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#### Basics of Applied Stochastic Processes

Springer 2009; US$ 89.99Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, Poisson processes, and Brownian motion. This book presents structure and basic properties of these stochastic processes. more...

#### Fundamentals of Stochastic Filtering

Springer 2008; US$ 59.95The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment... more...

#### Stochastic Volatility

Oxford University Press, UK 2005; US$ 64.99Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved. General Introduction... more...

#### Level Sets and Extrema of Random Processes and Fields

Wiley 2009; US$ 139.00A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems... more...

#### Hasard, nombres aléatoires et méthode Monte Carlo

Presses de l''niversite du Quebec 2001; US$ 24.00L'univers de l'homme moderne, si pétri de rationalisme, si environné de technologies et d'artéfacts rassurants, est néanmoins imprégné de hasard, davantage que ne l'était celui de ses ancêtres. L'auteur traite des séries de nombres aléatoires, de leurs propriétés, leur... more...

#### Probability, Statistics, and Stochastic Processes

Wiley 2011; US$ 146.00A 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 a... more...

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

World Scientific Publishing Company 2010; US$ 154.00Stochastic 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...

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

World Scientific Publishing Company 2010; US$ 204.00This 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...

#### Stochastik

De Gruyter 2009; US$ 980.00The 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...