This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstandi
This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16–20, 2015. This m
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces
This volume contains the lecture notes of the two courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis in July 2012.The notes of the course by Vlad Bally are
The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of th
This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. Th
This volume contains the lecture notes of the two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second edition of the Barcelona Summer School on Stochastic Analysis, hel
With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. In
Systems of infinitely many degrees of freedom create their particular mathematical challenges and request their own technical treatment. This volume presents a collection of papers covering a wide ran
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and st
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and st
A wide variety of problems in engineering and applied science can be formulated as diffusion processes on motion groups. This textbook takes the unique perspective of presenting underlying equations
This work highlights emergent research in the area of quantum probability. Several papers present a qualitative analysis of quantum dynamical semigroups and new results on q-deformed oscillator algebr
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it al
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many st
Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finan
The study of the ocean is almost as old as the history of mankind itself. When the first seafarers set out in their primitive ships they had to understand, as best they could, tides and currents, eddi
