This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.
This book is based on Shige Peng’s lecture notes for a series of lectures given at summer schools and...
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in ...
This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed for the study of stochastic models involving point processes, providing enough of the general theory for the reader to reach a technical level sufficient for most applications.
Classical and not-so-classical models are examined in detail, including Poisson–Cox, renewal, cluster and branching...
This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two c...
To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture...
About the first edition:
To sum it up, one can perhaps see a distinction among advanced probability books into those which are original...
This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, biology, communication networks, dependability, supply management, etc.
Indeed, the PDMPs studied so far are in fact deterministic functions of CSMPs (Completed Semi-Markov Processes), i.e. semi-Markov processes completed to become Markov processes. This remark leads to...
This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes ...
This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the quasispecies equation, a general non-linear equation which describes the mutation-selection equilibrium in Manfred Eigen’s famous quasispecies model. A detailed analysis of this equation is given under the assumptions of finite genotype space, sharp peak landscape, and class-dependent fitness landscapes. Different probabilistic representation formulae are derived for its solution, involving classical combinatorial quantities like Stirling and...
This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the qua...
This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution equations. In a...
This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematic...
This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the quasispecies equation, a general non-linear equation which describes the mutation-selection equilibrium in Manfred Eigen’s famous quasispecies model. A detailed analysis of this equation is given under the assumptions of finite genotype space, sharp peak landscape, and class-dependent fitness landscapes. Different probabilistic representation formulae are derived for its solution, involving classical combinatorial quantities like Stirling and...
This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the qua...
