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Brownian motion processes

  • Analysis and Design of Singular Markovian Jump Systemsby Guoliang Wang; Qingling Zhang; Xinggang Yan

    Springer 2014; US$ 129.00

    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...

  • Analysis and Stochastics of Growth Processes and Interface Modelsby Peter Mörters; Roger Moser; Mathew Penrose

    Oxford University Press 2008; US$ 98.99

    This book is a collection of topical survey articles by leading researchers in the fields of applied analysis and probability theory, working on the mathematical description of growth phenomena. Particular emphasis is on the interplay of the two fields, with articles by analysts being accessible for researchers in probability, and vice versa. Mathematical... more...

  • Brownian Motionby Robert M. Mazo

    Oxford University Press 2008; US$ 74.99

    Brownian 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. - ;Brownian motion - the incessant motion of small... more...

  • Brownian Motionby Peter Mörters; Yuval Peres

    Cambridge University Press 2010; US$ 68.00

    Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field. more...

  • Brownian Motionby René L. Schilling; Lothar Partzsch; Björn Böttcher

    De Gruyter 2012; US$ 734.00

    Stochastic 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 process which... more...

  • Browning Agents and Active Particlesby Frank Schweitzer

    Springer 2007; US$ 79.95

    Lays out a vision for a coherent framework for understanding complex systems. By developing the idea of Brownian agents, this work combines concepts from informatics, such as multiagent systems, with approaches of statistical many-particle physics. It also shows that Brownian agent models can be successfully applied in many different contexts. more...

  • Contract Theory in Continuous-Time Modelsby Jak?a Cvitanic; Jianfeng Zhang

    Springer 2012; US$ 79.95

    In recent years, there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the... more...

  • Fractional Fields and Applicationsby Serge Cohen; Jacques Istas

    Springer 2013; US$ 49.95

    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... more...

  • Functionals of Multidimensional Diffusions with Applications to Financeby Jan Baldeaux; Eckhard Platen

    Springer 2013; US$ 129.00

    This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows... more...


    World Scientific Publishing Company 2011; US$ 127.00

    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 Wiener–Ito class including the generalized functionals of Hida as special cases, among others. It presents a... more...