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#### Introduction to Stochastic Models

Wiley 2013; US$ 150.00 US$ 130.00This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and social sciences. It covers Markov and semi-Markov models, as well as their particular cases: Poisson, renewal processes, branching processes, Ehrenfest... more...

#### Probability, Statistics, and Stochastic Processes

Wiley 2011; US$ 146.00 US$ 126.53A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines... more...

#### Markov Processes, Feller Semigroups and Evolution Equations

World Scientific Publishing Company 2010; US$ 126.00This book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time... more...

#### Recent Development in Stochastic Dynamics and Stochastic Analysis

World Scientific Publishing Company 2010; US$ 95.00Stochastic 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...

#### A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

Vieweg+Teubner Verlag 2011; US$ 97.97Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their solution, the author proposes a novel decomposition approach which relies on the concept of splitting the underlying scenario tree into subtrees. Based... more...

#### Stochastik

De Gruyter 2009; US$ 38.05The fourth German edition of this textbook presents the fundamental ideas and results of both probability theory and statistics. It comprises the material of a one-year course, and is addressed to students of mathematics as well as scientists and computer scientists with interest in the mathematical aspects of stochastics. more...

#### An Introduction to Stochastic Modeling, Student Solutions Manual (e-only)

Elsevier Science 2011; US$ 9.99An Introduction to Stochastic Modeling, Student Solutions Manual (e-only) more...

#### An Introduction to Stochastic Modeling

Elsevier Science 2010; US$ 99.95Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, 4e, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the... more...

#### NEW TRENDS IN STOCHASTIC ANALYSIS AND RELATED TOPICS

World Scientific Publishing Company 2011; US$ 118.00The 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...

#### Dirichlet Forms and Analysis on Wiener Space

De Gruyter 1991; US$ 119.71The 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...