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#### GENERALIZED FUNCTIONALS OF BROWNIAN MOTION AND THEIR APPLICATIONS

World Scientific Publishing Company 2011; US$ 78.00This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process — covering the classical Wiener–Ito class including the generalized functionals of Hida as special cases, among others. It presents a... more...

#### Applied Diffusion Processes from Engineering to Finance

Wiley 2013; US$ 192.00The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three... more...

#### Brownian Motion, Hardy Spaces and Bounded Mean Oscillation

Cambridge University Press 1977; US$ 44.00An exposition of research on the martingale and analytic inequalities associated with Hardy spaces and functions of bounded mean oscillation (BMO). more...

#### Lectures on Stochastic Analysis: Diffusion Theory

Cambridge University Press 1987; US$ 32.00This book is based on a course given at Massachusetts Institute of Technology. more...

#### Brownian Motion

Cambridge University Press 2010; US$ 68.00Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field. more...

#### Analysis and Stochastics of Growth Processes and Interface Models

OUP Oxford 2008; US$ 97.99The combination of articles from the two fields of analysis and probability is highly unusual and makes this book an important resource for researchers working in all areas close to the interface of these fields. more...

#### Brownian Motion

De Gruyter 2012; US$ 40.00Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic... more...

#### Selected Aspects of Fractional Brownian Motion

Springer Milan 2013; US$ 129.00This book explores several aspects of fractional Brownian motion, including the stochastic integration, the study of its supremum and its appearance as limit of partial sums involving stationary sequences. more...

#### Schrödinger Equations and Diffusion Theory

Springer Basel 2012; US$ 69.99Self-contained and structurally coherent, this introduction to the theory and applications of diffusion processes deploys them to analyze Schrödinger?s equations, using relative entropy and the theory of transformations to forge apparently identical processes. more...

#### Green, Brown, and Probability

World Scientific Publishing Company 1995; US$ 14.00This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the Newton–Coulomb potential and ending with solutions by first and last exits of Brownian paths from conductors. more...