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Recommended For You

An Introduction to Continuous-Time Stochastic Processes

Theory, Models, and Applications to Finance, Biology, and Medicine

by Vincenzo Capasso, David Bakstein ...

Series series Mathematics and Statistics (R0)
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous ... Read more

S$ 80.98 SGD

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous
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Lectures On Mathematical Finance And Related Topics

by Yuri Kifer ...

Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these 'related topics' with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) ... Read more

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Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these 'related topics' with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game)
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Nonequilibrium and Irreversibility

by Giovanni Gallavotti ...

Series series Physics and Astronomy (R0)
This 2nd edition of the book focuses on the properties of stationary states in chaotic systems of particles or fluids, setting aside the theory of how these states are achieved. The second edition has been thoroughly revised and includes numerous corrections. It incorporates recent findings, with particular emphasis on the equivalence between irreversible and reversible equations. The ongoing ... Read more

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This 2nd edition of the book focuses on the properties of stationary states in chaotic systems of particles or fluids, setting aside the theory of how these states are achieved. The second edition has been thoroughly revised and includes numerous corrections. It incorporates recent findings, with particular emphasis on the equivalence between irreversible and reversible equations. The ongoing
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Dirichlet Forms and Related Topics

In Honor of Masatoshi Fukushima’s Beiju, IWDFRT 2022, Osaka, Japan, August 22–26

Edited by Zhen-Qing Chen, Masayoshi Takeda, Toshihiro Uemura ...

Series series Springer Nature Proceedings excluding Computer Science
This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to.These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis ... Read more

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This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to.These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis
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Infinite Dimensional Analysis, Quantum Probability and Applications

QP41 Conference, Al Ain, UAE, March 28–April 1, 2021

Edited by Luigi Accardi, Farrukh Mukhamedov, Ahmed Al Rawashdeh ...

Series series Springer Nature Proceedings excluding Computer Science
This proceedings volume gathers selected, peer-reviewed papers presented at the 41st International Conference on Infinite Dimensional Analysis, Quantum Probability and Related Topics (QP41) that was virtually held at the United Arab Emirates University (UAEU) in Al Ain, Abu Dhabi, from March 28th to April 1st, 2021. The works cover recent developments in quantum probability and infinite ... Read more

S$ 205.89 SGD

This proceedings volume gathers selected, peer-reviewed papers presented at the 41st International Conference on Infinite Dimensional Analysis, Quantum Probability and Related Topics (QP41) that was virtually held at the United Arab Emirates University (UAEU) in Al Ain, Abu Dhabi, from March 28th to April 1st, 2021. The works cover recent developments in quantum probability and infinite
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Asymptotics, Nonparametrics, and Time Series

Edited by Subir Ghosh ...

"Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models." ... Read more

S$ 123.77 SGD

"Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models."
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Probability Models in Operations Research

by C. Richard Cassady ...

Series series Operations Research Series
Industrial engineering has expanded from its origins in manufacturing to transportation, health care, logistics, services, and more. A common denominator among all these industries, and one of the biggest challenges facing decision-makers, is the unpredictability of systems. Probability Models in Operations Research provides a comprehensive ... Read more

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Industrial engineering has expanded from its origins in manufacturing to transportation, health care, logistics, services, and more. A common denominator among all these industries, and one of the biggest challenges facing decision-makers, is the unpredictability of systems. Probability Models in Operations Research provides a comprehensive
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Analysis of Queues

Methods and Applications

by Natarajan Gautam ...

Series series Operations Research Series
Analysis of queues is used in a variety of domains including call centers, web servers, internet routers, manufacturing and production, telecommunications, transportation, hospitals and clinics, restaurants, and theme parks. Combining elements of classical queueing theory with some of the recent advances in studying stochastic networks, this book covers a broad range of applications. It contains ... Read more

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Analysis of queues is used in a variety of domains including call centers, web servers, internet routers, manufacturing and production, telecommunications, transportation, hospitals and clinics, restaurants, and theme parks. Combining elements of classical queueing theory with some of the recent advances in studying stochastic networks, this book covers a broad range of applications. It contains
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Probability Theory I

Random Variables and Distributions

by Andrea Pascucci ...

