This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers stochastic analysis, option pricing theory, optimal portfo...Loe edasi...
This textbook provides a thorough exposition of measure and integration theory in a style that is very detailed and thus easy to follow and understand. While breaking down argumentation to simple steps and maintaining a consistent exposition, the bo...Loe edasi...
This book brings together the latest research on vibration fatigue and related topics from the first international event entirely dedicated to the field: a symposium held in Udine, Italy, on September 1718, 2025, celebrating the 40th anniversary of...Loe edasi...
This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of meanfield modeling. Optimal Contr...Loe edasi...
This proceedings volume presents a collection of fifteen peer-reviewed and expanded articles based on expert talks delivered at two workshops held in September 2023: the RIMS Symposium on Analysis, Geometry and Stochastics on Metric Spaces at the Re...Loe edasi...
This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robu...Loe edasi...
This book presents the proceedings of two minisymposiaDelay and Stochastic Differential Equations in Life Sciences and Engineering and Stochastic Modelling in Financeheld at the International Congress on Industrial and Applied Mathematics (ICIAM) 20...Loe edasi...
This book provides a comprehensive and systematic introduction to inverse problems for stochastic partial differential equations (SPDEs), with particular emphasis on stochastic parabolic and hyperbolic equations. It addresses both the unique challen...Loe edasi...
The aim of the present work is to give a unifying treatment of the four faces of the theory of generalized functions – linear, nonlinear, random and infinite dimensional distributions. The book deals with all o...Loe edasi...
This book is an extensive revision of the 2007 book Random Graph Dynamics. In contrast to the first edition, the new version considers a small number of types of graphs, primarily the configuration model and inhomogeneous random graphs, but investig...Loe edasi...
This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculusand on to applications in finance, statistics, and risk. With clarity and breadth, it develops...Loe edasi...
This book offers a clear and accessible pathway into information geometry for advanced undergraduate and graduate students. Readers will be guided from the fundamentals of topology and differentiable manifolds to the more advanced concepts of probab...Loe edasi...
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its...Loe edasi...
(Ilmumisaeg: 24-May-2026, Hardback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789819827350)
This volume offers a comprehensive collection of exercises, problems, and fully worked solutions covering the core topics of a first course in probability. Each chapter opens with a concise overview of essential probabilistic tools such as distribu...Loe edasi...
(Ilmumisaeg: 24-May-2026, Paperback / softback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789819827930)
This volume offers a comprehensive collection of exercises, problems, and fully worked solutions covering the core topics of a first course in probability. Each chapter opens with a concise overview of essential probabilistic tools such as distribu...Loe edasi...
This Second Edition presents an accessible approach to the uses of symmetry methods in solving both ordinary differential equations (ODEs) and partial differential equations (PDEs). Providing comprehensive coverage, the book fills a gap in the liter...Loe edasi...
This book provides a guide for improving test statistics that are based on phi-divergence for discrete models, which include various kinds of independence models of contingency tables as well as generalized linear models of binary data. The improvem...Loe edasi...
Ergodic theory provides a powerful lens for understanding dynamical systems, recasting disordered and seemingly random behavior in the language of probability theory. This book offers a concise, rigorous introduction to the subje...Loe edasi...
Stochastic Control in Energy, Environmental and Resource Management Applications presents a comprehensive exploration of stochastic control and offers practical insights and solutions to contemporary challenges in resource, environment, and en...Loe edasi...
Multidimensional Signal Processing volume of the “Handbook of Statistics” series isdedicated to presenting the latest developments and methodologies in multidimensional signalprocessing. The book aims to provide a comprehensive overview of th...Loe edasi...
Complex systems—characterized by self-organization, emergence, and profound non-linearity—govern everything from global financial markets to ecological stability. Navigating this complexity requires a unified mathematical framework that moves beyo...Loe edasi...
This book offers a comprehensive collection of 33 research contributions presented at the 13th International Conference on Soft Computing for Problem Solving (SocProS 2025): Artificial Intelligence for Viksit Bharat, held at the Indian Institute of...Loe edasi...
This volume presents the refereed proceedings of the 16th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Wate...Loe edasi...
Celebrating the 90th birthday of the esteemed mathematician Terry Rockafellar, this volume brings together both research and survey papers that delve into the intricacies of convex analysis and its applications across various fields.Topical...Loe edasi...
This book on asymptotic and methodological statistics celebrates the distinguished career of Marie Huková and her foundational work in modern mathematical statistics. It brings together original research contributions from renowned statisticians, fo...Loe edasi...
