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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  
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TitleSimple Brownian diffusion: An Introduction to the Standard Theoretical Models
Author(s)Daniel Thomas Gillespie;Effrosyni Seitaridou
PublicationOxford University Press
Abstract NoteBrownian 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 discrete-stochastic (cell-jumping) 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 self-contained 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,PriceRs 0.00
Keyword(s)1. BROWNIAN DIFFUSION 2. CONTINUOUS MARKOV PROCESSES 3. DISCRETE-STOCHASTIC, 4. EBOOK 5. EBOOK - OXFORD UNIVERSITY PRESS 6. MOLECULES 7. STOCHASTIC DIFFERENTIAL EQUATIONS 8. STOCHASTIC SIMULATION
Item TypeeBook
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Accession#  Call#StatusIssued ToReturn Due On Physical Location
OB1453     On Shelf    

2.     
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TitleStochastic differential equations: An Introduction with Applications
Author(s)Bernt Oksendal
Edition6th ed.
PublicationHeidelberg, Springer, 2003.
Descriptionxxxi, 379p.
Series(Universitext)
Abstract NoteThis 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,Price9783540047582 : Eur 51.99(PB)
Classification519.21
Keyword(s)1. DIFFUSION THEORY 2. MATHEMATICAL FINANCE 3. STOCHASTIC CALCULUS 4. STOCHASTIC DIFFERENTIAL EQUATIONS
Item TypeBook

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Accession#  Call#StatusIssued ToReturn Due On Physical Location
026706   519.21/OKS/026706  On Shelf    

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TitleStochastic processes in physics and chemistry
Author(s)N. G. Van Kempen
Edition3rd
PublicationNew Delhi, Elsevier Science Publishers, 2007.
Descriptionxvi, 463p.
Abstract NoteThe third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant.
ISBN,Price9780444529657 : Rs. 2495.00(PB)
Classification519.216:53/54
Keyword(s)1. EBOOK 2. EBOOK - ELSEVIER 3. FOKKER-PLANCK EQUATION 4. IUCAA-NCRA GRADUATE SCHOOL 5. MARKOV PROCESSES 6. MASTER EQUATION 7. STOCHASTIC DIFFERENTIAL EQUATIONS 8. STOCHASTIC PROCESSES
Item TypeBook
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Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
024697   519.216:53/54/KEM/024697  Issued SN01: Nishant Kumar Singh 09/Nov/2022
OB1396   519.216:53/54/KEM/  On Shelf    

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TitleStochastic methods: A Handbook for the Natural and Social Sciences
Author(s)Crispin Gardiner
PublicationBerlin, Springer-Verlag, 2009.
Descriptionxvii, 447p.
Series(Springer series in synergetics)
Abstract NoteThis fourth edition of the classic text "A Handbook of Stochastic Methods" has been significantly augmented, thoroughly revised, and restructured to accomodate the new material within a systematic logical framework. This new edition adheres the original aim: "to make available in simple language and deductive form, the many formulae and methods that can be found in the literature on stochastic methods."
ISBN,Price9783540707127 : Euro 74.95(HB)
Classification519.216(026)
Keyword(s)1. DIFFUSION 2. ECONOPHYSICS 3. FOKKER-PLANCK EQUATION 4. ITO CALCULUS 5. LEVY PROCESSES 6. MARKOV PROCESSES 7. STOCHASTIC DIFFERENTIAL EQUATIONS 8. STOCHASTIC PROCESSES
Item TypeBook

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Accession#  Call#StatusIssued ToReturn Due On Physical Location
024380   519.216(026)/GAR/024380  On Shelf    

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