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Jacques Janssen Applied Diffusion Processes from Engineering to Finance


The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Lévy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance. Contents 1. Diffusion Phenomena and Models. 2. Probabilistic Models of Diffusion Processes. 3. Solving Partial Differential Equations of Second Order. 4. Problems in Finance. 5. Basic PDE in Finance. 6. Exotic and American Options Pricing Theory. 7. Hitting Times for Diffusion Processes and Stochastic Models in Insurance. 8. Numerical Methods. 9. Advanced Topics in Engineering: Nonlinear Models. 10. Lévy Processes. 11. Advanced Topics in Insurance: Copula Models and VaR Techniques. 12. Advanced Topics in Finance: Semi-Markov Models. 13. Monte Carlo Semi-Markov Simulation Methods. About the Authors Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Télécom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company. Oronzio Manca is Professor of thermal sciences at Seconda Università degli Studi di Napoli in Italy. He is currently Associate Editor of ASME Journal of Heat Transfer and Journal of Porous Media and a member of the editorial advisory boards for The Open Thermodynamics Journal, Advances in Mechanical Engineering, The Open Fuels & Energy Science Journal. Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science at University of Rome “La Sapienza” in Italy. He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models.

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B. L. S. Prakasa Rao Statistical Inference for Fractional Diffusion Processes


Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus of the book is to consider parametric and nonparametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable. Key features: Introduces self-similar processes, fractional Brownian motion and stochastic integration with respect to fractional Brownian motion. Provides a comprehensive review of statistical inference for processes driven by fractional Brownian motion for modelling long range dependence. Presents a study of parametric and nonparametric inference problems for the fractional diffusion process. Discusses the fractional Brownian sheet and infinite dimensional fractional Brownian motion. Includes recent results and developments in the area of statistical inference of fractional diffusion processes. Researchers and students working on the statistics of fractional diffusion processes and applied mathematicians and statisticians involved in stochastic process modelling will benefit from this book.

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B. L. S. Prakasa Rao Statistical Inference for Fractional Diffusion Processes


Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus of the book is to consider parametric and nonparametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable. Key features: Introduces self-similar processes, fractional Brownian motion and stochastic integration with respect to fractional Brownian motion. Provides a comprehensive review of statistical inference for processes driven by fractional Brownian motion for modelling long range dependence. Presents a study of parametric and nonparametric inference problems for the fractional diffusion process. Discusses the fractional Brownian sheet and infinite dimensional fractional Brownian motion. Includes recent results and developments in the area of statistical inference of fractional diffusion processes. Researchers and students working on the statistics of fractional diffusion processes and applied mathematicians and statisticians involved in stochastic process modelling will benefit from this book.

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Jacques Janssen Mathematical Finance


This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.

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Oliver C. Ibe Elements of Random Walk and Diffusion Processes


Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic processes, the book presents the connections between diffusion equations and random motion. Standard methods and applications of Brownian motion are addressed in addition to Levy motion, which has become popular in random searches in a variety of fields. The book also covers fractional calculus and introduces percolation theory and its relationship to diffusion processes. With a strong emphasis on the relationship between random walk theory and diffusion processes, Elements of Random Walk and Diffusion Processes features: Basic concepts in probability, an overview of stochastic and fractional processes, and elements of graph theory Numerous practical applications of random walk across various disciplines, including how to model stock prices and gambling, describe the statistical properties of genetic drift, and simplify the random movement of molecules in liquids and gases Examples of the real-world applicability of random walk such as node movement and node failure in wireless networking, the size of the Web in computer science, and polymers in physics Plentiful examples and exercises throughout that illustrate the solution of many practical problems Elements of Random Walk and Diffusion Processes is an ideal reference for researchers and professionals involved in operations research, economics, engineering, mathematics, and physics. The book is also an excellent textbook for upper-undergraduate and graduate level courses in probability and stochastic processes, stochastic models, random motion and Brownian theory, random walk theory, and diffusion process techniques.

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Yuliya Mishura Theory and Statistical Applications of Stochastic Processes


This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.

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Chris Cosner Spatial Ecology via Reaction-Diffusion Equations


Many ecological phenomena may be modelled using apparently random processes involving space (and possibly time). Such phenomena are classified as spatial in their nature and include all aspects of pollution. This book addresses the problem of modelling spatial effects in ecology and population dynamics using reaction-diffusion models. * Rapidly expanding area of research for biologists and applied mathematicians * Provides a unified and coherent account of methods developed to study spatial ecology via reaction-diffusion models * Provides the reader with the tools needed to construct and interpret models * Offers specific applications of both the models and the methods * Authors have played a dominant role in the field for years Essential reading for graduate students and researchers working with spatial modelling from mathematics, statistics, ecology, geography and biology.

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Группа авторов Continuous Semi-Markov Processes


This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.

