-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 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.
-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 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 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 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.