Microhydrodynamics, Brownian Motion, and Complex Fluids, Michael D. Graham
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish 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. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This 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 text is complemented by a large number of problems and exercises.
Автор: A. N Borodin и P. Salminen Название: Handbook of Brownian motion: facts and formulae ISBN: 3034894627 ISBN-13(EAN): 9783034894623 Издательство: Springer Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: There are two parts in this book. The first part is devoted mainly to the proper- ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style." By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and experience that such a material would be very much welcome by students and people working with applications of diffusions and Brownian motion. In discussions with many of our colleagues we have found that they share this point of view. Our original plan included more things than we were able to realize. It turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to mention Brownian motion in several dimensions which enters only through the discussion of Bessel processes. On the other hand, much attention is given to the theory of local time.
Автор: Philipse Albert P. Название: Brownian Motion: Elements of Colloid Dynamics ISBN: 3319980521 ISBN-13(EAN): 9783319980522 Издательство: Springer Рейтинг: Цена: 6567.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook is an introduction to the Brownian motion of colloids and nano-particles, and the diffusion of molecules. One very appealing aspect of Brownian motion, as this book illustrates, is that the subject connects a broad variety of topics, including thermal physics, hydrodynamics, reaction kinetics, fluctuation phenomena, statistical thermodynamics, osmosis and colloid science. The book is based on a set of lecture notes that the authors used for an undergraduate course at the University of Utrecht, Netherland. It aims to provide more than a simplified qualitative description of the subject, without getting bogged down in difficult mathematics.Each chapter contains exercises, ranging from straightforward ones to more involved problems, addressing instances from (thermal motion in) chemistry, physics and life sciences. Exercises also deal with derivations or calculations that are skipped in the main text.The book offers a treatment of Brownian motion on a level appropriate for bachelor/undergraduate students of physics, chemistry, soft matter and the life sciences. PhD students attending courses and doing research in colloid science or soft matter will also benefit from this book.
Автор: Revuz, Daniel Yor, Marc Название: Continuous martingales and brownian motion ISBN: 3642084001 ISBN-13(EAN): 9783642084003 Издательство: Springer Рейтинг: Цена: 13969.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "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. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... 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, and throwing out challenging remarks about areas awaiting further research..." Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.
Автор: Graham, Michael D. (university Of Wisconsin, Madison) Название: Microhydrodynamics, brownian motion, and complex fluids ISBN: 1107695937 ISBN-13(EAN): 9781107695931 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Flows of complex fluids and other soft materials are ubiquitous in nature and technology, from blood flow to advanced manufacturing. Understanding them requires knowledge from a number of areas. This book brings these topics together in a unique, self-contained and integrated treatment, allowing the reader to see them in context.
Автор: Lampo Aniello, Garcia March Miguel Angel, Lewenstein Maciej Название: Quantum Brownian Motion Revisited: Extensions and Applications ISBN: 3030168034 ISBN-13(EAN): 9783030168032 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Quantum Brownian motion represents a paradigmatic model of open quantum system, namely a system inextricably coupled to the surrounding environment. Such a model is largely used in physics, for instance in quantum foundations to approach in a quantitative manner the quantum-to-classical transition, but also for more practical purposes as the estimation of decoherence in quantum optics experiments.This book presents the main techniques aimed to treat the dynamics of the quantum Brownian particle: Born-Markov master equation, Lindblad equation and Heisenberg equations formalism. Particular attention is given to the interaction between the particle and the bath depends non-linearly on the position of the former. This generalization corresponds to the case in which the bath is not homogeneous. An immediate application is the Bose polaron, specifically an impurity embedded in an ultracold gas.
Автор: Wiersema Название: Brownian Motion Calculus ISBN: 0470021705 ISBN-13(EAN): 9780470021705 Издательство: Wiley Рейтинг: Цена: 5853.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: There are not many calculus books that are very accessible to students without a strong mathematical background and the large majority of financial derivatives students do not have a strong quantitative background. This book provides a short introduction to the subject with examples of its use in mathematical finance e. g pricing of derivatives.
Автор: Krzysztof Burdzy Название: Brownian Motion and its Applications to Mathematical Analysis ISBN: 3319043935 ISBN-13(EAN): 9783319043937 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis.
Автор: Le Gall, Jean-francois Название: Brownian motion, martingales, and stochastic calculus ISBN: 3319310887 ISBN-13(EAN): 9783319310886 Издательство: Springer Рейтинг: Цена: 7965.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Автор: Francesca Biagini; Yaozhong Hu; Bernt ?ksendal; Tu Название: Stochastic Calculus for Fractional Brownian Motion and Applications ISBN: 1849969949 ISBN-13(EAN): 9781849969949 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.
Автор: Harrison Название: Brownian Models of Performance and Control ISBN: 1107018390 ISBN-13(EAN): 9781107018396 Издательство: Cambridge Academ Рейтинг: Цена: 7286.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book from one of the field`s leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. Aimed at non-mathematicians who build and analyze stochastic models, it contains many concrete formulas and worked examples.
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