भारतीय सूचना प्रौद्योगिकी संस्थान कोट्टायम
Indian Institute of Information Technology Kottayam
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Random processes : First-Passage and Escape

By: Material type: TextTextPublication details: World Scientific Singapore 2018Description: xvi, 372 pagesISBN:
  • 9789813225312
Subject(s): DDC classification:
  • 519.23 MAS/R
Contents:
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.
List(s) this item appears in: New Arrivals IIIT Kottayam Library - January 2024 | New Arrivals IIIT Kottayam Library
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Reference Reference IIIT Kottayam Central Library Reference 519.23 MAS/R (Browse shelf(Opens below)) Not For Loan 2143
Reference Reference IIIT Kottayam Central Library Reference 519.23 MAS/R (Browse shelf(Opens below)) Not For Loan 2144
Total holds: 0

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.

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