Autor: Ole E Barndorff-Nielsen

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change o …

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change o …

A Levy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions a …

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This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dl Ete de I Probabilites at st. Flour in August 1986. In view of the statisti …

This is the second of two volumes containing the revised and completed notes of lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics" …

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The volume Stochastic Processes by K. Ito was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute duri …

Wind erosion has such a pervasive influence on environmental and agricultural matters that academic interest in it has been continuous for several decades. However, there has been a tendency for the …

Wind erosion has such a pervasive influence on environmental and agricultural matters that academic interest in it has been continuous for several decades. However, there has been a tendency for the …

This book communicates some contemporary mathematical and statistical developments in river basin hydrology as they pertain to space-time rainfall, spatial landform and network structures and their r …