-20%
Stochastic Calculus and Applications
Price range: ₹4,994.00 through ₹6,912.00
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
-20%
Stochastic Calculus and Applications
Price range: ₹4,994.00 through ₹6,912.00
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
-20%
Stochastic Calculus for Fractional Brownian Motion and Related Processes
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
Includes supplementary material: sn.pub/extras
-20%
Stochastic Calculus for Fractional Brownian Motion and Related Processes
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
Includes supplementary material: sn.pub/extras
-20%
Stochastic Calculus via Regularizations
Original price was: ₹16,979.00.₹13,584.00Current price is: ₹13,584.00.
The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors.
-20%
Stochastic Calculus via Regularizations
Original price was: ₹16,979.00.₹13,584.00Current price is: ₹13,584.00.
The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors.
-21%
Stochastic Calculus with Infinitesimals
Original price was: ₹3,944.00.₹3,155.00Current price is: ₹3,155.00.
A demonstrably consistent use of infinitesimals permits a radically simplified approach to stochastic calculus Chapters on asset pricing, Lévy processes and the Feynman path integral introduce readers to applications Appendixes explore the relationship with Internal Set Theory and Robinsonian nonstandard analysis Includes supplementary material: sn.pub/extras
-21%
Stochastic Calculus with Infinitesimals
Original price was: ₹3,944.00.₹3,155.00Current price is: ₹3,155.00.
A demonstrably consistent use of infinitesimals permits a radically simplified approach to stochastic calculus Chapters on asset pricing, Lévy processes and the Feynman path integral introduce readers to applications Appendixes explore the relationship with Internal Set Theory and Robinsonian nonstandard analysis Includes supplementary material: sn.pub/extras
-20%
Stochastic Chemical Reaction Systems in Biology
Original price was: ₹9,160.00.₹7,329.00Current price is: ₹7,329.00.
Provides a systematic mathematical treatment of biological population dynamics in terms of probability theory Introduces a new theoretical framework for nonequilibrium statistical physics with applications to biology Offers a coherent approach to biophysics and physical chemistry based on stochastic kinetic models
-20%
Stochastic Chemical Reaction Systems in Biology
Original price was: ₹9,160.00.₹7,329.00Current price is: ₹7,329.00.
Provides a systematic mathematical treatment of biological population dynamics in terms of probability theory Introduces a new theoretical framework for nonequilibrium statistical physics with applications to biology Offers a coherent approach to biophysics and physical chemistry based on stochastic kinetic models
-20%
Stochastic Control Theory
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.First we consider completely observable control problems with finite horizons.
-20%
Stochastic Control Theory
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.First we consider completely observable control problems with finite horizons.
-21%
Stochastic Convergence of Weighted Sums of Random Elements in Linear Spaces
Original price was: ₹3,944.00.₹3,155.00Current price is: ₹3,155.00.
-21%
Stochastic Convergence of Weighted Sums of Random Elements in Linear Spaces
Original price was: ₹3,944.00.₹3,155.00Current price is: ₹3,155.00.
-20%
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Original price was: ₹13,852.00.₹11,082.00Current price is: ₹11,082.00.
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients.
-20%
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Original price was: ₹13,852.00.₹11,082.00Current price is: ₹11,082.00.
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients.
-20%
Stochastic Disorder Problems
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in information systems and in the design of defense methods against cyber-attacks. The author shows that the majority of quickest detection problems can be reformulated as optimal stopping problems where the stopping time is the moment the occurrence of disorder is signaled. Thus, considerable attention is devoted to the general theory of optimal stopping rules, and to its concrete problem-solving methods.The exposition covers both the discrete time case, which is in principle relatively simple and allows step-by-step considerations, and the continuous-time case, which often requires more technical machinery such as martingales, supermartingales, and stochastic integrals. There is a focus on the well-developed apparatus of Brownian motion, which enables the exact solution of many problems. The last chapter presents applications to financial markets.Researchers and graduate students interested in probability, decision theory and statistical sequential analysis will find this book useful.
-20%
Stochastic Disorder Problems
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in information systems and in the design of defense methods against cyber-attacks. The author shows that the majority of quickest detection problems can be reformulated as optimal stopping problems where the stopping time is the moment the occurrence of disorder is signaled. Thus, considerable attention is devoted to the general theory of optimal stopping rules, and to its concrete problem-solving methods.The exposition covers both the discrete time case, which is in principle relatively simple and allows step-by-step considerations, and the continuous-time case, which often requires more technical machinery such as martingales, supermartingales, and stochastic integrals. There is a focus on the well-developed apparatus of Brownian motion, which enables the exact solution of many problems. The last chapter presents applications to financial markets.Researchers and graduate students interested in probability, decision theory and statistical sequential analysis will find this book useful.
