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

World Scientific Publishing Company 2011; US$ 74.00This 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 1753; 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...

#### Analysis and Geometry of Markov Diffusion Operators

Springer International Publishing 2013; US$ 149.00This volume focuses on the concrete interplay between the analytic, probabilistic and geometric aspects of Markov diffusion semigroups. It covers a large body of results and techniques, from the early developments in the mid-eighties to current achievements. 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...

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

Springer New York 2009; US$ 129.00Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes, with the use of discrete time offering a unique approach. more...

#### Latent Markov Models for Longitudinal Data

CRC Press 2012; US$ 104.95Drawing on the authors? extensive research in the analysis of categorical longitudinal data, Latent Markov Models for Longitudinal Data focuses on the formulation of latent Markov models and the practical use of these models. Numerous examples illustrate how latent Markov models are used in economics, education, sociology, and other fields. The... more...

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

World Scientific Publishing Company 2004; US$ 155.00This 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 Berlin Heidelberg 2011; US$ 124.00This book introduces the theory of graphs and random walks on graphs, covers methods for exploring the structure of finite connected graphs and databases, and details applications in electric resistance networks, urban planning, linguistic databases and more. 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...