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- Springer International Publishing 2014; US$ 94.48
This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertain, partially unknown and designed. The problems addressed include stability, stabilization, H? control and filtering, observer design, and adaptive control.... more...
- Springer International Publishing 2013; US$ 97.74
This 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...
- Springer Berlin Heidelberg 2013; US$ 38.00
This 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...
- Wiley 2013; US$ 192.00 US$ 166.40
The 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...
- Springer Milan 2013; US$ 97.74
This 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...
- Springer Basel 2012; US$ 46.69
Self-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...
- Springer Berlin Heidelberg 2012; US$ 57.55
There 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...
- De Gruyter 2012; US$ 40.00
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its... more...
- World Scientific Publishing Company 2011; US$ 78.00 US$ 70.98
This 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 WienerIto class including the generalized functionals of Hida as special cases, among others. It presents a... more...