-20%
Stochastic Dynamics in Computational Biology
Original price was: ₹8,118.00.₹6,495.00Current price is: ₹6,495.00.
The aim of this book is to provide a well-structured and coherent overview of existing mathematical modeling approaches for biochemical reaction systems, investigating relations between both the conventional models and several types of deterministic-stochastic hybrid model recombinations.
-20%
Stochastic Dynamics in Computational Biology
Original price was: ₹8,118.00.₹6,495.00Current price is: ₹6,495.00.
The aim of this book is to provide a well-structured and coherent overview of existing mathematical modeling approaches for biochemical reaction systems, investigating relations between both the conventional models and several types of deterministic-stochastic hybrid model recombinations.
-20%
Stochastic Elasticity: A Nondeterministic Approach to the Nonlinear Field Theory
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.
-20%
Stochastic Elasticity: A Nondeterministic Approach to the Nonlinear Field Theory
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.
-20%
Stochastic Epidemic Models with Inference
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Most detailed and broad treatment of stochastic epidemic models ever published in one volume Covers both classical and new results and methods, from mathematical models to statistical procedures Aimed at PhD students and Post Docs in mathematical sciences Includes numerous Examples and Exercises (some with solutions)
-20%
Stochastic Epidemic Models with Inference
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Most detailed and broad treatment of stochastic epidemic models ever published in one volume Covers both classical and new results and methods, from mathematical models to statistical procedures Aimed at PhD students and Post Docs in mathematical sciences Includes numerous Examples and Exercises (some with solutions)
-20%
Stochastic Evolution Systems
Price range: ₹7,329.00 through ₹10,248.00
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations.
The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems.
-20%
Stochastic Evolution Systems
Price range: ₹7,329.00 through ₹10,248.00
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations.
The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems.
-20%
Stochastic Exponential Growth and Lattice Gases
Original price was: ₹4,990.00.₹3,993.00Current price is: ₹3,993.00.
The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance as discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models.
-20%
Stochastic Exponential Growth and Lattice Gases
Original price was: ₹4,990.00.₹3,993.00Current price is: ₹3,993.00.
The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance as discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models.
-20%
Stochastic Flows and Jump-Diffusions
Original price was: ₹11,766.00.₹9,414.00Current price is: ₹9,414.00.
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.
-20%
Stochastic Flows and Jump-Diffusions
Original price was: ₹11,766.00.₹9,414.00Current price is: ₹9,414.00.
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.
-20%
Stochastic Geometry
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
This volume offers a unique and accessible overview of the most active fields in Stochastic Geometry, up to the frontiers of recent research.
Since 2014, the yearly meeting of the French research structure GDR GeoSto has been preceded by two introductory courses.
-20%
Stochastic Geometry
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
This volume offers a unique and accessible overview of the most active fields in Stochastic Geometry, up to the frontiers of recent research.
Since 2014, the yearly meeting of the French research structure GDR GeoSto has been preceded by two introductory courses.
-20%
Stochastic Geometry, Spatial Statistics and Random Fields: Asymptotic Methods
Original price was: ₹8,118.00.₹6,495.00Current price is: ₹6,495.00.
Comprises introductory material as well as advances topics with a significant number of proofs Numerous images ease the understanding of complex mathematical notions Includes a large number of excercises for active reading Provides vast research bibliography Includes supplementary material: sn.pub/extras
-20%
Stochastic Geometry, Spatial Statistics and Random Fields: Asymptotic Methods
Original price was: ₹8,118.00.₹6,495.00Current price is: ₹6,495.00.
Comprises introductory material as well as advances topics with a significant number of proofs Numerous images ease the understanding of complex mathematical notions Includes a large number of excercises for active reading Provides vast research bibliography Includes supplementary material: sn.pub/extras
-20%
Stochastic Geometry, Spatial Statistics and Random Fields: Models and Algorithms
Original price was: ₹8,639.00.₹6,912.00Current price is: ₹6,912.00.
Frontier theoretical work on point processes, random fields and integral geometry Extensive applications in materials science, biology and genetics Extensive codes in Matlab and R that help the reader with applications Many examples help the reader to deepen their understanding
-20%
Stochastic Geometry, Spatial Statistics and Random Fields: Models and Algorithms
Original price was: ₹8,639.00.₹6,912.00Current price is: ₹6,912.00.
Frontier theoretical work on point processes, random fields and integral geometry Extensive applications in materials science, biology and genetics Extensive codes in Matlab and R that help the reader with applications Many examples help the reader to deepen their understanding