

Click the serial number on the left to view the details of the item. 
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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 
MouHsiung 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 


3.


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 manmade 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 nonexplosion, 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 wellknown 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 
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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.

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 
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6.


Title  Quantum stochastics 
Author(s)  MouHsiung 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, selfcontained 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 largetime 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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