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#### Ergodicity for Infinite Dimensional Systems

Cambridge University Press 1996; US$ 84.00This is the only book on stochastic modelling of infinite dimensional dynamical systems. more...

#### Essentials of Stochastic Processes

Springer New York 2012; US$ 69.95In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exercises for better understanding. more...

#### Examples in Markov Decision Processes

World Scientific Publishing Company 2012; US$ 74.00This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like stock exchange, queues, gambling, optimal search etc, the main attention is paid to counter-intuitive, unexpected properties of optimization problems. Such... more...

#### A First Course in Probability and Markov Chains

Wiley 2012; US$ 91.00Provides an introduction to basic structures of probability with a view towards applications in information technology A First Course in Probability and Markov Chains presents an introduction to the basic elements in probability and focuses on two main areas. The first part explores notions and structures in probability, including combinatorics,... more...

#### A First Course in Stochastic Models

Wiley 2003; US$ 86.00The 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...

#### Fluctuation Theory for Lévy Processes

Springer Berlin Heidelberg 2007; US$ 49.95Lévy 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...

#### Foundations of Infinitesimal Stochastic Analysis

Elsevier Science 2011; US$ 24.95This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal... more...

#### Foundations of Stochastic Analysis

Elsevier Science 2014; US$ 72.95Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are... more...

#### Fractal-Based Point Processes

Wiley 2005; US$ 167.00An integrated approach to fractals and point processes This publication provides a complete and integrated presentation of the fields of fractals and point processes, from definitions and measures to analysis and estimation. The authors skillfully demonstrate how fractal-based point processes, established as the intersection of these two fields,... more...

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

World Scientific Publishing Company 2004; US$ 155.00This 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...