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Lily and the Octopus by Steven Rowley Read the opening extract of the brand new Steven Rowley book before its publication on 05/10/2017

Stochastics books

See below for a selection of the latest books from Stochastics category. Presented with a red border are the Stochastics books that have been lovingly read and reviewed by the experts at Lovereading.

With expert reading recommendations made by people with a passion for books and some unique features Lovereading will help you find great Stochastics books and those from many more genres to read that will keep you inspired and entertained. And it's all free!


Recently Published

Local Perturbations of the Steady States in the Population Dynamics by Elena Yarovaya, Michael C. Cranston, Stanislav Molchanov Local Perturbations of the Steady States in the Population Dynamics
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Local Perturbations of the Steady States in the Population Dynamics studies the connection between spectral theory of discrete operators on the integer lattice and particle dynamics of branching Markov chains associated to this operator. In a novel direction, a connection...
Format: Hardback - Released: 01/09/2017

Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus by Jorg-Uwe Lobus Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus

The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A?A(W) is a function of W. Elements of the related...
Format: Paperback - Released: 30/08/2017

Markov Chains From Theory to Implementation and Experimentation by Paul A. Gagniuc Markov Chains From Theory to Implementation and Experimentation

A fascinating and instructive guide to Markov chains for experienced users and newcomers alike This unique guide to Markov chains approaches the subject along the four convergent lines of mathematics, implementation, simulation, and experimentation.
Format: Hardback - Released: 21/07/2017

Tensor Valuations and Their Applications in Stochastic Geometry and Imaging by Eva B. Vedel Jensen Tensor Valuations and Their Applications in Stochastic Geometry and Imaging

The purpose of this volume is to give an up-to-date introduction to tensor valuations and their applications. Starting with classical results concerning scalar-valued valuations on the families of convex bodies and convex polytopes, it proceeds to the modern theory of...
Format: Paperback - Released: 12/06/2017

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications by Matthias Scherer, Jan-Frederik Mai Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
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The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models,...
Format: Hardback - Released: 09/06/2017

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications by Matthias Scherer, Jan-Frederik Mai Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
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The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models,...
Format: Paperback - Released: 09/06/2017

Inequalities and Extremal Problems in Probability and Statistics Selected Topics by Rustam Ibragimov, Victor De la Pena, Iosif Pinelis, Adam Osekowski Inequalities and Extremal Problems in Probability and Statistics Selected Topics
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Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and...
Format: Paperback - Released: 08/05/2017

Change-Point Analysis in Nonstationary Stochastic Models by Boris Brodsky Change-Point Analysis in Nonstationary Stochastic Models

This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant...
Format: Hardback - Released: 27/03/2017

Coming Soon

Applied Stochastic Modelling, Second Edition by Byron J. T. Morgan Applied Stochastic Modelling, Second Edition

Highlighting modern computational methods, Applied Stochastic Modelling, Second Edition provides students with the practical experience of scientific computing in applied statistics through a range of interesting real-world applications. It also successfully revises standard probability and statistical theory. Along with an...
Format: Hardback - Released: 30/09/2017

Other books in this genre

Let Us Use White Noise by Takeyuki Hida Let Us Use White Noise


Format: Hardback - Released: 13/03/2017

Survey Sampling Theory and Applications by Raghunath (Department of Statistics, University of Botswana, Botswana, and University of Kwa-Zulu Natal, South Africa) Arnab Survey Sampling Theory and Applications
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Survey Sampling Theory and Applications offers a comprehensive overview of survey sampling, including the basics of sampling theory and practice, as well as research-based topics and examples of emerging trends. The text is useful for basic and advanced survey sampling...
Format: Paperback - Released: 09/03/2017

From Levy-Type Processes to Parabolic Spdes by Davar Khoshnevisan, Rene Schilling From Levy-Type Processes to Parabolic Spdes
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This volume presents the lecture notes from two courses given by Davar Khoshnevisan and Rene Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis. Rene Schilling's notes are an expanded version of his course on Levy and Levy-type...
Format: Paperback - Released: 05/01/2017

Introduction to Stochastic Processes with R by Robert P. Dobrow Introduction to Stochastic Processes with R

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural...
Format: Hardback - Released: 00/12/2016

Simulation of Stochastic Processes with Given Accuracy and Reliability by Yuriy V. Kozachenko, Oleksandr Pogorilyak, Iryna M. Rozora, Antonina M. Tegza Simulation of Stochastic Processes with Given Accuracy and Reliability
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Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level...
Format: Hardback - Released: 24/11/2016

Stochastic Processes and Long Range Dependence by Gennady Samorodnitsky Stochastic Processes and Long Range Dependence

This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for...
Format: Hardback - Released: 11/11/2016

Stochastic Analysis Ito and Malliavin Calculus in Tandem by Hiroyuki (Aoyama Gakuin University, Japan) Matsumoto, Setsuo (Kyushu University, Japan) Taniguchi Stochastic Analysis Ito and Malliavin Calculus in Tandem
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Developing the Ito calculus and Malliavin calculus in tandem, this book crystallizes modern day stochastic analysis into a single volume.
Format: Hardback - Released: 07/11/2016

Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications by Rene Carmona Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games.
Format: Paperback - Released: 27/10/2016

Ruin Probabilities Smoothness, Bounds, Supermartingale Approach by Yuliya (Head, Department of Probability, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, T Mishura Ruin Probabilities Smoothness, Bounds, Supermartingale Approach
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Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity...
Format: Hardback - Released: 10/10/2016

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