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This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and... Læs mere
Many issues of global importance reveal an urgent need for a new generation trained to understand the mathematics of complex systems. This book presents the... Læs mere
This is the first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Assuming only graduate-level probability and... Læs mere
One of the most important problems in computational biology is whether a particular gene sequence (mathematically, a 'word') is simply random or is of... Læs mere
Suitable for beginning graduate students, this book discusses the theory of Markov chains, drawing on the works of... Læs mere
This book serves as a concise introductory text on stochastic dynamics for applied mathematicians. Rich with examples, illustrations, and exercises with their... Læs mere
This rigorous study of statistical hydrodynamics and turbulence is ideal for mathematicians and physicists who need to understand the mathematical foundations of... Læs mere
The first book devoted to the theory of nonlinear Markov processes provides a careful exposition of both probabilistic and analytic techniques. The author... Læs mere
This compact and highly readable book presents a general class of stochastic network models to develop a fluid-based method for stability analysis. Geared... Læs mere
This guide helps undergraduate and graduate students convert pure mathematics into understanding and facility with a host of probabilistic... Læs mere
This guide helps undergraduate and graduate students convert pure mathematics into understanding and facility with a host of probabilistic... Læs mere
This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes for graduate students and researchers. Building a framework... Læs mere