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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...
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...
Quasi-Stationary Distributions
Springer 2012; US$ 99.99Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area... 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...
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...
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...
First Steps in Random Walks
OUP Oxford 2011; US$ 71.99The name "random walk" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of "Nature". The same year, a similar problem was formulated by Albert Einstein in one of his Annus Mirabilis works. Even earlier such a problem was posed by... more...
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...









