10,331円 The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained o...

27,955円 Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a genera...

13,250円 'The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in applicat...

20,662円 This book promotes and describes the application of objective and effective decision making in asset management based on mathematical models and practical techniques that can be easily implemented in organizations. This comprehensive and timely publication will be an essential reference source, b...

6,076円 This book presents a concise introduction to piecewise deterministic Markov processes (PDMPs), with particular emphasis on their applications to biological models. Further, it presents examples of biological phenomena, such as gene activity and population growth, where different types of PDMPs ap...

14,923円 Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These pr...

12,269円 This book provides engineers and scientists with a single source introduction to the concepts, models, and case studies for making credible reliability assessments. It satisfies the need for thorough discussions of several fundamental subjects. Section I contains a comprehensive overview of asses...

11,109円 Mathematical statistics typically represents one of the most difficult challenges in statistics, particularly for those with more applied, rather than mathematical, interests and backgrounds. Most textbooks on the subject provide little or no review of the advanced calculus topics upon which much...

2,652円 Like a lot of people, Miu has had trouble learning regression analysis. But with new motivationーin the form of a handsome but shy customerーand the help of her brilliant café coworker Risa, she’s determined to master it. Follow along with Miu and Risa in The Manga Guide to Regression Analysis as...

6,076円 This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors present a way to describe and classify these processes by relating them to so-called deterministic flows. The first sections in the book...

12,154円 The monograph compares two approaches that describe the statistical stability phenomenon – one proposed by the probability theory that ignores violations of statistical stability and another proposed by the theory of hyper-random phenomena that takes these violations into account. There are five ...

15,800円 This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical s...