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Measure-valued Processes and Stochastic Flows

Dorogovtsev, Andrey A.
Measure-valued Processes and Stochastic Flows
This book discusses the systems of interacting particles evolving in the random media. The focus is on the study of both the finite subsystems motion and the flow, describing motion of all particles in the space. The integral characteristics of the system and mass distribution are also covered and results are illustrated with examples from turbulence theory, synchronization and DNA evolution.

CHF 182.00

Stochastic Analysis and Random Maps in Hilbert Space

Dorogovtsev, A. A.
Stochastic Analysis and Random Maps in Hilbert Space
This book is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered. Therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, i.e. white noise. The book consists of five chapters. The first chapte...

CHF 137.00