Handbook of Brownian Motion
Handbook of Brownian Motion

Author: A. N. Borodin

Publisher: Birkhauser

Published: 1996

Total Pages: 484

ISBN-13:

DOWNLOAD EBOOK

The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The collection contains more than 2500 numbered formulae.This book is of value as a basic reference material to researchers, graduate students, and people doing applied work with Brownian motion and diffusions. It can also be used as a source of explicit examples when teaching stochastic processes.Compared with the first edition published in 1996, this second edition has been revised and considerably expanded. More than 1000 new formulae have been added to the tables and, in particular, geometric Brownian motion is covered both in the theoretical and the formula part of the book.

Handbook of Brownian Motion - Facts and Formulae
Handbook of Brownian Motion - Facts and Formulae

Author: Andrei N. Borodin

Publisher: Springer Science & Business Media

Published: 2015-07-14

Total Pages: 710

ISBN-13: 9783764367053

DOWNLOAD EBOOK

Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book serves as a basic reference for researchers, graduate students, and people doing applied work with Brownian motion and diffusions, and can be used as a source of explicit examples when teaching stochastic processes.

Some Aspects of Brownian Motion
Some Aspects of Brownian Motion

Author: Marc Yor

Publisher: Birkhäuser

Published: 2012-12-06

Total Pages: 160

ISBN-13: 3034889542

DOWNLOAD EBOOK

The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It may be natural that Part II, the younger brother, looks more into the main technique with which Part I was "working", namely: martingales and stochastic calculus. As F. Knight writes, in a review article on Part I, in which research on Brownian motion is compared to gold mining: "In the days of P. Levy, and even as late as the theorems of "Ray and Knight" (1963), it was possible for the practiced eye to pick up valuable reward without the aid of much technology . . . Thereafter, however, the rewards are increasingly achieved by the application of high technology". Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II: this technology, which includes stochastic calculus for general discontinuous semi-martingales, enlargement of filtrations, . . .

Laws of Small Numbers: Extremes and Rare Events
Laws of Small Numbers: Extremes and Rare Events

Author: Michael Falk

Publisher: Birkhäuser

Published: 2013-11-11

Total Pages: 381

ISBN-13: 3034877919

DOWNLOAD EBOOK

Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of Small Numbers gives a mathematically oriented development of the theory of rare events underlying various applications. The new edition incorporates numerous new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.

Brownian Motion
Brownian Motion

Author: Peter Mörters

Publisher: Cambridge University Press

Published: 2010-03-25

Total Pages:

ISBN-13: 1139486578

DOWNLOAD EBOOK

This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.

Handbook of Biochemical Kinetics
Handbook of Biochemical Kinetics

Author: Daniel L. Purich

Publisher: Elsevier

Published: 1999-10-26

Total Pages: 811

ISBN-13: 0080521932

DOWNLOAD EBOOK

Biochemical kinetics refers to the rate at which a reaction takes place. Kinetic mechanisms have played a major role in defining the metabolic pathways, the mechanistic action of enzymes, and even the processing of genetic material. The Handbook of Biochemical Kinetics provides the "underlying scaffolding" of logic for kinetic approaches to distinguish rival models or mechanisms. The handbook also comments on techniques and their likely limitations and pitfalls, as well as derivations of fundamental rate equations that characterize biochemical processes.Key Features* Over 750 pages devoted to theory and techniques for studying enzymic and metabolic processes* Over 1,500 definitions of kinetic and mechanistic terminology, with key references* Practical advice on experimental design of kinetic experiments* Extended step-by-step methods for deriving rate equations* Over 1,000 enzymes, complete with EC numbers, reactions catalyzed, and references to reviews and/or assay methods* Over 5,000 selected references to kinetic methods appearing in the Methods in Enzymology series* 72-page Wordfinder that allows the reader to search by keywords* Summaries of mechanistic studies on key enzymes and protein systems* Over 250 diagrams, figures, tables, and structures

Encyclopedia of Nonlinear Science
Encyclopedia of Nonlinear Science

Author: Alwyn Scott

Publisher: Routledge

Published: 2006-05-17

Total Pages: 2881

ISBN-13: 1135455570

DOWNLOAD EBOOK

In 438 alphabetically-arranged essays, this work provides a useful overview of the core mathematical background for nonlinear science, as well as its applications to key problems in ecology and biological systems, chemical reaction-diffusion problems, geophysics, economics, electrical and mechanical oscillations in engineering systems, lasers and nonlinear optics, fluid mechanics and turbulence, and condensed matter physics, among others.

Anomaly Detection in Random Heterogeneous Media
Anomaly Detection in Random Heterogeneous Media

Author: Martin Simon

Publisher: Springer

Published: 2015-07-23

Total Pages: 153

ISBN-13: 3658109939

DOWNLOAD EBOOK

This monograph is concerned with the analysis and numerical solution of a stochastic inverse anomaly detection problem in electrical impedance tomography (EIT). Martin Simon studies the problem of detecting a parameterized anomaly in an isotropic, stationary and ergodic conductivity random field whose realizations are rapidly oscillating. For this purpose, he derives Feynman-Kac formulae to rigorously justify stochastic homogenization in the case of the underlying stochastic boundary value problem. The author combines techniques from the theory of partial differential equations and functional analysis with probabilistic ideas, paving the way to new mathematical theorems which may be fruitfully used in the treatment of the problem at hand. Moreover, the author proposes an efficient numerical method in the framework of Bayesian inversion for the practical solution of the stochastic inverse anomaly detection problem.