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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...

#### Functionals of Multidimensional Diffusions with Applications to Finance

Springer International Publishing 2013; US$ 129.00This research monograph provides an introduction to tractable multidimensional diffusion models. It also offers an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. more...

#### Fractional Fields and Applications

Springer Berlin Heidelberg 2013; US$ 49.95This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible and contains numerous exercises, with solutions in an appendix. After a foreword by Stéphane Jaffard, a long first chapter is devoted to classical results... more...

#### Contract Theory in Continuous-Time Models

Springer Berlin Heidelberg 2012; US$ 79.95There has been increased interest in continuous-time Principal-Agent models and their applications. This monograph surveys results of the theory using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. more...

#### Brownian Agents and Active Particles

Springer Berlin Heidelberg 2007; US$ 89.99When we contemplate phenomena as diverse as electrochemical deposition or the spatial patterns of urban development, it is natural to assume that they havenothing incommon. Afterall,therearemanylevelsinthehierarchythat builds up from atoms to human society, and the rules that govern atoms are quite di?erent from those that govern the geographical emergence... 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...

#### 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...

#### Brownian Motion

OUP Oxford 2008; US$ 74.99Brownian motion- the incessant motion of small particles suspended in a fluid- is an important topic in statistical physics and physical chemistry. This book studies its origin in molecular scale fluctuations, its description in terms of random process theory and also in terms of statistical mechanics. 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

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...