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Students t-Distribution and Related Stochastic Processes
Springer 2012; US$ 31.99This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student's distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Levy... more...
Informal Introduction to Stochastic Processes with Maple
Springer 2012; US$ 47.99The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the underlying mathematics and the conceptual understanding of random processes. In particular, non-trivial computations are delegated to a computer-algebra system,... more...
Markovprozesse und stochastische Differentialgleichungen
Springer 2012; US$ 23.99In diesem Lehrbuch werden einige Themen aus der Stochastik behandelt, die auf dem Begriff des Markovprozesses aufbauen. Dabei sind Markovprozesse stochastische Prozesse, für welche die Prognose für das zufällige Verhalten in der Zukunft nur von der gegenwärtigen Position abhängt. Die zentralen Begriffe der Markovprozesse werden... more...
Introduction to Stochastic Analysis
Wiley 2013; US$ 96.00This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and... more...
Markov Processes and Related Problems of Analysis
Cambridge University Press 1982; US$ 84.00The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. more...
A First Course in Stochastic Models
Wiley 2003; US$ 80.00The field of applied probability has changed profoundly in the past twenty years. The development of computational methods has greatly contributed to a better understanding of the theory. A First Course in Stochastic Models provides a self-contained introduction to the theory and applications of stochastic models. Emphasis is placed on establishing... more...
Modeling Uncertainty
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 Fields
Marcel Dekker Inc 2001; US$ 239.95This 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 Applications
Marcel Dekker Inc 2002; US$ 259.95Based 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...









