Bøger i Probability and Stochastics Series serien

Covers the mathematical foundation and key applications of white noise theory. This book focuses on topics such as integral kernel operators, Fourier transforms, Laplacian operators, white noise integration, Feynman integrals, and positive generalized functions.

Focusing on methods developed in queuing, this text provides an overview of problems in this area. Each chapter provides a background of the method followed by a survey of techniques, applications of the method to various queuing models and a discussion of open problems and new research directions.

Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case.