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Continuous Martingales and Brownian Motion
"This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion....This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." –BULLETIN OF THE L.M.S.
Combinatorial Stochastic Processes
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
Brownian Motion and Stochastic Calculus
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises.
Séminaire de Probabilités XLVIII
In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.
Complex Analysis with MATHEMATICA®
This book presents a way of learning complex analysis, using Mathematica. Includes CD with electronic version of the book.
I'm Your Huckleberry
Instant New York Times Bestseller Legendary actor Val Kilmer shares the stories behind his most beloved roles, reminisces about his star-studded career and love life, and reveals the truth behind his recent health struggles in a remarkably candid autobiography. Val Kilmer has played many iconic roles over his nearly four-decade film career. A table-dancing Cold War agent in Top Secret! A troublemaking science prodigy in Real Genius. A brash fighter pilot in Top Gun. A swashbuckling knight in Willow. A lovelorn bank robber in Heat. A charming master of disguise in The Saint. A wise-cracking detective in Kiss Kiss Bang Bang. Of course, Batman, Jim Morrison and the sharp-shooting Doc Holliday. ...
Mathematical Modeling in Biomedical Imaging I
This volume details promising analytical and numerical techniques for solving challenging biomedical imaging problems, which trigger the investigation of interesting issues in various branches of mathematics.
Mathematical Research Today and Tomorrow
The Symposium on the Current State and Prospects of Mathematics was held in Barcelona from June 13 to June 18, 1991. Seven invited Fields medalists gavetalks on the development of their respective research fields. The contents of all lectures were collected in the volume, together witha transcription of a round table discussion held during the Symposium. All papers are expository. Some parts include precise technical statements of recent results, but the greater part consists of narrative text addressed to a very broad mathematical public. CONTENTS: R. Thom: Leaving Mathematics for Philosophy.- S. Novikov: Role of Integrable Models in the Development of Mathematics.- S.-T. Yau: The Current State and Prospects of Geometry and Nonlinear Differential Equations.- A. Connes: Noncommutative Geometry.- S. Smale: Theory of Computation.- V. Jones: Knots in Mathematics and Physics.- G. Faltings: Recent Progress in Diophantine Geometry.
Boundary Value Problems and Markov Processes
This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary conditions in probability theory. It presents new developments in the theory of singular integrals.
Complex Analysis
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