Probability 48

The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applic……続きを見る

The focus of this book is the large-scale statistical behavior of solutions of divergence-form elliptic equations with random coefficients, which is closely related to the long-time asymptotics of r……続きを見る

This book focuses on the development of approximation-related algorithms and their relevant applications. Individual contributions are written by leading experts and reflect emerging directions and ……続きを見る

This book is intended to be a useful contribution for the modern teaching of applied mathematics, educating Industrial Mathematicians that will meet the growing demand for such experts. It covers ma……続きを見る

This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modifie……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

The present book deals with a streamlined presentation of Lévy processes and their densities. It is directed at advanced undergraduates who have already completed a basic probability course. Poisson……続きを見る

The purpose of this volume is to explore new bridges between different research areas involved in the theory and applications of the fractional calculus. In particular, it collects scientific and or……続きを見る

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 e……続きを見る

The present monograph develops a versatile and profound mathematical perspective of the Wright--Fisher model of population genetics. This well-known and intensively studied model carries a rich and ……続きを見る

This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. ……続きを見る

This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability includ……続きを見る

In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more ……続きを見る

This first text on the subject provides a comprehensive introduction to the representation theory of finite monoids. Carefully worked examples and exercises provide the bells and whistles for gradua……続きを見る

Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical one-dimensional diffusions as ……続きを見る

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as……続きを見る

Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlin……続きを見る

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a g……続きを見る

This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to ap……続きを見る

This book sets out an account of the tools which Frobenius used to discover representation theory for nonabelian groups and describes its modern applications. It provides a new viewpoint from which ……続きを見る

This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Ma……続きを見る

This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of th……続きを見る

This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Partic……続きを見る

These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis. Brownian motion is a well-suited ……続きを見る

This book is designed as a concise introduction to the recent achievements on spectral analysis of graphs or networks from the point of view of quantum (or non-commutative) probability theory. The m……続きを見る

This book presents a systematic approach to analyze nature-inspired algorithms. Beginning with an introduction to optimization methods and algorithms, this book moves on to provide a unified framewo……続きを見る

Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random ……続きを見る

Now in its third edition, this companion volume to Ronald Christensen’s Plane Answers to Complex Questions uses three fundamental concepts from standard linear model theoryーbest linear prediction, ……続きを見る

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingale……続きを見る

This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author’s a……続きを見る