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- World Scientific Publishing Company 2009; US$ 76.00 US$ 62.32
Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. The book covers basic probability and measure theory on continuous state spaces and then develops the theory of LMPs. more...
- De Gruyter 2010; US$ 213.36
Masatoshi Fukushima is one of the most influential probabilists of our times. His fundamental work on Dirichlet forms and Markov processes made Hilbert space methods a tool in stochastic analysis and by this he opened the way to several new developments. His impact on a new generation of probabilists can hardly be overstated. These Selecta... more...
- Elsevier Science 2010; US$ 175.00
The first part of the book provides a pedagogical introduction to the physics of complex systems driven far from equilibrium. In this part we discuss the basic concepts and theoretical techniques which are commonly used to study classical stochastic transport in systems of interacting driven particles. The analytical techniques include mean-field theories,... more...
- Springer Berlin Heidelberg 2010; US$ 159.00
Stochastic Analysis provides mathematical tools to both describe and model high dimensional random systems. The text presents a sample of the current research in the different branches of the subject, including collected works of the participants at the the 7th ISAAC Congress at Imperial College London, July 2009. more...
- Wiley 2011; US$ 218.00 US$ 188.93
A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinarily successful application to financial mathematics, stochastic differential equations, and more. This book features a new measure theoretic approach to... more...
- World Scientific Publishing Company 2011; US$ 98.00 US$ 80.36
This volume contains current work at the frontiers of research in quantum probability, infinite dimensional stochastic analysis, quantum information and statistics. It presents a carefully chosen collection of articles by experts to highlight the latest developments in those fields. Included in this volume are expository papers which will help increase... more...
- Springer Berlin Heidelberg 2011; US$ 44.92
This monograph covers the theory of Dirichlet forms. It examines the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite LÚvy processes and summarizes the model-theoretic genericity of hyperfinite stochastic processes theory. more...
- Princeton University Press 2011; US$ 120.00 US$ 96.00
This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience... more...
- Elsevier Science 2008; US$ 89.95
Markov processes are used to model systems with limited memory. They are used in many areas including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration,... more...