academic PressWeight(grams) 608gDimensions(mm)...

Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal...

This book investigates statistical observables for anomalous and nonergodic dynamics, focusing on the dynamical behaviors of particles modelled by non-Brownian stochastic processes in the complex real-world environment.Statistical observables are widely...

This is a thoroughly revised and expanded third edition of a successful university textbook that provides a broad introduction to key areas of stochastic modelling. The previous edition was developed from lecture notes for two one-semester courses for...

This is a thoroughly revised and expanded third edition of a successful university textbook that provides a broad introduction to key areas of stochastic modelling. The previous edition was developed from lecture notes for two one-semester courses for...

This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the...

An Introduction to Measure-Theoretic Probability, Second Edition, employs a classical approach to teaching the basics of measure theoretic probability. This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student...

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this...

Probability and Random Processes, Second Edition presents pertinent applications to signal processing and communications, two areas of key interest to students and professionals in today's booming communications industry. The book includes unique...

This accessible reference includes selected contributions from Bayesian Thinking - Modeling and Computation, Volume 25 in the Handbook of Statistics Series, with a focus on key methodologies and applications for Bayesian models and computation. It...

An Introduction to Probability and Statistical Inference, Second Edition, guides you through probability models and statistical methods and helps you to think critically about various concepts. Written by award-winning author George Roussas, this book...

This monograph presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory. The analysed stochastic network models are aggregated systems of elements in random environments. To construct and to...

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...

The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory but recently it turned out that main limit theorems of probability theory, such as central, local and Poisson...

This volume provides more evidence against the Random Walk Hypothesis and offers insights into market inefficiency through systematically trading exchange-traded funds (ETFs). The book is organized to answer the following three questions: Do ETF prices...

This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensive mathematical, experimental, and computational studies due to their widening spectrum of applications...

This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the...

Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments. In 1940, some works of Kolmogorov on turbulence led him to introduce this quite natural extension of Brownian Motion, which, in...

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this...

This volume contains the current research in quantum probability, infinite dimensional analysis and related topics. Contributions by experts in these fields highlight the latest developments and interdisciplinary connections with classical probability,...