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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 Generic Chaining
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 119.99The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After essential contributions by R. Dudley and X. Fernique, it was solved by the author in 1985. This advance was followed by a great improvement of our understanding of the boundedness of other fundamental classes of processes (empirical... more...
Inference in Hidden Markov Models
Springer-Verlag New York Inc 2006; US$ 109.99Gives a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. This book is aimed at anybody with an interest in inference for stochastic processes, researchers, and practitioners in areas such as statistics, signal processing, communications engineering, finance, and more. more...
Statistical Analysis of Stochastic Processes in Time
Cambridge University Press 2004; US$ 42.00This introduction to ways of modelling phenomena that occur over time is accessible to anyone with a basic knowledge of statistical ideas. Examples from physical, biological and social sciences show how the principles can be put into practice: data sets and R code for these are supplied on author's website. more...
Stochastic Systems In Merging Phase Space
World Scientific Publishing Company 2005; US$ 98.00This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models. The systems discussed in the book... 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...
Applied Semi-Markov Processes
Springer-Verlag New York Inc 2006; US$ 69.99Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. This book presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. It provides the reader knowledge of semi-Markov processes. more...
Stochastic Switching Systems
Springer 2007; US$ 99.99Stochastic switching systems represent an interesting class of systems that can be used to model a variety of systems having abrupt random changes in their dynamics. This work presents stochastic switching systems and provides methods and techniques for the analysis and design of various control systems with or without uncertainties. 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...
Cycle Representations of Markov Processes
Springer 2007; US$ 94.99Provides fresh insight into Markovian dependence via the cycle decompositions. This book presents an account of a class of stochastic processes known as cycle processes. It reveals interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. more...









