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Introduction to Calculus and Analysis II/1
From the reviews: "...one of the best textbooks introducing several generations of mathematicians to higher mathematics. ... This excellent book is highly recommended both to instructors and students." --Acta Scientiarum Mathematicarum, 1991
The Analysis of Linear Partial Differential Operators II
Author received the 1962 Fields Medal Author received the 1988 Wolf Prize (honoring achievemnets of a lifetime) Author is leading expert in partial differential equations
Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations
Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on the random factors. The modern theory of differential equations with random perturbations is on the edge of two mathematical disciplines: random processes and ordinary differential equations. Consequently, the sources of these methods come both from the theory of random processes and from the classic theory of differential equations. This work focuses on the approach to stochastic equations from the perspective of ordinary differential equations. For this purpose, both asymptotic and qualitative methods which appeared in the classical theory of differential equations and nonlinear mechanics are developed.
Selected Works of A. N. Kolmogorov
The creative work of Andrei N. Kolmogorov is exceptionally wide-ranging. In his studies on trigonometric and orthogonal series, the theory of measure and integral, mathematical logic, approximation theory, geometry, topology, functional analysis, classical mechanics, ergodic theory, superposition of functions, and in formation theory, he solved many conceptual and fundamental problems and posed new questions which gave rise to a great deal of further research. Kolmogorov is one of the founders of the Soviet school of probability theory, mathematical statistics, and the theory of turbulence. In these areas he obtained a number of central results, with many applications to mechanics, geophysic...
Statistics of Random Processes II
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Statistics of Random Processes II
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Studies in the Theory of Random Processes
Three-part treatment introduces basics plus theory of stochastic differential equations and various limit theorems connected with convergence of sequence of Markov chains to Markov process with continuous time. 1965 edition.
Mathematics and Life Sciences
The book provides a unique collection of in-depth mathematical, statistical, and modeling methods and techniques for life sciences, as well as their applications in a number of areas within life sciences. The book provides also with a range of new ideas that represent emerging frontiers in life sciences where the application of such quantitative methods and techniques is becoming increasingly important. Many areas within life sciences are becoming increasingly quantitative and the progress in those areas will be more and more dependent on the successful development of advanced mathematical, statistical and modelling methodologies and techniques. The state-of-the-art developments in such meth...
Numerical Integration of Stochastic Differential Equations
This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamental aspects in the contemporary theory of SDE. Firstly, the construction of numerical methods for such systems is important as the solutions provided serve as characteristics for a number of mathematical physics problems. Secondly, the employment of probability representations together with a Monte Carlo method allows us to reduce the solution of complex multidimensional problems of mathematical physics to the integration of stochastic equations. Along with a general theory of numerical integrations of such systems, both in the mean-square and the weak sense, a number of concrete and sufficiently constructive numerical schemes are considered. Various applications and particularly the approximate calculation of Wiener integrals are also dealt with. This book is of interest to graduate students in the mathematical, physical and engineering sciences, and to specialists whose work involves differential equations, mathematical physics, numerical mathematics, the theory of random processes, estimation and control theory.
Numerical Modelling of Random Processes and Fields
No detailed description available for "Numerical Modelling of Random Processes and Fields".
