Springer Probability Theory and Stochastic Processes titles
http://www.springer.com/mathematics/probability?SGWID=0-10049-0-0-0
These are Springer recent titles in Probability Theory and Stochastic ProcessesWed, 28 Jan 2015 10:19:38 GMT2015-01-28T10:19:38ZSpringer Probability Theory and Stochastic Processeshttp://images.springer.com/cda/content/designimage/cda_displaydesignimage.gif?SGWID=0-0-17-901483-0
http://www.springer.com/mathematics/probability?SGWID=0-10049-0-0-0
Stability of Queueing Networks(Bramson)
http://www.springer.com/mathematics/probability/book/978-3-540-68896-9
École d'Été de Probabilités de Saint-Flour XXXVI-2006<br /><b>series:</b>École d'Été de Probabilités de Saint-Flour<p>Queueing networks constitute a large family of stochastic models, involving jobs that enter a network, compete for service, and eventually leave the network upon completion of service. Since the early 1990s, substantial attention has been devoted to the question of when such networks are stable. This volume presents a summary of such work. Emphasis is placed on the use of fluid models in ...Probability Theory and Stochastic ProcessesWed, 09 Jul 2014 23:42:48 GMThttp://www.springer.com/mathematics/probability/book/978-3-540-68896-92014-07-09T23:42:48ZStochastic Control in Discrete and Continuous Time(Seierstad)
http://www.springer.com/mathematics/probability/book/978-1-4419-4569-3
Probability Theory and Stochastic ProcessesFri, 18 Apr 2014 23:46:12 GMThttp://www.springer.com/mathematics/probability/book/978-1-4419-4569-32014-04-18T23:46:12ZCollected Papers of S.R.S. Varadhan(Varadhan)
http://www.springer.com/mathematics/probability/book/978-3-642-33231-9
Volume 1: Limit Theorems, Review Articles. - Volume 2: PDE, SDE, Diffusions, Random Media. - Volume 3: Large Deviations. - Volume 4: Particle Systems and Their Large Deviations<p>Volume I includes the introductory material, the papers on limit theorems and review articles. Volume II features Varadhan's papers on PDE, SDE, diffusions, and random media. Volume III covers the papers on large deviations. Volume IV collects the papers on particle systems.From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, ...Probability Theory and Stochastic ProcessesTue, 04 Jun 2013 23:06:51 GMThttp://www.springer.com/mathematics/probability/book/978-3-642-33231-92013-06-04T23:06:51ZTopics in stochastic processes(Zabczyk)
http://www.springer.com/birkhauser/mathematics/scuola+normale+superiore/book/978-88-7642-131-0
<b>series:</b>Publications of the Scuola Normale Superiore<p>The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic ...Probability Theory and Stochastic ProcessesSun, 26 May 2013 00:56:35 GMThttp://www.springer.com/birkhauser/mathematics/scuola+normale+superiore/book/978-88-7642-131-02013-05-26T00:56:35ZControlled Markov processes and viscosity solutions of nonlinear evolution(Fleming)
http://www.springer.com/birkhauser/mathematics/scuola+normale+superiore/book/978-88-7642-250-8
<b>series:</b>Publications of the Scuola Normale Superiore<p>These notes are based on a series of lectures delivered at the Scuola Normale Superiore in March 1986. They are intended to explore some connections between the theory of control of Markov stochastic processes and certain classes of nonlinear evolution equations. These connections arise by considering the dynamic programming equation associated with a stochastic control problem. Particular ...Probability Theory and Stochastic ProcessesSat, 18 May 2013 23:18:14 GMThttp://www.springer.com/birkhauser/mathematics/scuola+normale+superiore/book/978-88-7642-250-82013-05-18T23:18:14ZHigh Dimensional Probability VI
http://www.springer.com/birkhauser/applied+probability+and+statistics/book/978-3-0348-0489-9
The Banff Volume<br /><b>series:</b>Progress in Probability<p>This is a collection of papers by participants at the High Dimensional Probability VI Meeting held from October 9-14, 2011 at the Banff International Research Station in Banff, Alberta, Canada. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite dimensional spaces such as Hilbert spaces and Banach ...Probability Theory and Stochastic ProcessesMon, 29 Apr 2013 08:14:22 GMThttp://www.springer.com/birkhauser/applied+probability+and+statistics/book/978-3-0348-0489-92013-04-29T08:14:22ZAdvances in Superprocesses and Nonlinear PDEs