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Группа авторов Markov Processes and Applications


This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful to anybody teaching a course on Markov processes. Jean-François Le Gall, Professor at Université de Paris-Orsay, France. Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. They constitute important models in many applied fields. After an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance. Features include: The Monte Carlo method, discrete time Markov chains, the Poisson process and continuous time jump Markov processes. An introduction to diffusion processes, mathematical finance and stochastic calculus. Applications of Markov processes to various fields, ranging from mathematical biology, to financial engineering and computer science. Numerous exercises and problems with solutions to most of them

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Applied Semi-Markov Processes | Jacques Janssen | Springer

Applied Semi-Markov Processes aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. The book presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. These concepts are fundamental for many applications, but they are not as ...

Applied Semi-Markov Processes (Buch (kartoniert)), Jacques ...

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Applied Semi-Markov Processes | Jacques Janssen, Raimondo ...

Applied Semi-Markov Processes Jacques Janssen, Raimondo Manca Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes.

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Entdecken Sie "Applied Semi-Markov Processes" von Jacques Janssen und finden Sie Ihren Buchhändler. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the rea

Applied Semi-Markov Processes - Jacques Janssen, Raimondo ...

Jacques Janssen, Raimondo Manca. Springer US, Nov 2, 2005 - Mathematics - 310 pages. 0 Reviews. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous ...

Applied Semi-Markov Processes by Jacques Janssen

Applied Semi-Markov Processes book. Read reviews from world’s largest community for readers. Aims to give to the reader the tools necessary to apply semi...

Applied Semi-Markov Processes by Jacques Janssen; Raimondo ...

APPLIED SEMI-MARKOV PROCESSES by JANSSEN, JACQUES, MANCA, RAIMONDO ,. Springer, 2005. 1st. Hardcover. New/New. ... APPLIED SEMI-MARKOV PROCESSES by JANSSEN, JACQUES, MANCA, RAIMONDO ,. Springer, 2005. 1st. Hardcover. New/New. ... COVID-19 Update. November 10, 2020: Biblio is open and shipping orders. Read more here. Skip to content. Sign In; Register; Help; You have items in your cart. Toggle ...

Applied Semi-Markov Processes | SpringerLink

Applied Semi-Markov Processes aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probabil . Skip to main content Skip to table of contents. Advertisement. Hide. Search SpringerLink. Search. Home; Log in; Applied Semi-Markov Processes. Authors (view affiliations) Jacques Janssen ...

Электронная книга: Jacques Janssen. Applied Diffusion ...

About the Authors Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previouslytaught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Télécom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company. Oronzio Manca is Professor ...

Applied Diffusion Processes from Engineering to Finance ...

Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Télécom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company.

Jacques Janssen & Raimondo Manca Applied Semi-Markov ...

Jacques Janssen & Raimondo Manca Applied Semi-Markov Processes . Support. Adobe DRM. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov ...

Applied Semi-Markov Processes von Jacques Janssen ...

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes.

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Applied Semi-Markov Processes - Kindle edition by Janssen, Jacques, Manca, Raimondo. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Applied Semi-Markov Processes.

Applied Semi-Markov Processes - Jacques Janssen, Raimondo ...

Applied Semi-Markov Processes. Jacques Janssen, Raimondo Manca. Springer Science & Business Media, Feb 8, 2006 - Mathematics - 310 pages. 0 Reviews. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov ...

Applied Semi-Markov Processes (eBook, PDF) von Jacques ...

Jacques Janssen, Raimondo Manca Applied Semi-Markov Processes (eBook, PDF) Leseprobe. Als Download kaufen -11%. 72,95 € Statt 81,99 €** 72,95 € inkl. MwSt. **Preis der gedruckten Ausgabe (Gebundenes Buch) eBook bestellen. Sofort per Download lieferbar. 36 °P sammeln. Jetzt verschenken-11%. 72,95 € Statt 81,99 €** 72,95 € inkl. MwSt. **Preis der gedruckten Ausgabe (Gebundenes Buch ...

Applied Diffusion Processes from Engineering to Finance ...

Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Télécom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company.

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Mathematical Finance - ISBN: 9781118622414 - (ebook) - von ...

von: Jacques Janssen, ... This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more. Inhaltsverzeichnis <p>Preface xvii</p> <p><b>Part I. Deterministic Models 1</b></p> <p>Chapter 1. Introductory Elements to Financial Mathematics 3</p ...

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Applied Semi-Markov Processes - Jacques Janssen, Raimondo ...

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Applied Semi-Markov Processes by Janssen, Jacques , Manca, Raimondo Published 2006

Jacques JANSSEN | Solvay, Brussels | Department of Mathematics

Jacques JANSSEN of Solvay, Brussels | Read 212 publications | Contact Jacques JANSSEN

Applied Semi-Markov Processes - Jacques Janssen, Raimondo ...

Jacques Janssen, Raimondo Manca. Springer US, 2 nov 2005 - 310 pagine. 0 Recensioni. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov ...

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Semi-Markov Risk Models for Finance, Insurance and Reliability von: Jacques Janssen, Raimondo Manca Verlag:

Mathematical Finance: Deterministic and Stochastic Models ...

