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Markov processes and potential theory
Elsevier Science 2011; US$ 121.00Markov processes and potential theory more...
Lévy Processes and Stochastic Calculus
Cambridge University Press 2009; US$ 62.00A fully revised and appended edition of this unique volume, which develops together these two important subjects. more...
Lévy Processes and Stochastic Calculus
Cambridge University Press 2004; US$ 62.00For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described. more...
Semi-Markov Chains and Hidden Semi-Markov Models toward Applications
Springer 2008; US$ 79.95Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. more...
From Markov Chains To Non-equilibrium Particle Systems
World Scientific Publishing Company 2004; US$ 135.20This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. more...
Random Walks and Diffusions on Graphs and Databases
Springer 2011; US$ 99.99Most networks and databases that humans have to deal with contain large, albeit finite number of units. Their structure, for maintaining functional consistency of the components, is essentially not random and calls for a precise quantitative description of relations between nodes (or data units) and all network components. This book is an introduction,... more...
Asymptotic Analysis of Random Walks
Cambridge University Press 2008; US$ 171.00A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks. more...
Inference in Hidden Markov Models
Springer-Verlag New York Inc 2006; US$ 109.99Gives a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. This book is aimed at anybody with an interest in inference for stochastic processes, researchers, and practitioners in areas such as statistics, signal processing, communications engineering, finance, and more. more...
Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35)
Princeton University Press 2011; US$ 99.50This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience... more...
Markov Chains
Springer-Verlag New York Inc 2006; US$ 119.99Talks about Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, DNA sequences, genetic networks, data mining, and other practical systems. This monograph serves as a tool for analyzing a variety of stochastic (probabilistic) systems. more...
