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#### Random Fragmentation and Coagulation Processes

Cambridge University Press 2006; US$ 80.00The first comprehensive theoretical account of mathematical models for random and repeated fragmentation and coagulation over time. more...

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

World Scientific Publishing Company 2004; US$ 64.00 US$ 58.24This 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...

#### Random Fields Estimation

World Scientific Publishing Company 2005; US$ 118.00 US$ 107.38This book contains a novel theory of random fields estimation of Wiener type, developed originally by the author and presented here. No assumption about the Gaussian or Markovian nature of the fields are made. The theory, constructed entirely within the framework of covariance theory, is based on a detailed analytical study of a new class of multidimensional... more...

#### Random Walk In Random And Non-random Environments (second Edition)

World Scientific Publishing Company 2005; US$ 153.00 US$ 139.23The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results ? mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage... more...

#### Recent Developments In Stochastic Analysis And Related Topics - Proceedings Of The First Sino-german Conf On Stochastic Analysis (a Satellite Conference Of Icm 2002)

World Scientific Publishing Company 2004; US$ 194.00 US$ 176.54This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in... more...

#### Stochastic Analysis

World Scientific Publishing Company 2005; US$ 118.00 US$ 107.38This volume includes papers by leading mathematicians in the fields of stochastic analysis, white noise theory and quantum information, together with their applications. The papers selected were presented at the International Conference on Stochastic Analysis: Classical and Quantum held at Meijo University, Nagoya, Japan from 1 to 5 November 2004.... more...

#### The Malliavin Calculus and Related Topics

Springer Berlin Heidelberg 2006; US$ 74.00There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two... more...

#### Fluctuation Theory for Lévy Processes

Springer Berlin Heidelberg 2007; US$ 31.71Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence,... more...

#### Dynamics of Stochastic Systems

Elsevier Science 2005; US$ 73.95Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment... more...

#### Random Walks and Geometry

De Gruyter 2004; US$ 252.70Recent developments show that probability methods have become a very powerful tool in such different areas as statistical physics, dynamical systems, Riemannian geometry, group theory, harmonic analysis, graph theory and computer science. This volume is an outcome of the special semester 2001 - Random Walks held at the Schrödinger... more...