Jacques Janssen. is Honorary Professor at the Solvay Business School in Brussels, Belgium. He has previously taught at EURIA and been a director of Jacan Insurance and Finance Services, a consultancy and training company. Raimondo Manca is professor of mathematical methods applied to economics, finance and actuarial science at University of Rome "La Sapienza" in Italy. He is associate editor ...

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Applied Semi Markov Processes Janssen Jacques Manca Raimondo

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Applied Semi-Markov Processes / Edition 1 by Jacques ...

Applied Semi-Markov Processes / Edition 1 available in Hardcover, Paperback. Add to Wishlist. ISBN-10: 144193992X ISBN-13: 9781441939920 Pub. Date: 10/29/2010 Publisher: Springer US. Applied Semi-Markov Processes / Edition 1. by Jacques Janssen, Raimondo Manca | Read Reviews. Paperback View All Available Formats & Editions. Current price is , Original price is $119.99. You . Buy New $119.99 ...

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By Jacques Janssen, Christos H. Skiadas and Constantin Zopounidis (editor) See complete details on each edition (2 editions listed) ... Applied Diffusion Processes from Engineering to Finance. Product Description: The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real ...

Semi-Markov Risk Models for Finance, Insurance and ...

Jacques Janssen, Raimondo Manca. Springer Science & Business Media, May 15, 2007 - Mathematics - 430 pages. 0 Reviews. This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book ...

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Jacques Janssen Basic Stochastic Processes


This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented. The authors also present basic concepts so that this series is relatively self-contained for the main audience formed by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk managers, students in Master in mathematics or economics and people involved in Solvency II for insurance companies and in Basel II and III for banks.

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Denis Bosq Mathematical Statistics and Stochastic Processes


Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today’s practitioners. Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and robustness, second-order processes in discrete and continuous time and diffusion processes, statistics for discrete and continuous time processes, statistical prediction, and complements in probability. This book is aimed at students studying courses on probability with an emphasis on measure theory and for all practitioners who apply and use statistics and probability on a daily basis.

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Hanspeter Schmidli Stochastic Processes for Insurance and Finance


Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors describe in general terms models based on Markov processes, martingales and various types of point processes. Discussing frequently asked insurance questions, the authors present a coherent overview of the subject and specifically address: The principal concepts from insurance and finance Practical examples with real life data Numerical and algorithmic procedures essential for modern insurance practices Assuming competence in probability calculus, this book will provide a fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences. Wiley Series in Probability and Statistics

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Jacques Janssen Big Data for Insurance Companies


This book will be a “must” for people who want good knowledge of big data concepts and their applications in the real world, particularly in the field of insurance. It will be useful to people working in finance and to masters students using big data tools. The authors present the bases of big data: data analysis methods, learning processes, application to insurance and position within the insurance market. Individual chapters a will be written by well-known authors in this field.

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Nikolaos Limnios Introduction to Stochastic Models


This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and social sciences. It covers Markov and semi-Markov models, as well as their particular cases: Poisson, renewal processes, branching processes, Ehrenfest models, genetic models, optimal stopping, reliability, reservoir theory, storage models, and queuing systems. Given this comprehensive treatment of the subject, students and researchers in applied sciences, as well as anyone looking for an introduction to stochastic models, will find this title of invaluable use.

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Bartosz Grzybowski A. Chemistry in Motion. Reaction-Diffusion Systems for Micro- and Nanotechnology


Change and motion define and constantly reshape the world around us, on scales from the molecular to the global. In particular, the subtle interplay between chemical reactions and molecular transport gives rise to an astounding richness of natural phenomena, and often manifests itself in the emergence of intricate spatial or temporal patterns. The underlying theme of this book is that by “setting chemistry in motion” in a proper way, it is not only possible to discover a variety of new phenomena, in which chemical reactions are coupled with diffusion, but also to build micro-/nanoarchitectures and systems of practical importance. Although reaction and diffusion (RD) processes are essential for the functioning of biological systems, there have been only a few examples of their application in modern micro- and nanotechnology. Part of the problem has been that RD phenomena are hard to bring under experimental control, especially when the system’s dimensions are small. Ultimately this book will guide the reader through all the aspects of these systems – from understanding the basics to practical hints and then to applications and interpretation of results. Topics covered include: An overview and outlook of both biological and man-made reaction-diffusion systems. The fundamentals and mathematics of diffusion and chemical reactions. Reaction-diffusion equations and the methods of solving them. Spatial control of reaction-diffusion at small scales. Micro- and nanofabrication by reaction-diffusion. Chemical clocks and periodic precipitation structures. Reaction-diffusion in soft materials and at solid interfaces. Microstructuring of solids using RD. Reaction-diffusion for chemical amplification and sensing. RD in three dimensions and at the nanoscale, including nanosynthesis. This book is aimed at all those who are interested in chemical processes at small scales, especially physical chemists, chemical engineers, and material scientists. The book can also be used for one-semester, graduate elective courses in chemical engineering, materials science, or chemistry classes.

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