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Targeted at graduate students, researchers and practitioners in the field of science and engineering, this book gives a self-contained introduction to a measure

This book introduces essential concepts in stochastic processes that interface seamlessly with applications of interest in science and engineering.

This comprehensive textbook covers both classical and geometric aspects of optimization using methods, deterministic and stochastic, in a single volume and in a

The digital twin of a physical system is an adaptive computer analog which exists in the cloud and adapts to changes in the physical system dynamically. This bo

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.