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Introduction To Stochastic Calculus With Applications
World Scientific Publishing Company 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...
The Malliavin Calculus and Related Topics
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 84.99The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space. This monograph presents the main features of the Malliavin calculus and discusses its main applications. It includes applications of the Malliavin calculus in finance and a chapter on stochastic calculus with respect to the fractional Brownian motion. more...
Stochastic Numerics for the Boltzmann Equation
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 94.99Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulation Monte Carlo (DSMC) procedures for rarefied gases, using the theory of Markov processes as a unifying framework. The second goal is a systematic treatment... more...
Recent Development in Stochastic Dynamics and Stochastic Analysis
World Scientific Publishing Company 2010; US$ 146.00Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical... more...
Stochastic Differential Equations and Processes
Springer 2011; US$ 99.99Selected papers submitted by participants of the international Conference "Stochastic Analysis and Applied Probability 2010" ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the "Applied Mathematics & Mathematical Physics" research unit of the... more...
Stochastic Stability of Differential Equations
Springer 2011; US$ 99.99Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure stability, and for the existence of stationary and periodic... more...
Discretization of Processes
Springer 2011; US$ 99.99In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must... more...
Dirichlet Forms and Analysis on Wiener Space
De Gruyter 1991; US$ 133.00Introduces the ideas, phenomena, and methods of analysis in infinite-dimensional spaces, in particular Wiener spaces, and stochastic differential equations. Accessible to advanced undergraduate or graduate students (only a first course in analysis and probability theory is prerequisite); also of interest to researchers because of recent and new results,... more...









