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Lévy Processes in Lie Groups
Cambridge University Press 2004; US$ 87.00The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy processes in Euclidean spaces. Because of the unique structures possessed by non-commutative Lie groups, these processes exhibit certain interesting limiting properties which are not present in the Euclidean case. A necessary purchase for all whose research... 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...
Dynamic Random Walks
Elsevier Science 2006; US$ 113.95The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).... more...
Random Walk In Random And Non-random Environments (second Edition)
World Scientific Publishing Company 2005; US$ 135.00The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results ? mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage... more...
Random Walks and Geometry
De Gruyter 2004; US$ 293.00Recent developments show that probability methods have become a very powerful tool in such different areas as statistical physics, dynamical systems, Riemannian geometry, group theory, harmonic analysis, graph theory and computer science. This volume is an outcome of the special semester 2001 - Random Walks held at the Schrödinger Institute in Vienna,... 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...
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...
The Self-Avoiding Walk
Springer 2012; US$ 64.99The self-avoiding walk is a mathematical model that has important applications in statistical mechanics and polymer science. In spite of its simple definitiona path on a lattice that does not visit the same site more than onceit is difficult to analyze mathematically. The Self-Avoiding Walk provides the first unified account... more...
Elements of the Random Walk
Cambridge University Press 2004; US$ 44.00Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. This self-contained text will appeal to graduate students who need to understand the applications of random walk techniques, as well as to established researchers. more...
Stopped Random Walks
Springer 2009; US$ 49.95Classical probability theory provides information about random walks after a fixed number of steps. This title shows how this theory can be used to prove limit theorems for renewal counting processes, first passage time processes, and certain two-dimensional random walks, as well as how these results may be used in a variety of applications. more...









