Faithin Omaha eBook Collection

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t

In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service t

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f