Real and Stochastic AnalysisRecent Advances
Stochastic Calculus: A Practical Introduction
White Noise Distribution Theory
March 06, 1997
Real and Stochastic Analysis: Recent Advances presents a carefully edited collection of research articles written by research mathematicians and highlighting advances in RSA. A balanced blend of both theory and applications, this book covers six aspects of stochastic analysis in depth and...
Jewgeni H. Dshalalow
January 21, 1997
Queueing systems and networks are being applied to many areas of technology today, including telecommunications, computers, satellite systems, and traffic processes. This timely book, written by 26 of the most respected and influential researchers in the field, provides an overview of fundamental...
June 21, 1996
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic...
April 17, 1996
Learn the basics of white noise theory with White Noise Distribution Theory. This book covers the mathematical foundation and key applications of white noise theory without requiring advanced knowledge in this area. This instructive text specifically focuses on relevant application topics such as...
Jewgeni H. Dshalalow
September 18, 1995
The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new...
Goong Chen, Guanrong Chen, Shih-Hsun Hsu
July 12, 1995
Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered.Reviews of the modern probability and random processes theories and the...
J. Laurie Snell
April 18, 1995
Probability theory has grown from a modest study of simple games of change to a subject with application in almost every branch of knowledge and science. In this exciting book, a number of distinguished probabilists discuss their current work and applications in an easily understood manner....
Christian Houdre, Victor Perez-Abreu
April 05, 1994
The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, stochastic processes, mathematical physics, and statistics. Divided into four parts, this book features a wide selection of surveys and recent...