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- World Scientific Publishing Company 2004; US$ 96.00
This book aims to provide a self-contained introduction to the local geometry of the stochastic flows. It studies the hypoelliptic operators, which are written in Hörmander?s form, by using the connection between stochastic flows and partial differential equations. The book stresses the author?s view that the local geometry of any stochastic flow is... more...
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 139.00
Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and concepts of the theory, while also illustrating the wide applicability. more...
- World Scientific Publishing Company 2007; US$ 236.00
This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations... more...
- World Scientific Publishing Company 2012; US$ 137.00
This book provides a broad introduction to the generalized inverses, MoorePenrose inverses, Drazin inverses and TS outer generalized inverses and their perturbation analyses in the spaces of infinite-dimensional. This subject has many applications in operator theory, operator algebras, global analysis and approximation theory and so on.... more...
- De Gruyter 2013; US$ 196.00
Impulsive differential equations have been developed in modeling impulsive problems in physics, population dynamics, ecology, biotechnology, industrial robotics, pharmacokinetics, optimal control, etc. The questions of existence and stability of solutions for different classes of initial values problems for impulsive differential equations... more...
- Elsevier Science 1981; US$ 72.95
Stochastic Differential Equations and Diffusion Processes more...
- Elsevier Science 2007; US$ 89.95
This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists,... more...
- Springer International Publishing 2014; US$ 189.00
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under... more...
- Elsevier Science 2014; US$ 93.95
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements have been... more...