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Stochastic Differential Equations

Stochastic calculus and stochastic differential equations play an assertive role in many applications including physics, biology, financial;

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Stochastic World

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all;

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New Trends In Stochastic Analysis And Related Topics

review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds;

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Stochastic Benchmarking

This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA;

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Stochastic Benchmarking

This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA;

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Introduction To Stochastic Search And Optimization

A unique interdisciplinary foundation for real-world problem solving Stochastic search and optimization techniques are used in a vast;

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Applied Stochastic Control of Jump Diffusions

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump;

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Advanced Mathematical Tools for Automatic Control Engineers: Volume 2

Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on;

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Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions

modelled by non-Brownian stochastic processes in the complex real-world environment. Statistical observables are widely used for anomalous and;

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Vector Integration and Stochastic Integration in Banach Spaces

and integration theory, functional analysis, probability theory, and stochastic processes. World-famous expert on vector and stochastic;

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Stochastic Models, Information Theory, and Lie Groups, Volume 2: Analytic Methods and Modern Applications

real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential;

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Nonlinear Stochastic Control and Filtering with Engineering-Oriented Complexities

Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for;

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Nonlinear Stochastic Control and Filtering With Engineering-Oriented Complexities

Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for;

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Stochastic Reachability Analysis of Hybrid Systems

Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics;

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Stochastic Analysis and Applications

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and;

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Stochastic Analysis and Applications

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and;

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Stochastic Control of Partially Observable Systems

in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world;

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Stochastic Hydrology and Its Use in Water Resources Systems Simulation and Optimization

Stochastic hydrology is an essential base of water resources systems analysis, due to the inherent randomness of the input, and;

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Stochastic Resonance

Stochastic resonance has been observed in many forms of systems, and has been hotly debated by scientists for over 30 years. Applications;

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Stochastic Resonance

Stochastic resonance has been observed in many forms of systems, and has been hotly debated by scientists for over 30 years. Applications;

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Stochastic Economic Dynamics

This book analyses stochastic dynamic systems across a broad spectrum in economics and finance. The major unifying theme is the coherent;

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An Introduction to Continuous-Time Stochastic Processes

examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No;

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Stochastic Partial Differential Equations

been a surge of interest in stochastic partial differential equations (PDEs) driven by the Levy type of noise. Stochastic Partial Differential;

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Stochastic Biomathematical Models

Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems;

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Theory and Statistical Applications of Stochastic Processes

This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It;

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Stochastic Model Checking

The use of stochastic models in computer science is wide spread, for instance in performance modeling, analysis of randomized algorithms;

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Stochastic Methods in Economics and Finance

: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Ito's Lemma as a tool of stochastic;

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