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Dieses Lehrbuch beschäftigt sich mit stochastischen Prozessen in der Zeit. Diese Klasse von mathematischen Modellen hat vielfältige Anwendungen auf Problemstellungen, in denen man …
In der modernen Stochastik werden Wahrscheinlichkeiten im Zusammenhang mit Zufallsvariablen gedacht. Damit macht dieses Lehrbuch Ernst, schon die Welt uniform verteilter …
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates …
Schrodinger Equations and Diffusion Theory addresses the question "e;What is the Schrodinger equation?"e; in terms of diffusion processes, and shows that the Schrodinger …
An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of systems subject to the laws of chance both from the classical and the quantum …
This volume presents self-contained survey articles on modern research areas written by experts in their fields. The topics are located at the interface of spectral theory, theory …
This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano …
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed …
This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano …
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed …