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Modern Problems of Stochastic Analysis and Statistics
Language: en
Pages: 506
Authors: Vladimir Panov
Categories: Mathematics
Type: BOOK - Published: 2017-11-21 - Publisher: Springer

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This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit
Handbook of Stochastic Analysis and Applications
Language: en
Pages: 800
Authors: D. Kannan
Categories: Mathematics
Type: BOOK - Published: 2001-10-23 - Publisher: CRC Press

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An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g
Stochastic Cauchy Problems in Infinite Dimensions
Language: en
Pages: 160
Authors: Irina V. Melnikova
Categories: Mathematics
Type: BOOK - Published: 2016-04-27 - Publisher: CRC Press

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Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for random processes with va
Fundamentals of High-Dimensional Statistics
Language: en
Pages: 355
Authors: Johannes Lederer
Categories: Mathematics
Type: BOOK - Published: 2021-11-16 - Publisher: Springer Nature

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This textbook provides a step-by-step introduction to the tools and principles of high-dimensional statistics. Each chapter is complemented by numerous exercise
Upper and Lower Bounds for Stochastic Processes
Language: en
Pages: 630
Authors: Michel Talagrand
Categories: Mathematics
Type: BOOK - Published: 2014-02-12 - Publisher: Springer Science & Business Media

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The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds