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Random processes : First-Passage and Escape
Material type:
TextPublication details: World Scientific Singapore 2018Description: xvi, 372 pagesISBN: - 9789813225312
- 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.
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
Reference
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IIIT Kottayam Central Library Reference | 519.23 MAS/R (Browse shelf(Opens below)) | Not For Loan | 2143 | |||
|
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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