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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 |
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eBook |
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| 2 |
Bernt Oksendal |
Stochastic differential equations: An Introduction with Applications |
026706 |
2003 |
Book |
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| 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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| 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 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,Price | Rs 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 Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| OB1453 |
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On Shelf |
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2.
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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
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| Item Type | Book |
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| 026706 |
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519.21/OKS/026706 |
On Shelf |
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+Copy Specific Information | |