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 …

Available Formats:
Softcover
eBook

Book
Carmona, R., Delarue, F. (2018)

This two-volume set offers an expansive overview of the probabilistic approach to game models and their applications. Considered the first comprehensive treatment of the theory …

Available Formats:
Hardcover

Book
Louis, P. (Ed), Nardi, F. R. (Ed) (2018)

This book explores Probabilistic Cellular Automata (PCA) from the perspectives of statistical mechanics, probability theory, computational biology and computer science. PCA are …

Available Formats:
Hardcover
eBook

Book
Kubilius, K., Mishura, Y., Ralchenko, K. (2017)

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been …

Available Formats:
Hardcover
eBook

Book
Kühn, F. (2017)

Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a …

Available Formats:
Softcover
eBook

Textbook
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 …

Available Formats:
Hardcover
eBook

Book
Borodin, A. N. (2017)

This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic …

Available Formats:
Hardcover
eBook

Book
Zacks, S. (2017)

This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal …

Available Formats:
Softcover
eBook

Book
Han, X., Kloeden, P. E. (2017)

This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader …

Available Formats:
Hardcover
eBook

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 …

Available Formats:
Softcover
eBook

Book
Molchanov, I. (2017)

This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since …

Available Formats:
Hardcover
eBook

Book
Baudoin, F. (Ed), Peterson, J. (Ed) (2017)

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue …

Available Formats:
Hardcover
eBook

Textbook
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 …

Available Formats:
Hardcover
eBook

Book
Chassagneux, J., Chotai, H., Muûls, M. (2017)

In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions …

Available Formats:
Softcover
eBook

Book
Carmona, R., Delarue, F. (2017)

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and …

Available Formats:
Hardcover
eBook

Book
Carmona, R., Delarue, F. (2017)

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and …

Available Formats:
Hardcover
eBook

Book
Silvestrov, D., Silvestrov, S. (2017)

The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space …

Available Formats:
Softcover
eBook

Book
Levajković, T., Mena, H. (2017)

This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is …

Available Formats:
Softcover
eBook

Book
Chatterjee, S. (2017)

This book addresses the emerging body of literature on the study of rare events in random graphs and networks. For example, what does a random graph look like if by chance it has …

Available Formats:
Softcover
eBook

Book
Pipiras, V., Taqqu, M. S. (2017)

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors present a way to …

Available Formats:
Softcover
eBook