http://www.springer.com/mathematics/probability/book/978-1-4614-6239-2
<b>series:</b>Springer Proceedings in Mathematics & Statistics<p>Sergei Kuznetsov is one of the top experts on measure valued branching processes (also known as “superprocesses”) and their connection to nonlinear partial diﬀerential operators. His research interests range from stochastic processes and partial diﬀerential equations to mathematical statistics, time series analysis and statistical software; he has over 90 papers published in international ...Probability Theory and Stochastic ProcessesSun, 24 Mar 2013 00:21:26 GMThttp://www.springer.com/mathematics/probability/book/978-1-4614-6239-22013-03-24T00:21:26ZMalliavin Calculus and Stochastic Analysis
http://www.springer.com/mathematics/probability/book/978-1-4614-5906-4
A Festschrift in Honor of David Nualart<br /><b>series:</b>Springer Proceedings in Mathematics & Statistics<p>The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of ...Probability Theory and Stochastic ProcessesFri, 22 Mar 2013 16:06:45 GMThttp://www.springer.com/mathematics/probability/book/978-1-4614-5906-42013-03-22T16:06:45ZMathematical Risk Analysis(Rüschendorf)
http://www.springer.com/mathematics/probability/book/978-3-642-33590-7
Dependence, Risk Bounds, Optimal Allocations and Portfolios<br /><b>series:</b>Springer Series in Operations Research and Financial Engineering<p>The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate ...Probability Theory and Stochastic ProcessesWed, 20 Mar 2013 10:21:12 GMThttp://www.springer.com/mathematics/probability/book/978-3-642-33590-72013-03-20T10:21:12ZMathematical Statistics for Economics and Business(Mittelhammer)
http://www.springer.com/mathematics/probability/book/978-1-4614-5022-1
Probability Theory and Stochastic ProcessesTue, 19 Mar 2013 06:28:23 GMThttp://www.springer.com/mathematics/probability/book/978-1-4614-5022-12013-03-19T06:28:23ZMathematical Risk Analysis(Rüschendorf)
http://www.springer.com/mathematics/probability/book/978-3-642-33589-1
Dependence, Risk Bounds, Optimal Allocations and Portfolios<br /><b>series:</b>Springer Series in Operations Research and Financial Engineering<p>The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate ...Probability Theory and Stochastic ProcessesThu, 14 Mar 2013 06:55:07 GMThttp://www.springer.com/mathematics/probability/book/978-3-642-33589-12013-03-14T06:55:07ZMathematical Statistics for Economics and Business(Mittelhammer)
http://www.springer.com/mathematics/probability/book/978-1-4614-5021-4
Probability Theory and Stochastic ProcessesWed, 13 Mar 2013 08:07:18 GMThttp://www.springer.com/mathematics/probability/book/978-1-4614-5021-42013-03-13T08:07:18ZThe Sherrington-Kirkpatrick Model(Panchenko)
http://www.springer.com/mathematics/probability/book/978-1-4614-6288-0
<b>series:</b>Springer Monographs in Mathematics<p>The celebrated Parisi solution of the Sherrington-Kirkpatrick model for spin glasses is one of the most important achievements in the field of disordered systems. Over the last three decades, through the efforts of theoretical physicists and mathematicians, the essential aspects of the Parisi solution were clarified and proved mathematically. The core ideas of the theory that emerged are the ...Probability Theory and Stochastic ProcessesThu, 28 Feb 2013 06:26:59 GMThttp://www.springer.com/mathematics/probability/book/978-1-4614-6288-02013-02-28T06:26:59ZMalliavin Calculus and Stochastic Analysis
http://www.springer.com/mathematics/probability/book/978-1-4614-5905-7
A Festschrift in Honor of David Nualart<br /><b>series:</b>Springer Proceedings in Mathematics & Statistics<p>The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of ...Probability Theory and Stochastic ProcessesTue, 19 Feb 2013 06:16:49 GMThttp://www.springer.com/mathematics/probability/book/978-1-4614-5905-72013-02-19T06:16:49ZSelected Aspects of Fractional Brownian Motion(Nourdin)
http://www.springer.com/mathematics/probability/book/978-88-470-2823-4
<b>series:</b>Bocconi & Springer Series<p>Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales and Markov processes. FBm has become a ...Probability Theory and Stochastic ProcessesTue, 12 Feb 2013 10:27:34 GMThttp://www.springer.com/mathematics/probability/book/978-88-470-2823-42013-02-12T10:27:34Z