# The Leading eBooks Store Online

## 3,667,858 members ⚫ 1,180,414 ebooks

Most popular at the top

#### Fluctuation Theory for Lévy Processes

Springer Berlin Heidelberg 2007; US$ 33.69Lévy 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...

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

World Scientific Publishing Company 2004; US$ 64.00 US$ 52.48This 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$ 96.76This 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$ 125.46The 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$ 159.08This 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$ 96.76This 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...

#### 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...

#### Advances In Deterministic And Stochastic Analysis

World Scientific Publishing Company 2007; US$ 154.00 US$ 126.28This volume collects articles in pure and applied analysis, partial differential equations, geometric analysis and stochastic and infinite-dimensional analysis. In particular, the contributors discuss integral and pseudo-differential operators, which play an important role in partial differential equations. Other methods of solving the partial differential... more...

#### Stochastic Differential Equations

World Scientific Publishing Company 2007; US$ 145.00 US$ 118.90This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations... more...

#### Amplitude Equations For Stochastic Partial Differential Equations

World Scientific Publishing Company 2007; US$ 70.00 US$ 57.40Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable... more...