Search Results for: High Dimensional Nonlinear Diffusion Stochastic Processes

This book is the first one devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are c

Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale f

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci