Springer Probability Theory and Stochastic Processes titles
http://www.springer.com/mathematics/probability?SGWID=0-10049-0-0-0
These are Springer recent titles in Probability Theory and Stochastic ProcessesSat, 21 Sep 2019 08:53:43 GMT2019-09-21T08:53:43ZSpringer Probability Theory and Stochastic Processeshttp://images.springer.com/cda/content/designimage/cda_displaydesignimage.gif?SGWID=0-0-17-901483-0
http://www.springer.com/mathematics/probability?SGWID=0-10049-0-0-0
Probability-2(Shiryaev)
http://www.springer.com/gp/book/9780387722085
<b>series:</b>Graduate Texts in Mathematics<p>This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability. Building on the foundations established in the preceding Probability-1, this volume guides the reader on to the theory of random processes. The new edition includes expanded material on financial mathematics and financial engineering; new problems, exercises, ...Probability Theory and Stochastic ProcessesMon, 25 Mar 2019 00:02:41 GMThttp://www.springer.com/gp/book/97803877220852019-03-25T00:02:41ZProbability-2(Shiryaev)
http://www.springer.com/gp/book/9780387722078
<b>series:</b>Graduate Texts in Mathematics<p>This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability. Building on the foundations established in the preceding Probability-1, this volume guides the reader on to the theory of random processes. The new edition includes expanded material on financial mathematics and financial engineering; new problems, exercises, ...Probability Theory and Stochastic ProcessesMon, 25 Mar 2019 00:02:40 GMThttp://www.springer.com/gp/book/97803877220782019-03-25T00:02:40ZProbability-1(Shiryaev)
http://www.springer.com/gp/book/9780387722054
<b>series:</b>Graduate Texts in Mathematics<p>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 walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a ...Probability Theory and Stochastic ProcessesSat, 09 Jul 2016 23:21:54 GMThttp://www.springer.com/gp/book/97803877220542016-07-09T23:21:54ZCollected Papers of S.R.S. Varadhan(Varadhan)
http://www.springer.com/gp/book/9783642332319
Volume 1: Limit Theorems, Review Articles. - Volume 2: PDE, SDE, Diffusions, Random Media. - Volume 3: Large Deviations. - Volume 4: Particle Systems and Their Large Deviations<p>Volume I includes the introductory material, the papers on limit theorems and review articles. Volume II features Varadhan's papers on PDE, SDE, diffusions, and random media. Volume III covers the papers on large deviations. Volume IV collects the papers on particle systems.From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, ...Probability Theory and Stochastic ProcessesTue, 04 Jun 2013 23:06:51 GMThttp://www.springer.com/gp/book/97836423323192013-06-04T23:06:51ZHigh Dimensional Probability VI
http://www.springer.com/gp/book/9783034804899
The Banff Volume<br /><b>series:</b>Progress in Probability<p>This is a collection of papers by participants at the High Dimensional Probability VI Meeting held from October 9-14, 2011 at the Banff International Research Station in Banff, Alberta, Canada. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite dimensional spaces such as Hilbert spaces and Banach ...Probability Theory and Stochastic ProcessesMon, 29 Apr 2013 08:14:22 GMThttp://www.springer.com/gp/book/97830348048992013-04-29T08:14:22ZMalliavin Calculus and Stochastic Analysis
http://www.springer.com/gp/book/9781461459064
A Festschrift in Honor of David Nualart<br /><b>series:</b>Springer Proceedings in Mathematics & Statistics<p>The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of ...Probability Theory and Stochastic ProcessesFri, 22 Mar 2013 16:06:45 GMThttp://www.springer.com/gp/book/97814614590642013-03-22T16:06:45ZMalliavin Calculus and Stochastic Analysis
http://www.springer.com/gp/book/9781461459057
A Festschrift in Honor of David Nualart<br /><b>series:</b>Springer Proceedings in Mathematics & Statistics<p>The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of ...Probability Theory and Stochastic ProcessesTue, 19 Feb 2013 06:16:49 GMThttp://www.springer.com/gp/book/97814614590572013-02-19T06:16:49ZSelected Aspects of Fractional Brownian Motion(Nourdin)
http://www.springer.com/gp/book/9788847028234
<b>series:</b>Bocconi & Springer Series<p>Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales and Markov processes. FBm has become a ...Probability Theory and Stochastic ProcessesTue, 12 Feb 2013 10:27:34 GMThttp://www.springer.com/gp/book/97888470282342013-02-12T10:27:34ZIntroduction to Queueing Systems with Telecommunication Applications(Lakatos et al.)
http://www.springer.com/gp/book/9781461453178
Probability Theory and Stochastic ProcessesMon, 11 Feb 2013 09:21:01 GMThttp://www.springer.com/gp/book/97814614531782013-02-11T09:21:01ZInformal Introduction to Stochastic Processes with Maple(Vrbik et al.)
http://www.springer.com/gp/book/9781461440574
<b>series:</b>Universitext<p>The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the underlying mathematics and the conceptual understanding of random processes. In particular, non-trivial computations are delegated to a computer-algebra system, specifically Maple (although other ...Probability Theory and Stochastic ProcessesMon, 11 Feb 2013 09:04:13 GMThttp://www.springer.com/gp/book/97814614405742013-02-11T09:04:13ZProkhorov and Contemporary Probability Theory
http://www.springer.com/gp/book/9783642335495
In Honor of Yuri V. Prokhorov<br /><b>series:</b>Springer Proceedings in Mathematics & Statistics<p>The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and ...Probability Theory and Stochastic ProcessesMon, 11 Feb 2013 08:24:19 GMThttp://www.springer.com/gp/book/97836423354952013-02-11T08:24:19ZMatrix-Analytic Methods in Stochastic Models
http://www.springer.com/gp/book/9781461449096
<b>series:</b>Springer Proceedings in Mathematics & Statistics<p>Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., ...Probability Theory and Stochastic ProcessesMon, 11 Feb 2013 07:57:32 GMThttp://www.springer.com/gp/book/97814614490962013-02-11T07:57:32ZThe Methods of Distances in the Theory of Probability and Statistics(Rachev et al.)
http://www.springer.com/gp/book/9781461448693
Probability Theory and Stochastic ProcessesMon, 11 Feb 2013 07:52:30 GMThttp://www.springer.com/gp/book/97814614486932013-02-11T07:52:30ZContinuous-Time Markov Jump Linear Systems(Costa et al.)
http://www.springer.com/gp/book/9783642341007
<b>series:</b>Probability and Its Applications<p>It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of high-integrity systems or a safety-critical system. Such systems can be found in aircraft control, nuclear power stations, robotic manipulator systems, integrated communication networks and large-scale flexible structures for ...Probability Theory and Stochastic ProcessesMon, 11 Feb 2013 07:42:10 GMThttp://www.springer.com/gp/book/97836423410072013-02-11T07:42:10ZAdaptive Markov Control Processes(Hernandez-Lerma)
http://www.springer.com/gp/book/9781441987143
<b>series:</b>Applied Mathematical Sciences<p>This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs. Starting in the mid-1950swith Richard Bellman, many contributions to CMP's have been made, and applications to engineering, statistics and operations research, among other areas, have also been ...Probability Theory and Stochastic ProcessesSun, 10 Feb 2013 12:54:28 GMThttp://www.springer.com/gp/book/97814419871432013-02-10T12:54:28Z