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Author  Title  Accn#  Year  Item Type  Claims 
1 
Daniel Thomas Gillespie 
Simple Brownian diffusion: An Introduction to the Standard Theoretical Models 
OB1453 

eBook 

2 
Bernt Oksendal 
Stochastic differential equations: An Introduction with Applications 
026706 
2003 
Book 

3 
N. G. Van Kempen 
Stochastic processes in physics and chemistry 
024697 
2007 
Book 

4 
Crispin Gardiner 
Stochastic methods: A Handbook for the Natural and Social Sciences 
024380 
2009 
Book 


1.


Title  Simple Brownian diffusion: An Introduction to the Standard Theoretical Models 
Author(s)  Daniel Thomas Gillespie;Effrosyni Seitaridou 
Publication  Oxford University Press 
Abstract Note  Brownian diffusion is the motion of one or more solute molecules in a sea of very many, much smaller solvent molecules. Its importance today owes mainly to cellular chemistry, since Brownian diffusion is one of the ways in which key reactant molecules move about inside a living cell. This book focuses on the four simplest models of Brownian diffusion: the classical Fickian model, the Einstein model, the discretestochastic (celljumping) model, and the Langevin model. The book carefully develops the theories underlying these models, assess their relative advantages, and clarify their conditions of applicability. Special attention is given to the stochastic simulation of diffusion, and to showing how simulation can complement theory and experiment. Two selfcontained tutorial chapters, one on the mathematics of random variables and the other on the mathematics of continuous Markov processes (stochastic differential equations), make the book accessible to researchers from a broad spectrum of technical backgrounds. 
ISBN,Price  Rs 0.00 
Keyword(s)  1. BROWNIAN DIFFUSION
2. CONTINUOUS MARKOV PROCESSES
3. DISCRETESTOCHASTIC,
4. EBOOK
5. EBOOK  OXFORD UNIVERSITY PRESS
6. MOLECULES
7. STOCHASTIC DIFFERENTIAL EQUATIONS
8. STOCHASTIC SIMULATION

Item Type  eBook 
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Circulation Data
Accession#  
Call#  Status  Issued To  Return Due On  Physical Location 
OB1453 


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2.


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 
On Shelf 



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