-20%
Continuous Parameter Markov Processes and Stochastic Differential Equations
Original price was: ₹9,681.00.₹7,746.00Current price is: ₹7,746.00.
This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô’s fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.
-20%
Continuous Parameter Markov Processes and Stochastic Differential Equations
Original price was: ₹9,681.00.₹7,746.00Current price is: ₹7,746.00.
This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô’s fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.
-20%
Continuous Semigroups of Holomorphic Self-maps of the Unit Disc
Original price was: ₹13,852.00.₹11,082.00Current price is: ₹11,082.00.
The book faces the interplay among dynamical properties of semigroups, analytical properties of infinitesimal generators and geometrical properties of Koenigs functions. The book includes precise descriptions of the behavior of trajectories, backward orbits, petals and boundary behavior in general, aiming to give a rather complete picture of all interesting phenomena that occur.
-20%
Continuous Semigroups of Holomorphic Self-maps of the Unit Disc
Original price was: ₹13,852.00.₹11,082.00Current price is: ₹11,082.00.
The book faces the interplay among dynamical properties of semigroups, analytical properties of infinitesimal generators and geometrical properties of Koenigs functions. The book includes precise descriptions of the behavior of trajectories, backward orbits, petals and boundary behavior in general, aiming to give a rather complete picture of all interesting phenomena that occur.
-20%
Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
Original price was: ₹3,110.00.₹2,488.00Current price is: ₹2,488.00.
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches, a unified investigation of regular as well as arbitrary non-regular diffusions is provided.
-20%
Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach
Original price was: ₹3,110.00.₹2,488.00Current price is: ₹2,488.00.
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches, a unified investigation of regular as well as arbitrary non-regular diffusions is provided.
-20%
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics
Original price was: ₹14,894.00.₹11,916.00Current price is: ₹11,916.00.
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management.
-20%
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics
Original price was: ₹14,894.00.₹11,916.00Current price is: ₹11,916.00.
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management.
-20%
Continuous-Time Markov Decision Processes
Original price was: ₹14,894.00.₹11,916.00Current price is: ₹11,916.00.
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies.
-20%
Continuous-Time Markov Decision Processes
Original price was: ₹14,894.00.₹11,916.00Current price is: ₹11,916.00.
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies.
-20%
Continuum Modeling: An Approach Through Practical Examples
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
This book develops continuum modeling skills and approaches the topic from three sides: (1) derivation of global integral laws together with the associated local differential equations, (2) design of constitutive laws and (3) modeling boundary processes.
-20%
Continuum Modeling: An Approach Through Practical Examples
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
This book develops continuum modeling skills and approaches the topic from three sides: (1) derivation of global integral laws together with the associated local differential equations, (2) design of constitutive laws and (3) modeling boundary processes.
-20%
Continuum Thermodynamics
Original price was: ₹9,160.00.₹7,329.00Current price is: ₹7,329.00.
This book deals with an important topic in rational continuum physics, thermodynamics.Although slim, it is fairly well self-contained| some basic notions in continuum mechanics, which a well-intentioned reader should but may not be familiar with, are collected in a final appendix.
Modern continuum thermodynamics is a field theory devised to handle a large class of processes that typically are neither spatially homogeneous nor sequences of equilibrium states. The most basic chapter addresses the continuum theory of heat conduction, in which the constitutive laws furnish a mathematical characterization of the macroscopic manifestations of those fluctuations in position and velocity of the microscopic matter constituents that statistical thermodynamics considers collectively. In addition to a nonstandard exposition of the conceptual steps leading to the classical heat equation, the crucial assumption that energy and entropy inflows should be proportional is discussed and a hyperbolic version of that prototypical parabolic PDE is presented. Thermomechanics comes next, a slightly more complex paradigmatic example of a field theory where microscopic and macroscopic manifestations of motion become intertwined. Finally, a virtual power format for thermomechanics is proposed, whose formulation requires that temperature is regarded formally as the time derivative of thermal displacement. It is shown that this format permits an alternative formulation of the theory of heat conduction, and a physical interpretation of the notion of thermal displacement is given.It is addressed to mathematical modelers – or mathematical modelers to be – of continuous material bodies, be they mathematicians, physicists, or mathematically versed engineers.
-20%
Continuum Thermodynamics
Original price was: ₹9,160.00.₹7,329.00Current price is: ₹7,329.00.
This book deals with an important topic in rational continuum physics, thermodynamics.Although slim, it is fairly well self-contained| some basic notions in continuum mechanics, which a well-intentioned reader should but may not be familiar with, are collected in a final appendix.
Modern continuum thermodynamics is a field theory devised to handle a large class of processes that typically are neither spatially homogeneous nor sequences of equilibrium states. The most basic chapter addresses the continuum theory of heat conduction, in which the constitutive laws furnish a mathematical characterization of the macroscopic manifestations of those fluctuations in position and velocity of the microscopic matter constituents that statistical thermodynamics considers collectively. In addition to a nonstandard exposition of the conceptual steps leading to the classical heat equation, the crucial assumption that energy and entropy inflows should be proportional is discussed and a hyperbolic version of that prototypical parabolic PDE is presented. Thermomechanics comes next, a slightly more complex paradigmatic example of a field theory where microscopic and macroscopic manifestations of motion become intertwined. Finally, a virtual power format for thermomechanics is proposed, whose formulation requires that temperature is regarded formally as the time derivative of thermal displacement. It is shown that this format permits an alternative formulation of the theory of heat conduction, and a physical interpretation of the notion of thermal displacement is given.It is addressed to mathematical modelers – or mathematical modelers to be – of continuous material bodies, be they mathematicians, physicists, or mathematically versed engineers.
-20%
Contradictions, from Consistency to Inconsistency
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
This volume investigates what is beyond the Principle of Non-Contradiction. It features 14 papers on the foundations of reasoning, including logical systems and philosophical considerations.
-20%
Contradictions, from Consistency to Inconsistency
Original price was: ₹10,724.00.₹8,580.00Current price is: ₹8,580.00.
This volume investigates what is beyond the Principle of Non-Contradiction. It features 14 papers on the foundations of reasoning, including logical systems and philosophical considerations.
-21%
Contributions to Ergodic Theory and Probability: Proceedings of the First Midwestern Conference on Ergodic Theory held at the Ohio State University, March 27-30, 1970
Original price was: ₹3,944.00.₹3,155.00Current price is: ₹3,155.00.
-21%
Contributions to Ergodic Theory and Probability: Proceedings of the First Midwestern Conference on Ergodic Theory held at the Ohio State University, March 27-30, 1970
Original price was: ₹3,944.00.₹3,155.00Current price is: ₹3,155.00.