Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems mod
?The book addresses the topic of on-line implementation of structural and mechanical design criteria as an explicit part of optimal control schemes. The intention of the present research monograph is
Structured Controllers for Uncertain Systems focuses on the development of easy-to-use design strategies for robust low-order or fixed-structure controllers (particularly the industrially ubiquitous P
Dynamical evolution over long time scales is a prominent feature of all the systems we intuitively think of as complex — for example, ecosystems, the brain or the economy. In physics, the term ageing
Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochasti
This volume presents self-contained survey articles on modern research areas written by experts in their fields. The topics are located at the interface of spectral theory, theory of partial different
This comprehensive textbook provides an introduction to statistical methods for graduate engineers—offering thorough coverage of important probability-related topics to aid in product and system desig
This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-o
This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student’s distributions, represented as variance and mean-variance
This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. Structured into three parts, the first of which introduces stochas
Since the early eighties, Ali Suleyman Ustunel has been one of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave excit
This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (e
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to th
Praise for the First Edition". . . an excellent textbook . . . well organized and neatly written."Mathematical Reviews ". . . amazingly interesting . . ."TechnometricsThoroughly updated to
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these syste
The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insura
The thesis deals with averaging dynamics in a multiagent networked system, which is a main mechanism for diffusing the information over such networks. It arises in a wide range of applications in engi
Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. At the same time, pension issu
Meerschaert and Sikorskii (both statistics and probability, Michigan State U.) have developed a textbook from a graduate course designed to prepare students for research in the areas of fractional cal
A more accurate title for this book might be: An Exposition of Selected Parts of Empirical Process Theory, With Related Interesting Facts About Weak Convergence, and Applications to Mathematical Stati
Rapid changes in today's environment emphasize the need for models and meth- ods capable of dealing with the uncertainty inherent in virtually all systems re- lated to economics, meteorology, demograp
An interdisciplinary approach to understanding queueing and graphical networksIn today's era of interdisciplinary studies and research activities, network models are becoming increasingly important in
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, this text explores conditional expectations and probabilities as well as projective and direct limits. Topics include
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet spa
Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is thei
Reliability theory is of fundamental importance for engineers and managers involved in the manufacture of high-quality products and the design of reliable systems. In order to make sense of the theory
Most existing books on evolution equations tend either to cover a particular class of equations in too much depth for beginners or focus on a very specific research direction. Thus, the field can be d
Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematical programming under uncertainty have been published (
With the third edition, the book moves from the De Gruyter Studies in Mathematics series to the De Gruyter graduate textbook series, so Follner (emeritus, Humboldt U., Berlin) and Schied (U. of Mannhe
Focuses on fundamental principles of pricingShows how to identify the basic assets of a given contractExplains how to compute the prices of contingent claims in terms of various reference assetsPresen
"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical mode
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refract
