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Applied Stochastic Differential Equations (Institute of Mathematical Statistics Textbooks)

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Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of Itô calculus, the central theorems in the field, and such approximation schemes as stochastic Runge-Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book's practical approach assumes only prior understanding of ordinary differential equations. The numerous worked examples and end-of-chapter exercises include application-driven derivations and computational assignments. MATLAB/Octave source code is available for download, promoting hands-on work with the methods.
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Normative Externalism
Normative Externalism
Normative Externalism argues that it is not important that people live up to their own principles. What matters, in both ethics and epistemology, is that they live up to the correct principles: that they do the right thing, and that they believe rationally. This stance, that what matters are the correct principles, not one's...
Natural Hazards GIS-Based Spatial Modeling Using Data Mining Techniques (Advances in Natural and Technological Hazards Research)
Natural Hazards GIS-Based Spatial Modeling Using Data Mining Techniques (Advances in Natural and Technological Hazards Research)
This edited volume assesses capabilities of data mining algorithms for spatial modeling of natural hazards in different countries based on a collection of essays written by experts in the field. The book is organized on different hazards including landslides, flood, forest fire, land subsidence, earthquake, and gully erosion. Chapters were...
Financial Econometrics, Mathematics and Statistics: Theory, Method and Application
Financial Econometrics, Mathematics and Statistics: Theory, Method and Application

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset...


The School of Doubt (Brill Studies in Skepticism)
The School of Doubt (Brill Studies in Skepticism)
The School of Doubt conducts a parallel philological and philosophical examination of Cicero’s Academica, a work on Hellenistic epistemology written in the first half of 45 bce. The treatise has a unique history, insofar as fragments of two different versions are extant: the second of a two-volume first edition, a dialogue...
Bytes, Bombs, and Spies: The Strategic Dimensions of Offensive Cyber Operations
Bytes, Bombs, and Spies: The Strategic Dimensions of Offensive Cyber Operations

“We are dropping cyber bombs. We have never done that before.”—U.S. Defense Department official

A new era of war fighting is emerging for the U.S. military. Hi-tech weapons have given way to hi tech in a number of instances recently:

A computer virus is unleashed that...

Bayesian Statistics the Fun Way: Understanding Statistics and Probability with Star Wars, LEGO, and Rubber Ducks
Bayesian Statistics the Fun Way: Understanding Statistics and Probability with Star Wars, LEGO, and Rubber Ducks
Fun guide to learning Bayesian statistics and probability through unusual and illustrative examples.

Probability and statistics are increasingly important in a huge range of professions. But many people use data in ways they don't even understand, meaning they aren't getting the most from it. Bayesian
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