Probability 3

Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding i……続きを見る

This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulat……続きを見る

This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It ……続きを見る

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 r……続きを見る

This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, m……続きを見る

Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and no……続きを見る

An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel……続きを見る

Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice in……続きを見る

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduc……続きを見る

Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is th……続きを見る

The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader f……続きを見る

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 probabilit……続きを見る

**Recommended by Bill Gates A thought-provoking and wide-ranging exploration of machine learning and the race to build computer intelligences as flexible as our own** In the world's top research lab……続きを見る

Packed with practical tips and techniques for solving probability problems Increase your chances of acing that probability exam -- or winning at the casino! Whether you're hitting the books for a pr……続きを見る

The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statist……続きを見る

Practice your way to a higher statistics score The adage that "practice makes perfect" is never truer than with math problems. Statistics Workbook For Dummies with Online Practice provides succinct ……続きを見る

'The book provides a comprehensive review of the DRM approach to data fusion. It is well written and easy to follow, although the technical details are not trivial. The authors did an excellent job ……続きを見る

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic opti……続きを見る

The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest i……続きを見る

This new edition provides an up-to-date coverage of important theoretical models in the scheduling literature as well as significant scheduling problems that occur in the real world. It again includ……続きを見る

The book is composed of two main parts: mathematical background and queueing systems with applications. The mathematical background is a self containing introduction to the stochastic processes of t……続きを見る

Taken literally, the title "All of Statistics" is an exaggeration. But in spirit, the title is apt, as the book does cover a much broader range of topics than a typical introductory book on mathemat……続きを見る

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic me……続きを見る

From classical foundations to advanced modern theory, this self-contained and comprehensive guide to probability weaves together mathematical proofs, historical context and richly detailed illustrat……続きを見る

Mathematics is beautiful--and it can be fun and exciting as well as practical. Good Math is your guide to some of the most intriguing topics from two thousand years of mathematics: from Egyptian fra……続きを見る

Quantile-Based Reliability Analysis presents a novel approach to reliability theory using quantile functions in contrast to the traditional approach based on distribution functions. Quantile functio……続きを見る

This textbook provides a coherent introduction to the main concepts and methods of one-parameter statistical inference. Intended for students of Mathematics taking their first course in Statistics, ……続きを見る

Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equ……続きを見る

Now that people are aware that data can make the difference in an election or a business model, data science as an occupation is gaining ground. But how can you get started working in a wide-ranging……続きを見る

Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As cont……続きを見る