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Click the serial number on the left to view the details of the item. |
| # |
Author | Title | Accn# | Year | Item Type | Claims |
| 1 |
Sheldon M. Ross |
Introduction to probability models |
026874 |
2019 |
Book |
|
| 2 |
Gopinath Kallianpur |
Stochastic filtering theory: Applications of Mathematics |
026705 |
1980 |
Book |
|
| 3 |
Bernt Oksendal |
Stochastic differential equations: An Introduction with Applications |
026706 |
2003 |
Book |
|
| 4 |
Hiroshi Sugita |
Probability and random number: A First Guide to Randomness |
026255 |
2014 |
Book |
|
| 5 |
John B. Walsh |
Knowing the odds: An Introduction to Probability |
026067 |
2012 |
Book |
|
| 6 |
Mou-Hsiung Chang |
Quantum stochastics |
026054 |
2015 |
Book |
|
| 7 |
M. D. Springer |
Algebra of random variables |
024671 |
1979 |
Book |
|
| 8 |
Henk Tijms |
Understanding probability : Chance rules in everyday life |
020206 |
2004 |
Book |
|
| 9 |
E.T. Jaynes |
Probability theory : The logic of science |
019356 |
2003 |
Book |
|
| 10 |
STIRZAKER, DAVID |
Elementary probability |
009924 |
1994, 1996, 2003 |
Book |
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3.
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| Title | Stochastic differential equations: An Introduction with Applications |
| Author(s) | Bernt Oksendal |
| Edition | 6th ed. |
| Publication | Heidelberg, Springer, 2003. |
| Description | xxxi, 379p. |
| Series | (Universitext) |
| Abstract Note | This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis.
Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and the ‘locally monotone case’ is presented in a detailed and complete way for SPDEs. The extension to this more general framework for SPDEs, for example, in comparison to the well-known case of globally monotone coefficients, substantially widens the applicability of the results. |
| ISBN,Price | 9783540047582 : Eur 51.99(PB) |
| Classification | 519.21
|
| Keyword(s) | 1. DIFFUSION THEORY
2. MATHEMATICAL FINANCE
3. STOCHASTIC CALCULUS
4. STOCHASTIC DIFFERENTIAL EQUATIONS
|
| Item Type | Book |
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| 026706 |
|
519.21/OKS/026706 |
On Shelf |
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|
+Copy Specific Information |
|
4.
|
|
| Title | Probability and random number: A First Guide to Randomness |
| Author(s) | Hiroshi Sugita |
| Publication | Singapore, World Scientific, 2014. |
| Description | xi, 125p |
| Abstract Note | This is a book of elementary probability theory that includes a chapter on algorithmic randomness. It rigorously presents definitions and theorems in computation theory, and explains the meanings of the theorems by comparing them with mechanisms of the computer, which is very effective in the current computer age.
Random number topics have not been treated by any books on probability theory, only some books on computation theory. However, the notion of random number is necessary for understanding the essential relation between probability and randomness. The field of probability has changed very much, thus this book will make and leave a big impact even to expert probabilists.
Readers from applied sciences will benefit from this book because it presents a very proper foundation of the Monte Carlo method with practical solutions, keeping the technical level no higher than 1st year university calculus.
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| ISBN,Price | 9789813228252 : 48.00 |
| Classification | 519.21
|
| Keyword(s) | 1. COMPUTATION THEORY
2. MONTE CARLO METHODS
3. PROBABILITY THEORY
4. RANDOM NUMBERS
5. RANDOMNESS
|
| Item Type | Book |
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| 026255 |
|
519.21/SUG/026255 |
On Shelf |
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+Copy Specific Information |
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6.
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| Title | Quantum stochastics |
| Author(s) | Mou-Hsiung Chang |
| Publication | Cambridge, Cambridge University Press, 2015. |
| Description | xii, 412p. |
| Series | (Cambridge Series in Statistical and Probabilistic Mathematics) |
| Abstract Note | Description Contents Resources Courses About the Authors
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigroups and processes, and large-time asymptotic behavior of quantum Markov semigroups. |
| ISBN,Price | 9781107069190 : UKP 55.00(HB) |
| Classification | 519.21
|
| Keyword(s) | 1. ERGODIC THEORY
2. QUANTUM MARKOV PROCESSES
3. QUANTUM PROBABILITY
4. QUANTUM STOCHASTIC
|
| Item Type | Book |
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| 026054 |
|
519.21/CHA/026054 |
On Shelf |
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+Copy Specific Information | |