Textbook
Ferrante, M., Bardina, X. (2018)

This textbook will present, in a rigorous way, the basic theory of the discrete-time and the continuous-time Markov chains, along with many examples and solved problems. For both …

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Olive, D. (2017)

This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers. Instead of using exact …

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Textbook
Baldi, P. (2017)

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two …

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Heydenreich, M., van der Hofstad, R. (2017)

This text presents an engaging exposition of the active field of high-dimensional percolation that will likely provide an impetus for future work. With over 90 exercises designed …

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Zhang, J. (2017)

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial …

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Textbook
Lototsky, S. V., Rozovsky, B. L. (2017)

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background …

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Textbook
Bladt, M., Nielsen, B. F. (2017)

This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is …

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Hardcover

Textbook
Brémaud, P. (2017)

The emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, the coupling method, the …

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Lanchier, N. (2017)

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly …

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Textbook
Bhattacharya, R., Waymire, E. C. (2016)

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second …

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Textbook
Khoshnevisan, D., Schilling, R., Utzet, F. (Ed), Quer-Sardanyons, L. (Ed) (2016)

This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis. …

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Textbook
Shiryaev, A. N. (2016)

This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random …

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Schay, G. (2016)

Now in its second edition, this textbook serves as an introduction to probability and statistics for non-mathematics majors who do not need the exhaustive detail and mathematical …

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Cekanavicius, V. (2016)

This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion …

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Textbook
Le Gall, J. (2016)

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main …

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Textbook
Bally, V., Caramellino, L., Cont, R., Utzet, F. (Ed), Vives, J. (Ed) (2016)

This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The notes of the course by …

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Textbook
Biagini, F., Campanino, M. (2016)

This book provides an introduction to elementary probability and to Bayesian statistics using de Finetti's subjectivist approach. One of the features of this approach is that it …

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Harney, H. L. (2016)

Filling a longstanding need in the physical sciences, Bayesian Inference offers the first basic introduction for advanced undergraduates and graduates in the physical sciences. …

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Sullivan, T. (2015)

This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by …

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Textbook
Cohen, S., Elliott, R. J. (2015)

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of …

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Softcover