Random processes : (Record no. 2204)
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000 -LEADER | |
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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 |
Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Shelving location | Date acquired | Source of acquisition |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 |
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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 |