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#### Modeling with Itô Stochastic Differential Equations

Springer Netherlands 2007; US$ 139.00Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system... more...

#### An Introduction To The Geometry Of Stochastic Flows

World Scientific Publishing Company 2004; US$ 64.00This 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...

#### Stochastic Differential Equations

World Scientific Publishing Company 2007; US$ 145.00This 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...

#### Markovprozesse und stochastische Differentialgleichungen

Springer Fachmedien Wiesbaden 2012; Not AvailableIn diesem Lehrbuch werden einige Themen aus der Stochastik behandelt, die auf dem Begriff des Markovprozesses aufbauen. Dabei sind Markovprozesse stochastische Prozesse, für welche die Prognose für das zufällige Verhalten in der Zukunft nur von der gegenwärtigen Position abhängt. Die zentralen Begriffe der Markovprozesse werden anschaulich erklärt... more...

#### The Langevin Equation

World Scientific Publishing Company 2004; US$ 174.00This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover in a succinct manner a number of new... more...

#### The Langevin Equation

World Scientific Publishing Company 2012; US$ 108.00This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation,... more...

#### Stochastic Dynamics

Springer New York 2007; Not AvailableThe conference on Random Dynamical Systems took place from April 28 to May 2, 1997, in Bremen and was organized by Matthias Gundlach and Wolfgang Kliemann with the help of th'itz Colonius and Hans Crauel. It brought together mathematicians and scientists for whom mathematics, in particular the field of random dynamical systems, is of relevance. The... more...

#### Stochastic Differential Equations on Manifolds

Cambridge University Press 1982; US$ 52.00A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows and the properties of Brownian motion on Riemannian manifolds. more...

#### Nonlinear Fokker-Planck Equations

Springer Berlin Heidelberg 2006; US$ 139.00This title is included in the Springer complexity programme. more...