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Random Fragmentation and Coagulation Processes
Cambridge University Press 2006; US$ 72.00By the author of Lévy Processes, the first comprehensive theoretical account of mathematical models for random and repeated fragmentation and coagulation over time. Written for readers with a solid background in probability, its careful exposition allows graduate students, as well as working mathematicians, to approach the material with confidence. more...
Stochastic Hybrid Systems
Taylor & Francis 2006; US$ 149.95Cohesively edited by leading experts in the field, Stochastic Hybrid Systems (SHS) introduces the theoretical basics, computational methods, and applications of SHS. The book first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for... more...
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Elsevier Science 2005; US$ 71.95Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment... more...
An Introduction To The Geometry Of Stochastic Flows
World Scientific Publishing Company 2004; US$ 49.00This book aims to provide a self-contained introduction to the local geometry of the stochastic flows. It studies the hypoelliptic operators, which are written in Hörmander?s form, by using the connection between stochastic flows and partial differential equations. The book stresses the author?s view that the local geometry of any stochastic flow is... more...
Random Fields Estimation
World Scientific Publishing Company 2005; US$ 113.00This book contains a novel theory of random fields estimation of Wiener type, developed originally by the author and presented here. No assumption about the Gaussian or Markovian nature of the fields are made. The theory, constructed entirely within the framework of covariance theory, is based on a detailed analytical study of a new class of multidimensional... more...
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World Scientific Publishing Company 2005; US$ 135.00The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results ? mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage... more...
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World Scientific Publishing Company 2004; US$ 159.00This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in... more...
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