This book provides an introduction to basic notions and relevant techniques used to obtain quantitative results in statistical mechanics of …
An introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the …
Ross's classic bestseller, Introduction to Probability Models, has been used extensively by professionals and as the primary text for a …
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, …
Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure …
A treatment of the convergence of probability measures from the foundations to applications in limit theory for dependent random variables. …
This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation …
The textbook contains the records of a two - semester course on queueing theory, including an introduction to matrix - …
Here is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features …
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are …
This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its …
The contributions to this volume review the mathematical description of complex phenomena from both a deterministic and stochastic point of …
This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as …
The classical theory of stochastic processes has important applications arising from the need to describe irreversible evolutions in classical mechanics; …
At the intersection between statistical physics and rigorous econometric analysis, this powerful new framework sheds light on how innovation and …
This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book …
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This …
Until now, novices had to painstakingly dig through the literature to discover how to use Monte Carlo techniques for solving …
This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial …
In spite of the impressive predictive power and strong mathematical structure of quantum mechanics, the theory has always suffered from …
The principal intent of this monograph is to present in a systematic and self-con tained fashion the basic tenets, ideas …
This book is a complete treatise on the theory of nonlinear dynamics of chaotic and stochastic systems. It contains both …
This text is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability …
Stochastic Methods & their Applications to Communications presents a valuable approach to the modelling, synthesis and numerical simulation of random …
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as …
This is an introductory textbook on probability theory and its applications. Basic concepts such as probability measure, random variable, distribution, …
This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in …
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The …
Recent years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the …
The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches …
The theory of stochastic processes provides a huge arsenal of methods suitable for analyzing the influence of noise on a …
The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition …
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
