-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.
-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 Integration in Banach Spaces
Price range: ₹6,078.00 through ₹7,329.00
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region.
-20%
Stochastic Integration in Banach Spaces
Price range: ₹6,078.00 through ₹7,329.00
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region.
-20%
Stochastic Optimal Control in Infinite Dimension
Original price was: ₹23,234.00.₹18,588.00Current price is: ₹18,588.00.
Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.
-20%
Stochastic Optimal Control in Infinite Dimension
Original price was: ₹23,234.00.₹18,588.00Current price is: ₹18,588.00.
Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.
-20%
Stochastic Processes
Original price was: ₹18,022.00.₹14,418.00Current price is: ₹14,418.00.
Gives a rigorous yet understandable presentation of the theory of stochastic processes Presents the theory of distributions of functionals of diffusions including local times, rarely found in literature Devotes serious attention to the Brownian local time Includes many examples and exercises Includes supplementary material: sn.pub/extras
-20%
Stochastic Processes
Original price was: ₹18,022.00.₹14,418.00Current price is: ₹14,418.00.
Gives a rigorous yet understandable presentation of the theory of stochastic processes Presents the theory of distributions of functionals of diffusions including local times, rarely found in literature Devotes serious attention to the Brownian local time Includes many examples and exercises Includes supplementary material: sn.pub/extras
-20%
Stochastic Processes – Inference Theory
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics.
-20%
Stochastic Processes – Inference Theory
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics.