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totalt 12 träffar
Risk and Insurance
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 …
Foundations of Modern Probability
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 …
Mathematical Control Theory for Stochastic Partial Differential Equations
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 …
Ambit Stochastics
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, …
Stochastic Evolution Systems
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized …
Probabilistic Theory of Mean Field Games with Applications II
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 …
Probabilistic Theory of Mean Field Games with Applications I
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 …
Markov Renewal and Piecewise Deterministic Processes
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 …
Continuous-Time Markov Decision Processes
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, …
Stochastic Disorder Problems
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection …
Point Process Calculus in Time and Space
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 …
Pseudo-Regularly Varying Functions and Generalized Renewal Processes
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in …