ＫＫ - Probability 1

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals i……続きを見る

Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, ……続きを見る

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineer……続きを見る

Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. Randomness arises in communication systems at many levels: for e……続きを見る

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, r……続きを見る

DIE SENSIBILITÄT FÜR DEN MISSBRAUCH STATISTISCHER METHODEN ERHÖHEN Unter dem Begriff „Bad Science“ verstehen die Autoren und Herausgeber dieses Bandes sowohl schlampiges Vorgehen beim wissenschaftli……続きを見る

This book provides a theoretical background of branching processes and discusses their biological applications. Branching processes are a well-developed and powerful set of tools in the field of app……続きを見る

This book provides an accessible yet rigorous first reference for readers interested in learning how to model and analyze cellular network performance using stochastic geometry. In addition to the c……続きを見る

This book addresses the interplay between stochastic processes and partial differential equations. More specifically, it focuses on the connection between the nonlinear p-Laplace equation and the st……続きを見る

This Open Access book reviews recent theoretical and numerical developments in nonlinear model order reduction in continuum mechanics, being addressed to Master and PhD students, as well as to resea……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

This authored monograph presents a mathematical description of the time evolution of neutral genomic regions in terms of the differential Lyapunov equation. The qualitative behavior of its solutions……続きを見る

This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new appli……続きを見る

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded i……続きを見る

This book elaborates on the asymptotic behaviour, when N is large, of certain N-dimensional integrals which typically occur in random matrices, or in 1+1 dimensional quantum integrable models solvab……続きを見る

This book will cover heuristic optimization techniques and applications in engineering problems. The book will be divided into three sections that will provide coverage of the techniques, which can ……続きを見る

With recent advances in computing power and the widespread availability of preference, perception and choice data, such as public opinion surveys and legislative voting, the empirical estimation of ……続きを見る