Simulation and Inference for Stochastic Differential Equations : With R Examples
The book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
اقرأ المزيدSimulation-based Algorithms for Markov Decision Processes
Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, ...
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Singular Stochastic Differential Equations
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated ...
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Special Functions for Applied Scientists
Special Functions for Applied Scientists provides the required mathematical tools for researchers active in the physical ...
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Statistical Modeling and Analysis for Complex Data Problems
STATISTICAL MODELING AND ANALYSIS FOR COMPLEX DATA PROBLEMS treats some of today’s more complex problems and it reflects ...
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Statistical Physics for Cosmic Structures
The physics of scale-invariant and complex systems is a novel interdisciplinary field. Its ideas allow us to look at natural ...
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Statistics of Financial Markets : An Introduction
Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
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Stochastic Analysis and Applications
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
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Stochastic Calculus for Fractional Brownian Motion and Related Processes
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
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Stochastic Calculus of Variations in Mathematical Finance
This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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Stochastic Control in Insurance
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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Stochastic Control of Hereditary Systems and Applications
This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
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Stochastic Discrete Event Systems : Modeling, Evaluation, Applications
The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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Stochastic Finance
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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Stochastic Global Optimization
This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
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Stochastic Hybrid Systems : Theory and Safety Critical Applications
This volume presents a number of fundamental theoretical advances in the area of stochastic hybrid systems, motivated primarily ...
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Stochastic Learning and Optimization
(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
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Stochastic Modeling of Manufacturing Systems
This volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
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Stochastic Numerics for the Boltzmann Equation
Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
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