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#### An Innovation Approach To Random Fields

World Scientific Publishing Company 2004; US$ 149.00A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a multi-dimensional manifold like a curve or a surface. As the parameter varies, the random field carries much information and hence it has complex stochastic structure.The authors of this book use an approach that is characteristic: namely, they first... more...

#### Lévy Processes in Lie Groups

Cambridge University Press 2004; US$ 100.00Up-to-the minute research on important stochastic processes. more...

#### MAM 2006

Bitingduck Press 2006; US$ 29.95The Markov Anniversary Meeting, June 12-14, 2006 was the fifth in a series of conferences devoted to the Numerical Solution of Markov Chains (NSMC). The prior four NSMC conferences were held in 1990, 1995, 1999, and 2003. The first two conferences were held in Raleigh, North Carolina, the third moved overseas to Zarazoga, Spain, and the fourth was... more...

#### Multiparameter Processes

Springer 2006; US$ 99.00Multi-parameter processes extend the existing one-parameter theory in an elegant way and have many applications to other fields in mathematics. This book on random fields is designed for a second graduate course in probability. more...

#### Lévy Processes and Stochastic Calculus

Cambridge University Press 2004; US$ 80.00Graduate text decsribing two of the main tools for modern mathematical finance. more...

#### Dynamic Random Walks

Elsevier Science 2006; US$ 117.00The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).... more...

#### Random Fragmentation and Coagulation Processes

Cambridge University Press 2006; US$ 80.00First comprehensive theoretical account; written for readers with a solid background in probability. 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...

#### 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$ 314.00This 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$ 193.00This 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...