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

World Scientific Publishing Company 2011; US$ 127.00This 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...

#### Lévy Processes and Stochastic Calculus

Cambridge University Press 2004; US$ 80.00Graduate text decsribing two of the main tools for modern mathematical finance. more...

#### Lévy Processes and Stochastic Calculus

Cambridge University Press 2009; US$ 80.00A fully revised and appended edition of this unique volume, which develops together these two important subjects. more...

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

Springer 2013; US$ 129.00This 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...

#### Semi-Markov Chains and Hidden Semi-Markov Models toward Applications

Springer 2008; US$ 129.00Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. more...

#### From Markov Chains To Non-equilibrium Particle Systems

World Scientific Publishing Company 2004; US$ 267.00This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. more...

#### Random Walks and Diffusions on Graphs and Databases

Springer 2011; US$ 124.00Most networks and databases that humans have to deal with contain large, albeit finite number of units. Their structure, for maintaining functional consistency of the components, is essentially not random and calls for a precise quantitative description of relations between nodes (or data units) and all network components. This book is an introduction,... more...

#### Asymptotic Analysis of Random Walks

Cambridge University Press 2008; US$ 192.00A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks. more...

#### Inference in Hidden Markov Models

Springer-Verlag New York Inc 2006; US$ 199.00Gives a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. This book is aimed at anybody with an interest in inference for stochastic processes, researchers, and practitioners in areas such as statistics, signal processing, communications engineering, finance, and more. more...

#### Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35)

Princeton University Press 2011; US$ 105.00This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience... more...