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Markov processes and potential theory
Elsevier Science 2011; US$ 121.00Markov processes and potential theory more...
Event History Analysis
Springer 2008; US$ 94.99Demonstrates how counting processes, martingales, and stochastic integrals fit nicely with censored data. This book shows how dynamic path analyses can incorporate many modern causality ideas in a framework that takes the time aspect seriously. It includes examples from medicine. It is intended for investigators who use event history methods. more...
Random Fields and Geometry
Springer 2009; US$ 64.99A monograph that is devoted to a fresh approach to geometric problems arising in the study of random fields, namely, the geometry of excursion sets of random fields and the related Euler characteristic approach to extremal probabilities. more...
Hyperfinite Dirichlet Forms and Stochastic Processes
Springer 2011; US$ 47.99This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using 'nonstandard analysis'. Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially... more...
Recent Developments In Stochastic Analysis And Related Topics - Proceedings Of The First Sino-german Conf On Stochastic Analysis (a Satellite Conference Of Icm 2002)
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...
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...
Lévy Processes and Stochastic Calculus
Cambridge University Press 2009; US$ 62.00A fully revised and appended edition of this unique volume, which develops together these two important subjects. more...
Lévy Processes and Stochastic Calculus
Cambridge University Press 2004; US$ 62.00For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described. more...
Retrial Queueing Systems
Springer 2008; US$ 109.99The application of auto-repeat facilities in telephone systems, as well as the use of random access protocols in computer networks, have led to growing interest in retrial queueing models. Since much of the theory of retrial queues is complex from an analytical viewpoint, with this book the authors give a comprehensive and updated text focusing on... more...
