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Decision Making under Deep Uncertainty

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Edited by Vincent A. W. J. Marchau, Warren E. Walker, Pieter J. T. M. Bloemen, Steven W. Popper ...

This open access book focuses on both the theory and practice associated with the tools and approaches for decisionmaking in the face of deep uncertainty. It explores approaches and tools supporting the design of strategic plans under deep uncertainty, and their testing in the real world, including barriers and enablers for their use in practice. The book broadens traditional approaches and tools ... Read more

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This open access book focuses on both the theory and practice associated with the tools and approaches for decisionmaking in the face of deep uncertainty. It explores approaches and tools supporting the design of strategic plans under deep uncertainty, and their testing in the real world, including barriers and enablers for their use in practice. The book broadens traditional approaches and tools
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Stochastic Models of Financial Mathematics

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This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox−Ingersoll−Ross, and Heath–Jarrow–Morton interest rate models are also explored ... Read more

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This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox−Ingersoll−Ross, and Heath–Jarrow–Morton interest rate models are also explored
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Series series Mathematics and Statistics (R0)
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This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis
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Series Book 9 - Institute of Mathematical Statistics Textbooks
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion. The book also includes a self ... Read more

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This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion. The book also includes a self
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Applied Stochastic Differential Equations

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Series Book 10 - Institute of Mathematical Statistics Textbooks
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Series series Physics and Astronomy (R0)
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This book provides a contemporary treatment of the problems related to anomalous diffusion and anomalous relaxation. It collects and promotes unprecedented applications dealing with diffusion problems and surface effects, adsorption-desorption phenomena, memory effects, reaction-diffusion equations, and relaxation in constrained structures of classical and quantum processes. The topics covered by
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Introduction to Hidden Semi-Markov Models

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Series Book 445 - London Mathematical Society Lecture Note Series
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The coin toss is to probability theory what the hydrogen atom is to quantum mechanics. It is the simplest random event that you can imagine. There are only two possible outcomes: heads or tails. This simplicity means that many questions about coin tossing can be asked and answered in great depth, serving as a gateway for exploring probability and statistics, and a foundation for understanding many
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Series series Mathematics and Statistics (R0)
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This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures means theory can be presented systematically and without regard to dimension. Tools are developed that allow a flexible definition of "extreme" in higher dimensions and permit different heavy tails to coexist on the same state space leading to "hidden
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Frontiers in Industrial and Applied Mathematics

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Series series Springer Nature Proceedings excluding Computer Science
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Series series Chapman & Hall/CRC Texts in Statistical Science
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Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field's widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on st
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Series series Princeton Series in Applied Mathematics
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This book is the first to comprehensively explore elasticity imaging and examines recent, important developments in asymptotic imaging, modeling, and analysis of deterministic and stochastic elastic wave propagation phenomena. It derives the best possible functional images for small inclusions and cracks within the context of stability and resolution, and introduces a topological derivative–based
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This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal
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Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju

by Zhen-qing Chen, Niels Jacob, Masayoshi Takeda, Toshihiro Uemura ...

Series Book 17 - Interdisciplinary Mathematical Sciences
This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field. ... Read more

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This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.
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Analysis of the Gravity Field

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Series series Mathematics and Statistics (R0)
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This textbook presents a comprehensive treatment of the theory and implementation of inverse methods in the analysis and interpretation of Earth’s gravity field. By restricting their consideration to a local rather than global level, the authors focus on the use of observations and data that are more sensitive to local mass anomalies. All necessary theoretical aspects are reformulated in terms of
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Gaussian Process Models for Quantitative Finance

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Series series Mathematics and Statistics (R0)
This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance. Spurred by the transformative influence of machine learning frameworks, the text aims to integrate GP modeling into the fabric of quantitative finance. The first half of the book provides an entry point for graduate students, established researchers and quant practitioners to get acquainted with ... Read more

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This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance. Spurred by the transformative influence of machine learning frameworks, the text aims to integrate GP modeling into the fabric of quantitative finance. The first half of the book provides an entry point for graduate students, established researchers and quant practitioners to get acquainted with
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Light-Tailed Distributions

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by A. A. Borovkov ...

Series Book 176 - Encyclopedia of Mathematics and its Applications
This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first ... Read more

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This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first
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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

by Nizar Touzi ...

Series Book 29 - Fields Institute Monographs
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a ... Read more

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This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a
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Continuous-Time Markov-Modulated Chains in Operations Research

by Alexander Andronov, Kristina Mahareva ...

Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming ... Read more

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Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming
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Recommended For You

Probability eBooks

Decision Making under Deep Uncertainty

Stochastic Models of Financial Mathematics

Measure Theory, Probability, and Stochastic Processes

Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes

Introduction to Malliavin Calculus

Applied Stochastic Differential Equations

An Introduction to Anomalous Diffusion and Relaxation

Introduction to Hidden Semi-Markov Models

Forecasting Stock Prices in 2026

Coin Tossing: The Hydrogen Atom of Probability

Introduction to Probability Models

The Art of Finding Hidden Risks

Frontiers in Industrial and Applied Mathematics

Multifractals

Discovering Evolution Equations with Applications

Stationary Stochastic Processes

Mathematical Methods in Elasticity Imaging

Probability on Real Lie Algebras

Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju

Analysis of the Gravity Field

Gaussian Process Models for Quantitative Finance

Asymptotic Analysis of Random Walks

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Continuous-Time Markov-Modulated Chains in Operations Research