Probability theory on compact Lie groups deals with the interaction…

The AIMD algorithm is the most widely used method for…

A Concise Course on Stochastic Partial Differential Equations

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE)…
The principles of symmetry and self-similarity structure nature's most beautiful…

From the reviews: "Paul Glasserman has written an astonishingly good…

This update of the 1987 title of the same name…

Knowing how to handle data is an important part of…

Cambridge Series in Statistical and Probabilistic Mathematics: Quantum Stochastics Series Number 37

The classical probability theory initiated by Kolmogorov and its quantum…
This book was first published in 2004. Many observed phenomena,…

Centered around the natural phenomena of relaxations and fluctuations, this…

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