Filter
Sannolikhetskalkyl & matematisk statistik
Filter
This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the …
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, …
This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new …
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 …
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both …
This new, thoroughly revised and expanded 3rd edition of a classic gives a comprehensive coverage of modern probability in a single book. It is a truly modern text, providing not …
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 …
This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. …
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and …
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and …