Yuliya Mishura 
Stochastic Calculus for Fractional Brownian Motion and Related Processes [PDF ebook] 

Learn the basics of white noise theory with White Noise Distribution Theory. This book covers the mathematical foundation and key applications of white noise theory without requiring advanced knowled …

Discover the Connections between Different Structures and Fields Discrete Structures and Their Interactions highlights the connections among various discrete structures, including graphs, directed gr …

Instead of presenting the standard theoretical treatments that underlie the various numerical methods used by scientists and engineers, Using R for Numerical Analysis in Science and Engineering shows …

The tool for visualization is Microsoft Visual C++. This popular software has the standard C++ combined with the Microsoft Foundation Classes (MFC) libraries for Windows visualization. This book expl …

This book provides a systematic presentation of the mathematical foundation of modern physics with applications particularly within classical mechanics and the theory of relativity. Written to be sel …

This book focuses on solutions of second order, linear, parabolic, partial differentialequations on an infinite strip-emphasizing their integral representation, their initialvalues in several senses, …

This book is designed for a systematic understanding of nuclear diffusion theory along with fuzzy/interval/stochastic uncertainty. This will serve to be a benchmark book for graduate & postgraduate s …

This book is a follow-up to the introductory text written by the same authors. The primary emphasis on this book is linear and nonlinear partial differential equations with particular concentration o …

Partial differential equations (PDEs) play an important role in the natural sciences and technology, because they describe the way systems (natural and other) behave. The inherent suitability of PDEs …

This is the first book designed to introduce Bayesian inference procedures for stochastic processes. There are clear advantages to the Bayesian approach (including the optimal use of prior informatio …