The Leading eBooks Store Online
for your Apple or Android device, Nook, Kobo, PC, Mac, Sony Reader...
Most popular at the top
Stochastic Equations in Infinite Dimensionsby Guiseppe Da Prato; Jerzy Zabczyk
Cambridge University Press 1992; US$ 74.00The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces. more...
Modeling Uncertaintyby Moshe Dror; Pierre L'Ecuyer; Ferenc Szidarovszky
Springer 2002; US$ 348.00Writing in honour of Sid Yakowitz, 50 internationally known scholars have collectively contributed 30 papers on modelling uncertainty to this volume. These include papers with a theoretical emphasis and others that focus on applications. more...
Pseudo-differential Equations and Stochastics Over Non-archimedean Fieldsby Anatoly N. Kochubei
Marcel Dekker Inc 2001; US$ 199.95This work provides comprehensive coverage of developments in the theory of non-Archimedean pseudo-differential equations and its application to stochastics and mathematical physics - offering methods of construction for stochastic processes in p-adic numbers and related structures. more...
Stochastic Partial Differential Equations and Applicationsby Giuseppe Da Prato; Luciano Tubaro
Marcel Dekker Inc 2002; US$ 229.95Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications V, this work offers applications in filtering theory, stochastic quantization, quantum probability and mathematical finance. more...
Flowgraph Models for Multistate Time-to-Event Databy Aparna V. Huzurbazar
John Wiley & Sons, Inc. 2004; US$ 155.00A unique introduction to the innovative methodology of statistical flowgraphs This book offers a practical, application-based approach to flowgraph models for time-to-event data. It clearly shows how this innovative new methodology can be used to analyze data from semi-Markov processes without prior knowledge of stochastic processes--opening the door to interesting applications in survival analysis and reliability as well as stochastic processes. Unlike other books on multistate time-to-event data, this work emphasizes reliability and not just biostatistics, illustrating each method with medical and engineering examples. It demonstrates how flowgraphs bring together applied probability techniques and combine them with data analysis and statistical... more...
An Innovation Approach To Random Fieldsby Takeyuki Hida
World Scientific 2004; US$ 75.40A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a multi-dimensional manifold like a curve or a surface. As the parameter varies, the random field carries much information and hence it has complex stochastic structure.The authors of this book use an approach that is characteristic: namely, they first construct innovation, which is the most elemental stochastic process with a basic and simple way of dependence, and then express the given field as a function of the innovation. They therefore establish an infinite-dimensional stochastic calculus, in particular a stochastic variational calculus. The analysis of functions of the innovation is essentially infinite-dimensional. The authors use not... more...
Theory of Stochastic Differential Equations with Jumps and Applicationsby Rong Situ
Springer 2005; US$ 185.00Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere. more...
Introduction To Stochastic Calculus With Applicationsby Fima C Klebaner
World Scientific 2005; US$ 85.80This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering. more...
Stability of Infinite Dimensional Stochastic Differential Equations with Applicationsby Kai Liu
CRC Press 2005; US$ 94.95Liu (mathematics, University of Liverpool, UK) offers a systematic presentation of the modern theory of the stability of stochastic differential equations in infinite dimensional spaces, particularly Hilbert spaces. The treatment includes a review of basic concepts and investigation of the stability theory of linear and nonlinear stochastic differe more...
Stochastic Partial Differential Equations and Applications - VIIby Giuseppe Da Prato
CRC Press 2005; US$ 189.95This collection of 27 articles comes from the meeting of the same name held in Trento in January 2004. The articles present several new results, often in a review form, of the state-of-the-art research in the field. Topics include stochastic partial differential equations in general theory and applications, finite- and infinite-dimensional diffusio more...









