Stochastic integral and differential equations in mathematical modelling / (Record no. 49726)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03379nam a2200421 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | WSP |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260416153407.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 221027s2023 enk ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781800613584 |
| -- | (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 180061358X |
| -- | (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9781800613577 |
| -- | (hbk.) |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 007000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 003000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 005000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2/2 |
| Edition number | 23 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Saha Ray, Santanu. |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic integral and differential equations in mathematical modelling / |
| Statement of responsibility, etc | Santanu Saha Ray. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | London : |
| Name of publisher, distributor, etc | World Scientific Publishing Europe Ltd., |
| Date of publication, distribution, etc | c2023. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxviii, 320 p.) |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Contents | Introduction and preliminaries of stochastic calculus -- Analytical solutions of stochastic differential equations -- Numerical solutions of stochastic integral equation -- Numerical solutions of multidimensional stochastic integral equation -- Numerical solutions of stochastic integral equations with fractional Brownian motion -- Numerical solutions of stochastic differential equations arising in physical phenomena -- Numerical solutions of stochastic point kinetics equations -- Numerical solutions of fractional stochastic point kinetics equation -- Conclusion and future directions. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "The modelling of systems by differential equations usually requires that the parameters involved be completely known. Such models often originate from problems in physics or economics where we have insufficient information on parameter values. One important class of stochastic mathematical models is stochastic partial differential equations (SPDEs), which can be seen as deterministic partial differential equations (PDEs) with finite or infinite dimensional stochastic processes - either with colour noise or white noise. Though white noise is a purely mathematical construction, it can be a good model for rapid random fluctuations. Stochastic Integral and Differential Equations in Mathematical Modelling concerns the analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by Wiener processes. It also provides a theoretical basis for working with SDEs and stochastic processes. This book is written in a simple and clear mathematical logical language, with basic definitions and theorems on stochastic calculus provided from the outset. Each chapter contains illustrated examples via figures and tables. The reader can also construct new wavelets by using the procedure presented in the book. Stochastic Integral and Differential Equations in Mathematical Modelling fulfils the existing gap in the literature for a comprehensive account of this subject area"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic integral equations. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic differential equations. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://www.worldscientific.com/worldscibooks/10.1142/q0401#t=toc">https://www.worldscientific.com/worldscibooks/10.1142/q0401#t=toc</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Electronic Books |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. | |
| -- | Publisher's website. |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | Mode of access: World Wide Web. |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | System requirements: Adobe Acrobat Reader. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| General subdivision | Mathematical models. |
| 655 #0 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Location | Date of Cataloging | Total Checkouts | Full call number | Barcode | Date last seen | Uniform Resource Identifier | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | CUTN Central Library | CUTN Central Library | 16/04/2026 | 519.2/2 | EB04997 | 16/04/2026 | https://doi.org/10.1142/q0401 | 16/04/2026 | Electronic Books |