**K.R. Parthasarathy, "An Introduction to Quantum Stochastic Calculus "**

English | ISBN: 3034805659 | 2012 | 301 pages | PDF | 4 MB

English | ISBN: 3034805659 | 2012 | 301 pages | PDF | 4 MB

English | PDF,EPUB | 2021 | 240 Pages | ISBN : 3030858243 | 21.7 MB

This thesis establishes a multifaceted extension of the deterministic control framework that has been a workhorse of nonequilibrium statistical mechanics, to stochastic, discrete, and autonomous control mechanisms.

ITexLi | 2021 | ISBN: 183968657X 9781839686573 1839686561 9781839686566 1839686588 9781839686580 | 351 pages | PDF | 9 MB

This book collects research papers from leading world experts in the field, highlighting ongoing trends, progress, and open problems in this critically important area of mathematics.

English | ISBN: 052101932X | 2005 | 280 pages | PDF | 6 MB

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology.

This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus.

English | PDF | 2008 | 449 Pages | ISBN : 0387743162 | 3.9 MB

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation.

English | PDF | 2008 | 418 Pages | ISBN : 0387758054 | 3.1 MB

This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class of optimal control problems for stochastic hereditary differential systems. It is driven by a standard Brownian motion and with a bounded memory or an infinite but fading memory.

English | ISBN: 3030483053 | 2020 | 142 pages | EPUB, PDF | 13 MB + 2 MB

English | ISBN: 3030209210 | 2020 | 134 pages | EPUB, PDF | 11 MB + 2 MB

English | PDF | 2007 | 290 Pages | ISBN : 1905209746 | 2.77 MB

Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which are used in relation to non-stationary signals. Exercises with solutions feature in each chapter to demonstrate the practical application of these ideas using Matlab.