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The Woman in the Window by A. J. Finn Read the opening extract of the brand new A. J. Finn book before its publication on 22/01/2018

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 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: 16/11/2017

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: 02/11/2017

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: 01/10/2017

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

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

Coming Soon

Theory and Modeling of Stochastic Objects Point Processes to Random Sets by Athanasios Christou (University of Missouri, Columbia, USA) Micheas Theory and Modeling of Stochastic Objects Point Processes to Random Sets
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This book introduces the theory of point processes and random objects. It begins by providing necessary background on inference, probability, measure theory, and stochastic processes. It then covers point process theory, including marked and spatio-temporal point processes. Lastly, the text...
Format: Hardback - Released: 31/12/2017

Other books in this genre

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: 06/07/2017

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

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

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: 23/03/2017

Let Us Use White Noise by Takeyuki (Nagoya Univ & Meijo Univ, Japan) Hida Let Us Use White Noise
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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

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