-20%
Active Particles, Volume 3: Advances in Theory, Models, and Applications
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This edited volume collects six surveys that present state-of-the-art results on modeling, qualitative analysis, and simulation of active matter, focusing on specific applications in the natural sciences. Following the previously published Active Particles volumes, these chapters are written by leading experts in the field and reflect the diversity of subject matter in theory and applications within an interdisciplinary framework.
-20%
Active Particles, Volume 3: Advances in Theory, Models, and Applications
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This edited volume collects six surveys that present state-of-the-art results on modeling, qualitative analysis, and simulation of active matter, focusing on specific applications in the natural sciences. Following the previously published Active Particles volumes, these chapters are written by leading experts in the field and reflect the diversity of subject matter in theory and applications within an interdisciplinary framework.
-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.