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Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and... more...

Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the... more...

This book comprises a selection of extended abstracts and papers presented at the EVOLVE 2012 held in Mexico City, Mexico. The aim of the EVOLVE is to build a bridge between probability, set oriented numerics, and evolutionary computation as to identify new common and challenging research aspects. The conference is also intended to foster a growing interest for robust and efficient methods with a sound theoretical background. EVOLVE... more...

This volume encloses research articles that were presented at the EVOLVE 2014 International Conference in Beijing, China, July 1–4, 2014. The book gathers contributions that emerged from the conference tracks, ranging from probability to set oriented numerics and evolutionary computation; all complemented by the bridging purpose of the conference, e.g. Complex Networks and Landscape Analysis, or by the more application oriented... more...

Numerical and computational methods are nowadays used in a wide range of contexts in complex systems research, biology, physics, and engineering.  Over the last decades different methodological schools have emerged with emphasis on different aspects of computation, such as nature-inspired algorithms, set oriented numerics, probabilistic systems and Monte Carlo methods. Due to the use of different terminologies and emphasis on... more...


In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and... more...

The aim of this book is to provide a strong theoretical support for understanding and analyzing the behavior of evolutionary algorithms, as well as for creating a bridge between probability, set-oriented numerics and evolutionary computation. The volume encloses a collection of contributions that were presented at the EVOLVE 2011 international workshop, held in Luxembourg, May 25-27, 2011, coming from invited speakers and also from... more...

This book comprises a selection of papers from the EVOLVE 2012 held in Mexico City, Mexico. The aim of the EVOLVE is to build a bridge between probability, set oriented numerics and evolutionary computing, as to identify new common and challenging research aspects. The conference is also intended to foster a growing interest for robust and efficient methods with a sound theoretical background. EVOLVE is intended to unify theory-inspired methods and... more...