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#### Amplitude Equations For Stochastic Partial Differential Equations

World Scientific Publishing Company 2007; US$ 70.00Rigorous 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...

#### Random Walks and Geometry

De Gruyter 2004; US$ 335.00Recent 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...

#### Cycle Representations of Markov Processes

Springer New York 2007; US$ 189.00The cycle representations of Markov processes have been advanced after the publication of the ?rst edition to many directions. One main purpose of these advances was the revelation of wide-ranging interpretations of the - cle decompositions of Markov processes such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations,... more...

#### An Introduction to the Theory of Point Processes

Springer New York 2007; Not AvailableFully revised and updated by the authors who have reworked their 1988 first edition, this brilliant book brings together the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition. more...

#### Stochastic Calculus for Fractional Brownian Motion and Applications

Springer London 2008; US$ 119.00The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. more...

#### Analytical Methods for Markov Semigroups

CRC Press 2006; US$ 154.95For the first time in book form, Analytical Methods for Markov Semigroups provides a comprehensive analysis on Markov semigroups both in spaces of bounded and continuous functions as well as in Lp spaces relevant to the invariant measure of the semigroup. Exploring specific techniques and results, the book collects and updates the literature associated... more...

#### Seminar on Stochastic Analysis, Random Fields and Applications V

Birkhäuser Basel 2008; US$ 189.00This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Veritā) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models... more...

#### Invariant Probabilities of Markov-Feller Operators and Their Supports

Birkhäuser Basel 2005; US$ 69.99In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes are discussed. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, certain time series, etc. Rather than dealing with the processes, the transition probabilities... more...

#### Markov Chains

Elsevier Science 2008; US$ 195.00This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification... more...

#### Markov processes and potential theory

Elsevier Science 2011; US$ 72.95Markov processes and potential theory more...