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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

Stochastic Processes Theory for Applications by Robert G. (Massachusetts Institute of Technology) Gallager Stochastic Processes Theory for Applications

The definitive textbook on stochastic processes, written by one of the world's leading information theorists, covering both theory and applications.
Format: Hardback - Released: 00/01/2018

Stochastic Volatilty with Jumps Models, Algorithms and Implementation by Aleksandar (University of Warwick, UK) Mijatovic, Martijn (Imperial College, London, UK) Pistorius Stochastic Volatilty with Jumps Models, Algorithms and Implementation
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This book presents a thorough treatment of tractable pricing algorithms and models for derivative markets. It discusses the fundamentals of pricing theory, ideal for students and practitioners beginning their careers. The book also covers cutting-edge modeling and risk management issues...
Format: Hardback - Released: 06/12/2017

Stochastic Calculus An Introduction Through Theory and Exercises by Paolo Baldi Stochastic Calculus An Introduction Through Theory and Exercises

The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance.
Format: Paperback - Released: 23/11/2017

Theory and Statistical Applications of Stochastic Processes by Yuliya Mishura, Georgiy Shevchenko Theory and Statistical Applications of Stochastic Processes
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This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes.
Format: Hardback - Released: 14/11/2017

Stochastic Finite Element Methods An Introduction by Vissarion Papadopoulos Stochastic Finite Element Methods An Introduction

The book provides a self-contained treatment of stochastic finite element methods. The book covers the basic topics of computational stochastic mechanics focusing on the stochastic analysis of structural systems in the framework of the finite element method.
Format: Hardback - Released: 08/11/2017

Sample Path Analysis and Distributions of Boundary Crossing Times by Shelemyahu Zacks Sample Path Analysis and Distributions of Boundary Crossing Times

This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes.
Format: Paperback - Released: 15/10/2017

Discrete Time Branching Processes in Random Environment by Gotz Kersting, Vladimir A. Vatutin Discrete Time Branching Processes in Random Environment
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Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity.
Format: Hardback - Released: 10/10/2017

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

Coming Soon

Introduction to Stochastic Processes in Biostatistics by Chin Long Chiang Introduction to Stochastic Processes in Biostatistics


Format: Hardback - Released: 19/01/2018

Theory of Stochastic Objects Probability, Stochastic Processes and Inference by Athanasios Christou (University of Missouri, Columbia, USA) Micheas Theory of Stochastic Objects Probability, Stochastic Processes and Inference
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This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been...
Format: Hardback - Released: 30/01/2018

Other books in this genre

Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation by Tijana Levajkovic, Hermann Mena Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation
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A major contribution of the book is the development of generalized Malliavin calculus in the framework of white noise analysis, based on chaos expansion representation of stochastic processes and its application for solving several classes of stochastic differential equations with...
Format: Paperback - Released: 11/09/2017

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: Paperback - 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: Hardback - Released: 08/06/2017

Stochastic Dynamics by Zili Zhang, Zili Zhang Stochastic Dynamics
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Format: Paperback - Released: 01/06/2017

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