This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based on a more advanced probabilistic framework using the modern theory of stochastic proces
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the na
This textbook has been developed from the lecture notes for a one-semester course on stochastic modelling. It reviews the basics of probability theory and then covers the following topics: Markov chai
The book gives an overview of path integral quantization and stochastic quantization of classical mechanics and field theory. The non-Abelian gauge field, the gravitational field, and the path integra
This book deals with collective and stochastic processes in astrophysical disks involving theory, observations, and the results of modelling. It examines the spiral-vortex structure in galactic and ac
This book covers performance analysis of computer networks, and begins by providing the necessary background in probability theory, random variables, and stochastic processes. Queuing theory and sim
This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the s
"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations, this book has another goal. It portrays the most important
Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic m
Introduction to Computational Earthquake Engineering covers solid continuum mechanics, finite element method and stochastic modeling comprehensively, with the second and third chapters explaining the
