Electronic Books

Total Books: 101 - 120 /252

The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...

Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...

Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...

Kanban control systems bear a great potential to significantly improve operations. A company may reap the full benefits of ...

Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...

Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...

This book describes in detail the practice of the Bayesian statistical approach using many examples chosen for their educational ...

Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly ...

includes contributions originating from a conference held at Chapman University during November 14-19, 2017. It presents ...

This book covers two major classes of mixed effects models—linear mixed models and generalized linear mixed models—and ...

The aim of this book is to give a systematic introduction to and overview of the relatively simple and popular linearization ...

When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic ...

The book provides a detailed introduction to maintenance policies, updates the reader on the current status of the field ...

While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...

Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems ...

Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems ...

Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be ...

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...

This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...

Based on lecture notes of two summer schools with a mixed audience from mathematical sciences, epidemiology and public health, ...

Total Books: 101 - 120 /252