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Stochastic analysis

Most popular at the top

  • Dirichlet Forms and Analysis on Wiener Spaceby Nicolas Bouleau; Francis Hirsch

    De Gruyter 1991; US$ 140.00

    The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic... more...

  • NEW TRENDS IN STOCHASTIC ANALYSIS AND RELATED TOPICSby Huaizhong Zhao; Aubrey Truman

    World Scientific Publishing Company 2011; US$ 111.00

    The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other... more...

  • Recent Development in Stochastic Dynamics and Stochastic Analysisby Jinqiao Duan; Shunlong Luo; Caishi Wang

    World Scientific Publishing Company 2010; US$ 89.00

    Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical... more...

  • Advances In Deterministic And Stochastic Analysisby by N M Chuong; P G Ciarlet; P Lax

    World Scientific Publishing Company 2007; US$ 145.00

    This volume collects articles in pure and applied analysis, partial differential equations, geometric analysis and stochastic and infinite-dimensional analysis. In particular, the contributors discuss integral and pseudo-differential operators, which play an important role in partial differential equations. Other methods of solving the partial differential... more...

  • Amplitude Equations For Stochastic Partial Differential Equationsby Dirk Blömker

    World Scientific Publishing Company 2007; US$ 65.00

    Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable... more...

  • Analysis and Probabilityby Aurel Spataru

    Elsevier Science 2013; US$ 150.00

    Probability theory is a rapidly expanding field and is used in many areas of science and technology. Beginning from a basis of abstract analysis, this mathematics book develops the knowledge needed for advanced students to develop a complex understanding of probability. The first part of the book systematically presents concepts and results from analysis... more...

  • Around the Research of Vladimir Maz'ya IIby Ari Laptev

    Springer New York 2009; US$ 209.00

    The topics covered in this volume are close to the scientific interests of Professor Maz'ya and focus on the current state of research in analysis, PDEs and function theory. more...

  • Bayesian Analysis of Stochastic Process Modelsby David Insua; Fabrizio Ruggeri; Mike Wiper

    Wiley 2012; US$ 111.95

    Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, inference, forecasting, decision making and important... more...

  • Discretization of Processesby Jean Jacod; Philip E. Protter

    Springer Berlin Heidelberg 2011; US$ 129.00

    Using classic statistical tools, this book synthesizes ten years of research to establish a sohisticated theory of how to go about estimating not just scalar parameters of a proposed model, but also the underlying structure of the model itself. more...

  • Dynamics of Stochastic Systemsby Valery I. Klyatskin

    Elsevier Science 2005; US$ 73.95

    Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment... more...