![Elementare Stochastik]( "Elementare Stochastik")
Textbook
Büchter, A., Henn, H. (2020)
In diesem Lehrbuch wird ein anwendungsorientierter Zugang zur mathematischen Theorie der Daten und des Zufalls entwickelt, der von Phänomenen des Alltags ausgeht und bis in die …
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![Mathematical Models in Epidemiology]( "Mathematical Models in Epidemiology")
Textbook
Brauer, F., Castillo-Chavez, C., Feng, Z. (2019)
The book is a comprehensive, self-contained introduction to the mathematical modeling and analysis of disease transmission models. It includes (i) an introduction to the main …
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Hardcover
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![Open Quantum Systems]( "Open Quantum Systems")
Book
Bahns, D. (Ed), Pohl, A. (Ed), Witt, I. (Ed) (2019)
This book presents four survey articles on various aspects of open quantum systems, specifically addressing quantum Markovian processes, Feller semigroups and nonequilibrium …
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![Didaktik der Stochastik in der Primarstufe]( "Didaktik der Stochastik in der Primarstufe")
Textbook
Sill, H., Kurtzmann, G. (2019)
Der Band wendet sich vor allem an Mathematik-Lehrkräfte, aber auch an Lehramts-Studierende und Referendare sowie Fachdidaktiker für die Primarstufe. Er ist praxisnah und gut …
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![Frontiers in Stochastic Analysis – BSDEs, SPDEs and their Applications]( "Frontiers in Stochastic Analysis – BSDEs, SPDEs and their Applications")
Book
Cohen, S. (Ed), Gyöngy, I. (Ed), dos Reis, G. (Ed), Siska, D. (Ed), Szpruch, Ł. (Ed) (2019)
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 …
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Hardcover
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![Analysis and Approximation of Rare Events]( "Analysis and Approximation of Rare Events")
Book
Budhiraja, A., Dupuis, P. (2019)
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is …
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![Modeling, Stochastic Control, Optimization, and Applications]( "Modeling, Stochastic Control, Optimization, and Applications")
Book
Yin, G. (Ed), Zhang, Q. (Ed) (2019)
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for …
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![Tropical Intraseasonal Variability and the Stochastic Skeleton Method]( "Tropical Intraseasonal Variability and the Stochastic Skeleton Method")
Book
Majda, A. J., Stechmann, S. N., Chen, S., Ogrosky, H. R., Thual, S. (2019)
In this text, modern applied mathematics and physical insight are used to construct the simplest and first nonlinear dynamical model for the Madden-Julian oscillation (MJO), i.e. …
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![Statistik]( "Statistik")
Textbook
Messer, M., Schneider, G. (2019)
Dieses Lehrbuch ebnet Mathematik-Studierenden einen Weg in die Statistik, bei dem Theorie und Praxis statistischer Methoden gleichermaßen berücksichtigt werden: Anspruchsvolle …
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![Topics in Infinitely Divisible Distributions and Lévy Processes]( "Topics in Infinitely Divisible Distributions and Lévy Processes")
Book
Rocha-Arteaga, A., Sato, K. (2019)
This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and …
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![Stochastic Linear-Quadratic Optimal Control Theory]( "Stochastic Linear-Quadratic Optimal Control Theory")
Book
Sun, J., Yong, J. (2019)
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. The …
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![Diffusion in Random Fields]( "Diffusion in Random Fields")
Book
Suciu, N. (2019)
This book presents, in an accessible and self-consistent way, the theory of diffusion in random velocity fields, together with robust numerical simulation approaches. The focus is …
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![Stochastic Dynamics Out of Equilibrium]( "Stochastic Dynamics Out of Equilibrium")
Book
Giacomin, G. (Ed), Olla, S. (Ed), Saada, E. (Ed), Spohn, H. (Ed), Stoltz, G. (Ed) (2019)
Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing …
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![Actuarial Aspects of Long Term Care]( "Actuarial Aspects of Long Term Care")
Book
Dupourqué , E. (Ed), Planchet, F. (Ed), Sator, N. (Ed) (2019)
This book proposes a review of Long-Term Care insurance; this issue is addressed both from a global point of view (through a presentation of the risk of dependence associated with …
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![Introduction to Queueing Systems with Telecommunication Applications]( "Introduction to Queueing Systems with Telecommunication Applications")
Textbook
Lakatos, L., Szeidl, L., Telek, M. (2019)
The book is the extended and revised version of the 1st edition and is composed of two main parts: mathematical background and queueing systems with applications. The mathematical …
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Hardcover
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![Quantitative Stochastic Homogenization and Large-Scale Regularity]( "Quantitative Stochastic Homogenization and Large-Scale Regularity")
Book
Armstrong, S., Kuusi, T., Mourrat, J. (2019)
The focus of this book is the large-scale statistical behavior of solutions of divergence-form elliptic equations with random coefficients, which is closely related to the …
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Hardcover
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![Probability and Analysis in Interacting Physical Systems]( "Probability and Analysis in Interacting Physical Systems")
Book
Friz, P. (Ed), König, W. (Ed), Mukherjee, C. (Ed), Olla, S. (Ed) (2019)
This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop …
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![Applied Stochastic Control of Jump Diffusions]( "Applied Stochastic Control of Jump Diffusions")
Textbook
Øksendal, B., Sulem, A. (2019)
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump …
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Softcover
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![Modern SABR Analytics]( "Modern SABR Analytics")
Book
Antonov, A., Konikov, M., Spector, M. (2019)
Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It …
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![Convex and Stochastic Optimization]( "Convex and Stochastic Optimization")
Textbook
Bonnans, J. F. (2019)
This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems …
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