This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.g. in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R …
This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic proble…
This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.g. in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R …
The thirteen articles in this volume were written by leading experts, with the objective of helping researchers entering the field to learn about the state of the art. They cover much, but certainly not all, of the modern activity in stochastic analysis. In particular, they deal with stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; with stochastic part…
The first four surveys can be seen as a “crash course” in stochastic analysis on the Poisson space. Starting from the careful construction of Malliavin operators on abstract Poisson spaces via Fock space representations (G. Last), the elegant combinatorial properties of (multiple) Poisson stochastic integrals are explored (N. Privault) and an introduction provided to variational formula…