6,076円 The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the maximization of dividends in the classical collective risk model. The authors consider the possibi...

12,689円 The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution o...

17,016円 This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relat...

12,260円 This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tradition of the successful first edition, this book aims to make a wide range of statistical modeling applications accessible using tested...

9,116円 Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processin...

12,154円 The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book. The results obtained are useful...

9,818円 This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage include...

12,154円 This thesis is devoted to the study of the Bohman-Frieze-Wormald percolation model, which exhibits a discontinuous transition at the critical threshold, while the phase transitions in random networks are originally considered to be robust continuous phase transitions. The underlying mechanism tha...

6,076円 The work consists of two introductory courses, developing different points of view on the study of the asymptotic behaviour of the geodesic flow, namely: the probabilistic approach via martingales and mixing (by Stéphane Le Borgne); the semi-classical approach, by operator theory and resonances (...

13,442円 Bayesian Networks “This book should have a place on the bookshelf of every forensic scientist who cares about the science of evidence interpretation.” Dr. Ian Evett, Principal Forensic Services Ltd, London, UK Bayesian Networks for Probabilistic Inference and Decision Analysis in Forensic Science...

6,076円 This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until ...

4,254円 This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main prerequisite is probability theory: probabi...