Series series Mathematics and Statistics (R0)
This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approach based on measure theory has been chosen: although it requires a higher degree of mathematical abstraction and sophistication, it is essential to provide the foundations for the study of more advanced topics such as stochastic processes, stochastic ... Read more

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This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approach based on measure theory has been chosen: although it requires a higher degree of mathematical abstraction and sophistication, it is essential to provide the foundations for the study of more advanced topics such as stochastic processes, stochastic
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Spectral Theory of Nonautonomous Dynamical Systems and Applications

by Thai Son Doan ...

Series series Mathematics and Statistics (R0)
The main challenge in the study of nonautonomous phenomena is to understand the very complicated dynamical behaviour both as a scientific and mathematical problem. The theory of nonautonomous dynamical systems has experienced a renewed and steadily growing interest in the last twenty years, stimulated also by synergetic effects of disciplines which have developed relatively independent for some ... Read more

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The main challenge in the study of nonautonomous phenomena is to understand the very complicated dynamical behaviour both as a scientific and mathematical problem. The theory of nonautonomous dynamical systems has experienced a renewed and steadily growing interest in the last twenty years, stimulated also by synergetic effects of disciplines which have developed relatively independent for some
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Semimartingales and their Statistical Inference

by B.L.S. Prakasa Rao ...

Series series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability.The class of semimartingales ... Read more

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Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability.The class of semimartingales
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Tensor Methods in Statistics

Second Edition

by Peter McCullagh ...

A pioneering monograph on tensor methods applied to distributional problems arising in statistics, this work constitutes a valuable reference for graduate students and professional statisticians. Prerequisites include some knowledge of linear algebra, eigenvalue decompositions, and linear models as well as likelihood functions and likelihood ratio statistics.Index notation is the favored mode of ... Read more

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A pioneering monograph on tensor methods applied to distributional problems arising in statistics, this work constitutes a valuable reference for graduate students and professional statisticians. Prerequisites include some knowledge of linear algebra, eigenvalue decompositions, and linear models as well as likelihood functions and likelihood ratio statistics.Index notation is the favored mode of
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Stochastic Processes, Statistical Methods, and Engineering Mathematics

SPAS 2019, Västerås, Sweden, September 30–October 2

Edited by Anatoliy Malyarenko, Ying Ni, Milica Rančić, Sergei Silvestrov ...

Series series Springer Nature Proceedings excluding Computer Science
The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topicsStochastic processes and modern statistical methods ... Read more

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The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topicsStochastic processes and modern statistical methods
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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

With Emphasis on the Creation-Annihilation Techniques

by Nicolas Bouleau, Laurent Denis ...

Series Book 76 - Probability Theory and Stochastic Modelling
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the ... Read more

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A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the
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Stochastic Processes

by Emanuel Parzen ...

Series series Dover Books on Mathematics
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of ... Read more

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Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of
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Computational Methods for Transition States and Pathways in Rare Events

by Shuting Gu ...

Based on the calculation of transition states and the identification of transition paths, this book aims to provide a comprehensive guide to understanding and simulating rare events.The author introduces both fundamental concepts of transition states and pathways and advanced computational techniques, focusing on Gentlest Ascent Dynamics (GAD) and its variants. In particular, she explores enhanced ... Read more

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Based on the calculation of transition states and the identification of transition paths, this book aims to provide a comprehensive guide to understanding and simulating rare events.The author introduces both fundamental concepts of transition states and pathways and advanced computational techniques, focusing on Gentlest Ascent Dynamics (GAD) and its variants. In particular, she explores enhanced
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Stochastic Optimization in Insurance

A Dynamic Programming Approach

by Pablo Azcue, Nora Muler ...

Series series SpringerBriefs in Quantitative Finance
The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the maximization of dividends in the classical collective risk model. The authors consider the possibility of controlling the risk process by reinsurance as well as by investments. They show that optimal ... Read more

S$ 73.56 SGD

The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the maximization of dividends in the classical collective risk model. The authors consider the possibility of controlling the risk process by reinsurance as well as by investments. They show that optimal
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Fundamentals of Matrix-Analytic Methods

by Qi-Ming He ...

Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions.New materials and techniques are presented for the first time in research and engineering design. ... Read more

S$ 73.56 SGD

Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions.New materials and techniques are presented for the first time in research and engineering design.
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Quantum Techniques In Stochastic Mechanics

by Jacob D Biamonte, John C Baez ...

We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a ... Read more

S$ 96.56 SGD

We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a
... Read more
Anomalous Stochastics

A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications

by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner ...

Series series Physics and Astronomy (R0)
This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "black swans," with a particular focus on (multi-)fractal approaches and continuous-time random walks. The authors present a systematic examination of the subject, tracing its inception and providing a multi-directional perspective. By drawing on real-world experiences ... Read more

S$ 102.99 SGD

This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "black swans," with a particular focus on (multi-)fractal approaches and continuous-time random walks. The authors present a systematic examination of the subject, tracing its inception and providing a multi-directional perspective. By drawing on real-world experiences
... Read more
First Look At Stochastic Processes, A

by Jeffrey S Rosenthal ...

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and ... Read more

S$ 39.23 SGD

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and
... Read more
Exercices de processus stochastiques

by Simone Malacrida ...

Dans ce livre, des exercices sont réalisés sur les sujets mathématiques suivants :Chaînes de Markov et processus stochastiques markoviensprocessus stochastiques dépendants et indépendants du tempsmarches aléatoires et mouvement brownienDes premières indications théoriques sont également présentées pour faire comprendre l'exécution des exercices. ... Read more

S$ 4.49 SGD

Dans ce livre, des exercices sont réalisés sur les sujets mathématiques suivants :Chaînes de Markov et processus stochastiques markoviensprocessus stochastiques dépendants et indépendants du tempsmarches aléatoires et mouvement brownienDes premières indications théoriques sont également présentées pour faire comprendre l'exécution des exercices.
... Read more
Stochastic Models for Prices Dynamics in Energy and Commodity Markets

An Infinite-Dimensional Perspective

by Fred Espen Benth, Paul Krühner ...

Series series Mathematics and Statistics (R0)
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets.In this book, the well-known Heath–Jarrow–Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing ... Read more

S$ 191.28 SGD

This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets.In this book, the well-known Heath–Jarrow–Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing
... Read more
Genealogies Of Interacting Particle Systems

by Matthias Birkner, Rongfeng Sun, Jan M Swart ...

Series Book 38 - Lecture Notes Series, Institute For Mathematical Sciences, National University Of Singapore
Interacting particle systems are Markov processes involving infinitely many interacting components. Since their introduction in the 1970s, researchers have found many applications in statistical physics and population biology. Genealogies, which follow the origin of the state of a site backwards in time, play an important role in their studies, especially for the biologically motivated systems.The ... Read more

S$ 126.32 SGD

Interacting particle systems are Markov processes involving infinitely many interacting components. Since their introduction in the 1970s, researchers have found many applications in statistical physics and population biology. Genealogies, which follow the origin of the state of a site backwards in time, play an important role in their studies, especially for the biologically motivated systems.The
... Read more

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Recommended For You

Probability eBooks

An Introduction to Continuous-Time Stochastic Processes

Lectures On Mathematical Finance And Related Topics

Nonequilibrium and Irreversibility

Dirichlet Forms and Related Topics

Infinite Dimensional Analysis, Quantum Probability and Applications

Asymptotics, Nonparametrics, and Time Series

Probability Models in Operations Research

Analysis of Queues

Probability Theory I

Spectral Theory of Nonautonomous Dynamical Systems and Applications

Semimartingales and their Statistical Inference

Tensor Methods in Statistics

Stochastic Processes, Statistical Methods, and Engineering Mathematics

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

Stochastic Processes

Computational Methods for Transition States and Pathways in Rare Events

Stochastic Optimization in Insurance

Fundamentals of Matrix-Analytic Methods

Quantum Techniques In Stochastic Mechanics

Anomalous Stochastics

First Look At Stochastic Processes, A

Exercices de processus stochastiques

Stochastic Models for Prices Dynamics in Energy and Commodity Markets

Genealogies Of Interacting Particle Systems