Bernt Oksendal 
Stochastic Differential Equations 
An Introduction with Applications

Key Features:

• The Book Covers recent results of the traditional block pulse and other functions related material
• Discusses ‘functions related to block pulse functions’ exte …

“Wonderful . . . a great resource for automobile fans who want to understand science, and vice versa.” —Alan C. Tribble, author of A Tribble’s Guide to Space For some, driving is …

An accessible exploration of a notoriously difficult subject, this “gem of physics pedagogy . . . should be required reading for all courses on thermodynamics” (Robert C. Hilborn, Un …

A web map is an interactive display of geographic information, in the form of a web page, that you can use to tell stories and answer questions. Web maps have numerous advantages over traditional map …

This book covers the latest problems of modern mathematical methods for three-dimensional problems of diffraction by arbitrary conducting screens. This comprehensive study provides an introduction to …

Presenting a comprehensive theory of orthogonal polynomials in two real variables and properties of Fourier series in these polynomials, this volume also gives cases of orthogonality over a region …

Finite Difference Methods in Heat Transfer, Second Edition focuses on finite difference methods and their application to the solution of heat transfer problems. Such methods are based on the discreti …

Based on his own work, the author synthesizes the most promising approaches and ideals in field theory today. He presents such subjects as statistical mechanics, quantum field theory and their …

To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge …