Horrific, horrendous, unspeakable, The Whitechapel Murderer, Jack the Ripper, stalked the streets of East London in 1888, slaughtering prostitutes and bewildering the police who were hunting him. They never succeeded in apprehending him, and to this day the mystery of his identity remains an enigma. But he did leave clues to his identity, and numerous theories have been entertained throughout the one hundred and twenty years since he held London's East End in his grip of terror. This book looks at the evidence left by the murderer and the reports and investigative papers which recorded the atrocities that the Ripper performed. It takes time to analyse the existing information and evaluate the letters sent to the police. It is the strongest and most powerful book ever written on the murders. It dispels a lot of myths attached to the Ripper, and eliminates a lot of the previously conjectured perpetrators, leaving only those who realistically could have been...Jack the Ripper.

SELFHOOD is a practical self-help book, designed to help people to recover their sense of self, be happier and more fulfilled. Readers will learn a great deal about themselves, others and life. Readers will discover what selfhood means, how closely selfhood is linked to emotional and mental wellbeing and mental illness, the components of selfhood, how selfhood is lost, the feature of low and high selfhood, and how to reclaim one's sense of selfhood.SELFHOOD contains many practical suggests and recommended actions, devised to enhance people's sense of self. It is simply not possible to feel good, to regularly experience emotional wellbeing and mental health if your level of selfhood is low. SELFHOOD is the first of Dr. Terry Lynch's Mental Wellness Book Series.

This monograph deals with the asymptotic behaviour, and in particular the largest fluctuations, of various classes of stochastic differential equations (SDEs) and their discretisations. Equations subject to Markovian switching are also studied, allowing the drift and diffusion coefficients to switch randomly according to a Markov jump process. The assumptions are motivated by the large fluctuations experienced by financial markets which are subjected to random regime shifts. Such results are then applied to a variant of the classical Geometric Brownian Motion (GBM) market model. Moreover it is shown that discrete approximations to these equations, using standard and split-step implicit Euler-Maruyama methods, exhibit asymptotic behaviour which is consistent with their continuous-time counterparts.