Book
Modern Stochastics And Applications
Year:
2014Published in:
Springer ChamCalculus of Variations and Optimal Control; Optimization
Probability Theory and Stochastic Processes
Linear and Multilinear Algebras
Matrix Theory
Information Systems and Communication Service
Actuarial Sciences
Quantitative Finance
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics.