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#### Basic Stochastic Processes

Wiley 2015; US$ 130.00 US$ 112.67This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented.... more...

#### A First Course in Stochastic Models

Wiley 2003; US$ 89.00 US$ 77.13The field of applied probability has changed profoundly in the past twenty years. The development of computational methods has greatly contributed to a better understanding of the theory. A First Course in Stochastic Models provides a self-contained introduction to the theory and applications of stochastic models. Emphasis is placed on establishing... more...

#### Gaussian Markov Random Fields

CRC Press 2005; US$ 125.95Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects. This book includes extensive case-studies... more...

#### Pseudo-Differential Equations And Stochastics Over Non-Archimedean Fields

CRC Press 2001; US$ 275.00Provides comprehensive coverage of the most recent developments in the theory of non-Archimedean pseudo-differential equations and its application to stochastics and mathematical physics--offering current methods of construction for stochastic processes in the field of p-adic numbers and related structures. Develops a new theory for parabolic equations... more...

#### Stochastic Partial Differential Equations and Applications

CRC Press 2002; US$ 297.00Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic... more...

#### Stochastic Processes and Functional Analysis

CRC Press 2004; US$ 297.00This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochastic... more...

#### Stochastic Dynamics

Springer New York 2007; US$ 106.55The 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...

#### Graph Directed Markov Systems

Cambridge University Press 2003; US$ 108.00Monograph on Graph Directed Markov Systems with backgound and research level material. more...

#### From Markov Chains To Non-equilibrium Particle Systems

World Scientific Publishing Company 2004; US$ 165.00 US$ 143.55This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. more...

#### Probability and Computing

Cambridge University Press 2005; US$ 68.00An excellent 2005 introduction to the probabilistic techniques and paradigms used in the development of probabilistic algorithms and analyses. more...