Random processes : (Record no. 2204)

MARC details
000 -LEADER
fixed length control field 00823cam a2200145 i 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9789813225312
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.23
Item number MAS/R
100 1# - MAIN ENTRY--AUTHOR NAME
Personal name Masoliver, Jaume,
245 10 - TITLE STATEMENT
Title Random processes :
Sub Title First-Passage and Escape
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher World Scientific
Place of publication Singapore
Year of publication 2018
300 ## - PHYSICAL DESCRIPTION
Number of Pages xvi, 372 pages ;
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Fundamentals of probability -- Random processes: definitions and general properties -- Markov processes -- Diffusion processes -- Fokker-Planck equations in several dimensions -- Linear response theory -- Introduction to stochastic calculus -- Stochastic differential equations -- Some financial applications -- First-passage, escape and extremes -- The level crossing problem for diffusion processes -- First-passage and extremes in socio-economic systems.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Stochastic processes.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Shelving location Date acquired Source of acquisition Cost, normal purchase price Full call number Accession Number Price effective from Koha item type
      Not For Loan IIIT Kottayam Central Library IIIT Kottayam Central Library Reference 23/01/2024 TV enterprises, Inv No:625/23-24, dtd 05/01/2024 11643.80 519.23 MAS/R 2143 23/01/2024 Reference
      Not For Loan IIIT Kottayam Central Library IIIT Kottayam Central Library Reference 23/01/2024 TV enterprises, Inv No:625/23-24, dtd 05/01/2024 11643.80 519.23 MAS/R 2144 23/01/2024 Reference
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