Theory and applications of stochastic processes: an analytical approach/ Zeev Schuss
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Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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Central Library, Sikkim University General Book Section | 519.23 SCH/T (Browse shelf(Opens below)) | Available | P25357 |
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519.23 OLE/P Probability, Statistics, and Stochastic Processes/ | 519.23 ROS/S Stochastic Processes,/ | 519.23 ROS/S Stochastic Processes,/ | 519.23 SCH/T Theory and applications of stochastic processes: an analytical approach/ | 519.23 SOB/S Stochastic modeling of microstructures/ | 519.233 CHU/M Markov processes, Brownian motion, and time symmetry./ | 519.233 ROB/H Hidden Markov models :/ |
The physical Brownian motion : diffusion and noise --
The probability space of Brownian motion --
Itô integration and calculus --
Stochastic differential equations --
The discrete approach and boundary behavior --
The first passage time of diffusions --
Markov processes and their diffusion approximations --
Diffusion approximations to Langevin's equation --
Large deviations of Markovian jump processes --
Noise-induced escape from an attractor --
Stochastic stability.
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