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 ...
Lee masSimulation-based Algorithms for Markov Decision Processes
Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, ...
Lee mas
Singular Stochastic Differential Equations
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated ...
Lee mas
Special Functions for Applied Scientists
Special Functions for Applied Scientists provides the required mathematical tools for researchers active in the physical ...
Lee mas
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 ...
Lee mas
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 ...
Lee mas
Statistics of Financial Markets : An Introduction
Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
Lee mas
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 ...
Lee mas
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. ...
Lee mas
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 ...
Lee mas
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 ...
Lee mas
Stochastic Control in Insurance
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
Lee mas
Stochastic Control of Hereditary Systems and Applications
This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Lee mas
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 ...
Lee mas
Stochastic Finance
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Lee mas
Stochastic Global Optimization
This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
Lee mas
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 ...
Lee mas
Stochastic Learning and Optimization
(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
Lee mas
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 ...
Lee mas
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 ...
Lee mas