Sari: Springer Series in Operations Research and Financial Engineering
(Ilmumisaeg: 28-Apr-2026, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031985751)
This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling...Loe edasi...
This book introduces a new multifractal vectorial formalism based on Hewitt-Stromberg measures, with particular emphasis on its application to branching random walks on the Galton-Watson tree. This formalism relies on the use of vector-valued functi...Loe edasi...
This text introduces statistics to beginning students in a distinctly original and non-traditional way. It assumes minimal mathematical or statistical background, yet offers substantial depth that will also engage experienced practitioners. Motivate...Loe edasi...
This book presents a logical system that is able to capture all aspects of modern probability as it is practiced today. The system is then used to rigorously formulate the principle of indifference.Using...Loe edasi...
This book presents a selection of cutting-edge contributions from leading experts in the field, capturing the latest developments in stochastic analysis and its growing interface with neighboring disciplines. Stochastic analysis...Loe edasi...
This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers stochastic analysis, option pricing theory, optimal portfo...Loe edasi...
This textbook provides a thorough exposition of measure and integration theory in a style that is very detailed and thus easy to follow and understand. While breaking down argumentation to simple steps and maintaining a consistent exposition, the bo...Loe edasi...
This book brings together the latest research on vibration fatigue and related topics from the first international event entirely dedicated to the field: a symposium held in Udine, Italy, on September 1718, 2025, celebrating the 40th anniversary of...Loe edasi...
This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of meanfield modeling. Optimal Contr...Loe edasi...
This proceedings volume presents a collection of fifteen peer-reviewed and expanded articles based on expert talks delivered at two workshops held in September 2023: the RIMS Symposium on Analysis, Geometry and Stochastics on Metric Spaces at the Re...Loe edasi...
This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robu...Loe edasi...
This book presents the proceedings of two minisymposiaDelay and Stochastic Differential Equations in Life Sciences and Engineering and Stochastic Modelling in Financeheld at the International Congress on Industrial and Applied Mathematics (ICIAM) 20...Loe edasi...
This book provides a comprehensive and systematic introduction to inverse problems for stochastic partial differential equations (SPDEs), with particular emphasis on stochastic parabolic and hyperbolic equations. It addresses both the unique challen...Loe edasi...
The aim of the present work is to give a unifying treatment of the four faces of the theory of generalized functions – linear, nonlinear, random and infinite dimensional distributions. The book deals with all o...Loe edasi...
This book is an extensive revision of the 2007 book Random Graph Dynamics. In contrast to the first edition, the new version considers a small number of types of graphs, primarily the configuration model and inhomogeneous random graphs, but investig...Loe edasi...
This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculusand on to applications in finance, statistics, and risk. With clarity and breadth, it develops...Loe edasi...
This book offers a clear and accessible pathway into information geometry for advanced undergraduate and graduate students. Readers will be guided from the fundamentals of topology and differentiable manifolds to the more advanced concepts of probab...Loe edasi...
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its...Loe edasi...
(Ilmumisaeg: 24-May-2026, Hardback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789819827350)
This volume offers a comprehensive collection of exercises, problems, and fully worked solutions covering the core topics of a first course in probability. Each chapter opens with a concise overview of essential probabilistic tools such as distribu...Loe edasi...
(Ilmumisaeg: 24-May-2026, Paperback / softback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789819827930)
This volume offers a comprehensive collection of exercises, problems, and fully worked solutions covering the core topics of a first course in probability. Each chapter opens with a concise overview of essential probabilistic tools such as distribu...Loe edasi...
This Second Edition presents an accessible approach to the uses of symmetry methods in solving both ordinary differential equations (ODEs) and partial differential equations (PDEs). Providing comprehensive coverage, the book fills a gap in the liter...Loe edasi...
This book provides a guide for improving test statistics that are based on phi-divergence for discrete models, which include various kinds of independence models of contingency tables as well as generalized linear models of binary data. The improvem...Loe edasi...
Ergodic theory provides a powerful lens for understanding dynamical systems, recasting disordered and seemingly random behavior in the language of probability theory. This book offers a concise, rigorous introduction to the subje...Loe edasi...
Stochastic Control in Energy, Environmental and Resource Management Applications presents a comprehensive exploration of stochastic control and offers practical insights and solutions to contemporary challenges in resource, environment, and en...Loe edasi...
Multidimensional Signal Processing volume of the “Handbook of Statistics” series isdedicated to presenting the latest developments and methodologies in multidimensional signalprocessing. The book aims to provide a comprehensive overview of th...Loe edasi...
