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 …
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Dafni, G. (Ed)
The volumes in the CRM Short Courses series have a primarily instructional aim, focusing on presenting topics of current interest to readers ranging from graduate students to …
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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 …
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Newman, C. M. (Ed), Liggett, T. M. (Ed), Pitt, L. (Ed), Dereich, S. (Ed), Khoshnevisan, D. (Ed), Kyprianou, A. E. (Ed), Resnick, S. I. (Ed)
Edited by Dereich, Steffen, Universität Münster, Germany Khoshnevisan, Davar, The University of Utah, Salt Lake City, USA Kyprianou, Andreas, University of Bath, UK Resnick, …
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Barndorff-Nielsen, O. E. (Ed), Bertoin, J. (Ed), Jacod, J. (Ed), Klüppelberg, C. (Ed)
Lévy Matters is a subseries of the Springer Lecture Notes in Mathematics, devoted to the dissemination of important developments in the area of Stochastics that are rooted in the …
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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 …
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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 …
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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 …
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Textbook
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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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 …
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eBook
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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The Monograph series features high-quality research monographs and lecture notes in pure and applied mathematics and are often generated from the activities of The Fields …
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Mingo, J. A., Speicher, R. (2017)
This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing …
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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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Book
Rio, E. (2017)
Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random …
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Kallenberg, O. (2017)
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to …
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ZAMBOTTI, L. (2017)
Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical …
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Book
Zimmermann, G. (2017)
Georg Zimmermann provides a mathematically rigorous treatment of basic survival analytic methods. His emphasis is also placed on various questions and problems, especially with …
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Book
Comets, F. (2017)
Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the …
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Book
Fayolle, G., Iasnogorodski, R., Malyshev, V. (2017)
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in …
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