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#### Forward-backward Stochastic Differential Equations and Their Applications

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 1999; US$ 67.95Presents techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation. This volume is a survey/monograph on the theory of forward-backward stochastic differential equations (FBSDEs). It is suitable for readers with basic knowledge of stochastic differential equations. more...

#### Impulsive Differential Inclusions

De Gruyter 2013; US$ 182.00Impulsive 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...

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

World Scientific Publishing Company 2004; US$ 96.00This 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...

#### The Langevin Equation

World Scientific Publishing Company 2012; US$ 176.00This 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...

#### The Langevin Equation

World Scientific Publishing Company 2004; US$ 282.00This 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 and Generalised Langevin Approach to the Dynamics of Atomic, Polymeric and Colloidal Systems

Elsevier Science 2006; US$ 143.00The Langevin and Generalised Langevin Approach To The Dynamics Of Atomic, Polymeric And Colloidal Systems is concerned with the description of aspects of the theory and use of so-called random processes to describe the properties of atomic, polymeric and colloidal systems in terms of the dynamics of the particles in the system. It provides derivations... more...

#### Lyapunov Functionals and Stability of Stochastic Difference Equations

Springer London 2011; US$ 159.00This book offers a general method of Lyapunov functional construction which lets researchers analyze the degree to which the stability properties of differential equations are preserved in their difference analogues. Includes examples from physical systems. more...

#### Lyapunov Functionals and Stability of Stochastic Functional Differential Equations

Springer International Publishing 2013; US$ 129.00This book offers a detailed description of Lyapunov functional construction. It features profuse analytical and numerical examples and demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems. more...

#### Markovprozesse und stochastische Differentialgleichungen

Springer 2012; US$ 29.95In 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... more...

#### 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...