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Advances In Deterministic And Stochastic Analysis
World Scientific Publishing Company 2007; US$ 137.80This volume collects articles in pure and applied analysis, partial differential equations, geometric analysis and stochastic and infinite-dimensional analysis. In particular, the contributors discuss integral and pseudo-differential operators, which play an important role in partial differential equations. Other methods of solving the partial differential... more...
Stochastic Differential Equations
World Scientific Publishing Company 2007; US$ 130.00This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations... more...
Amplitude Equations For Stochastic Partial Differential Equations
World Scientific Publishing Company 2007; US$ 75.40Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable... more...
Finite Mixture and Markov Switching Models
Springer 2006; US$ 39.99The past years have seen powerful computational tools for modeling which combine a Bayesian approach with Monte simulation techniques based on Markov chains. This book reviews these techniques and covers advances in the field. It also offers a presentation of the Bayesian perspective of finite mixture modelling. more...
Data Assimilation
Springer 2006; US$ 109.99Covers data assimilation and inverse methods, including both traditional state estimation and parameter estimation. This text and reference focuses on various popular data assimilation methods, such as weak and strong constraint variational methods and ensemble filters and smoothers. more...
Modeling with Itô Stochastic Differential Equations
Springer 2007; US$ 99.99Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system... more...
Stochastic Ordinary and Stochastic Partial Differential Equations
Springer 2008; US$ 79.95This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic... more...
Stochastic Learning and Optimization
Springer 2007; US$ 119.99Performance optimization is important in designing and operating modern engineering systems in many areas, including communications (Internet and wireless), manufacturing, robotics, and logistics. This book proposes research in performance optimization and looks at areas that seek to make the "best decision" to optimize system performance. more...
Information Criteria and Statistical Modeling
Springer 2007; US$ 84.99The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and numerous successful applications of the AIC have been reported in various fields of natural sciences, social sciences and engineering. One of the main objectives of this book is... more...
An Introduction to the Theory of Point Processes 2
Springer 2005; US$ 99.00Sets out the basic theory of random measures and point processes. This volume covers the topics of: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. It also includes discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes. more...









