Stokastik

Fast technological development produces systems of ever-increasing complex­ ity. The book presents the main contributions to a workshop on Stochastic Models of Reliability, Qual­ …

This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for …

The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behaviour of branching …

Statistik ("Staatenkunde"), Wahrscheinlichkeitsrechnung und die Philosophie der Wahrscheinlichkeit sind auch als "siamesische Drillinge" bekannt. Das Buch analysiert den Werdegang …

This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips …

This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, …

Quantum Probability and Related Topics is a series of volumes whose goal is to provide a picture of the state of the art in this rapidly growing field where classical probability, …

As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic …

The concept of conditional specification is not new. Arnold Riverside, California USA Enrique Castillo Jose Maria Sarabia Santander, Cantabria Spain January, 1991 Contents 1 …

Sequential Stochastic Optimization provides mathematicians andapplied researchers with a well-developed framework in whichstochastic optimization problems can be formulated and …