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Stochastic differential equations : an introduction with applications / par k̲sendal,, Bernt. Publication : [S.l.] : Springer, 2003 . 374 p. ; , This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

The Random-cluster model / par Grimmett, Geoffrey R. Publication : [S.l.] : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2006 . 380 p. ; , Relié. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Theory of random sets / par Molchanov,, Ilya. Publication : [berne.] : Springer, 2005 . 504 p. , This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at http://liinwww.ira.uka.de/bibliography/math/random.closed.sets.html, and is accompanied by a search engine. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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