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Showing 1,286 results.

Within English

Probability Theory and Related Fields Journal

Probability Theory and Related Fields

Ledoux, M. (Ed), Martinelli, F. (Ed)

History Probability Theory and Related Fields was founded in 1962 under the title 'Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete'. The first Managing Editor was …

Probability, Uncertainty and Quantitative Risk Journal

Probability, Uncertainty and Quantitative Risk

Peng, S. (Ed)

Probability, Uncertainty and Quantitative Risk is a high-quality, peer-reviewed, open-access journal reporting significant developments in modern probability theory, its relation …

Stochastics and  Partial Differential Equations: Analysis and Computations Journal

Stochastics and Partial Differential Equations: Analysis and Computations

Rozovsky, B. (Ed), Debussche, A. (Ed)

 Stochastics and Partial Differential Equations: Analysis and Computations publishes the highest quality articles presenting significantly new and important developments in the …

Statistical Inference for Stochastic Processes Journal

Statistical Inference for Stochastic Processes

Kutoyants, Y. A. (Ed), Bosq, D. (Ed), Hallin, M. (Ed)

Statistical Inference for Stochastic Processes is devoted to the following topics: Parametric, semiparametric and nonparametric inference in discrete and continuous time …

Probabilistic Theory of Mean Field Games with Applications I-II Book

Probabilistic Theory of Mean Field Games with Applications I-II

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

Probability and Its Applications Series

Probability and Its Applications

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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Emergence, Complexity and Computation Series

Emergence, Complexity and Computation

Zelinka, I. (Ed), Adamatzky, A. (Ed), Chen, G. (Ed)

The Emergence, Complexity and Computation (ECC) series publishes new developments, advancements and selected topics in the fields of complexity, computation and emergence. The …
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Probabilistic Cellular Automata Book

Probabilistic Cellular Automata

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

Probability Theory and Stochastic Modelling Series

Probability Theory and Stochastic Modelling

Asmussen, S. (Ed), Hairer, M. (Ed), Jagers, P. (Ed), Karatzas, I. (Ed), Kelly, F. P. (Ed), Øksendal, B. (Ed), Papanicolaou, G. (Ed), Pardoux, E. (Ed), Perkins, E. (Ed), Soner, H. M. (Ed)

The Probability Theory and Stochastic Modelling series is a merger and continuation of Springer’s two well established series Stochastic Modelling and Applied Probability and …
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An excursion into Markov chains Textbook

An excursion into Markov chains

Ferrante, M., Bardina, X. (2017)

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

Stochastic Processes Book

Stochastic Processes

Borodin, A. (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

Equations Involving Malliavin Calculus Operators Book

Equations Involving Malliavin Calculus Operators

Levajkovic, 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

Stochastic Calculus Textbook

Stochastic Calculus

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

Random Ordinary Differential Equations and their Numerical Solution Book

Random Ordinary Differential Equations and their Numerical Solution

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

Theory of Random Sets Book

Theory of Random Sets

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

Algorithms and Programs of Dynamic Mixture Estimation Book

Algorithms and Programs of Dynamic Mixture Estimation

Nagy, I., Suzdaleva, E. (2017)

This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for …

Available Formats: Softcover eBook

Large Deviations for Random Graphs Book

Large Deviations for Random Graphs

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

SpringerBriefs in Probability and Mathematical Statistics Series

SpringerBriefs in Probability and Mathematical Statistics

Gantert, N. (Ed), Nickl, R. (Ed), Péché, S. (Ed), Reinert, G. (Ed), Rosenbaum, M. (Ed), Wu, W. B. (Ed)

SpringerBriefs present concise summaries of cutting-edge research and practical applications across a wide spectrum of fields. Featuring compact volumes of 50 to 125 pages, the …
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Stable Non-Gaussian Self-Similar Processes with Stationary Increments Book

Stable Non-Gaussian Self-Similar Processes with Stationary Increments

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

This work provides a self-contained presentation on the structure of a large class of these stable processes, known as self-similar mixed moving averages. It is aimed at graduate …

Available Formats: Softcover eBook

A Forward-Backward SDEs Approach to Pricing in Carbon Markets Book

A Forward-Backward SDEs Approach to Pricing in Carbon Markets

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

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