Stochastic games provide a versatile model for reactive systems that are a'ected by random events. This dissertation advances the algorithmic theory of stochastic games to incorporate multiple players, whose objectives are not necessarily conflicting. The basis of this work is a…
This book is devoted to boundary value problems of the Laplace equation on bounded and unbounded Lipschitz domains. It studies the Dirichlet problem, the Neumann problem, the Robin problem, the derivative oblique problem, the transmission problem, the skip problem and mixed prob…
The analysis of PDEs is a prominent discipline in mathematics research, both in terms of its theoretical aspects and its relevance in applications. In recent years, the geometric properties of linear and nonlinear second order PDEs of elliptic and parabolic type have been extens…
by Karlin, Samuel, Pinsky, Mark A., Taylor, Howard M.
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, 4e, bridges the gap between basic probability and an intermediate level course in stochastic pr…
Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of probability and random processes at the level of first and second year mathematics undergraduates and Master…
The 33rd Bernoulli Society Conference on "Stochastic Processes and Their Applications" was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries, who communicated recent progress in the mathematical research related to stoc…
Transmutation operators in differential equations and spectral theory can be used to reveal the relations between different problems, and often make it possible to transform difficult problems into easier ones. Accordingly, they represent an important mathematical tool in the th…
This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equations. The topics covered h…
This book is an introduction to the theory of quasiconformal and quasiregular mappings in the euclidean n-dimensional space, (where n is greater than 2). There are many ways to develop this theory as the literature shows. The authors' approach is based on the use of metrics, in …
This self-contained book lays the foundations for a systematic understanding of potential theoretic and uniformization problems on fractal Sierpiński carpets, and proposes a theory based on the latest developments in the field of analysis on metric spaces. The first part focuses…
