Welcome to P K Kelkar Library, Online Public Access Catalogue (OPAC)

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1. Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equations

by Kotelenez, Peter.

Material type: book Book; Format: print ; Literary form: not fiction Description: x, 458p.Publisher: New York Springer 2008Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 519.2 K848s] (1).

2. Continuous-time Markov decision processes : theory and applications

by Guo, Xianping | Onesimo, Hernandez-Lerma.

Material type: book Book; Format: print ; Literary form: not fiction Description: xvii, 231p.Publisher: Berlin Springer-Verlag 2009Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 519.233 G959c] (1).

3. Stochastic simulation : algorithms and analysis

by Asmussen, Soren | Glynn, Peter W.

Material type: book Book; Format: print ; Literary form: not fiction Description: xiv, 476p.Publisher: Berlin Springer 2007Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 519.23 As55s] (2).

4. Numerical solution of stochastic differential equations with jumps in finance

by Platen, Eckhard | Nicola-Liberati, Bruti.

Material type: book Book; Format: print ; Literary form: not fiction Description: xxviii, 856p.Publisher: New York Springer 2010Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 519.2 P696nE] (1).

5. Continuous-time Markov chains and applications : a two-time-scale approach

by Yin, G. George | Zhang, Qing.

Edition: 2ndMaterial type: book Book; Format: print ; Literary form: not fiction Description: xxi, 427p.Publisher: New York Springer 2013Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 519.233 Y58c2] (1).

6. Stochastic integration and differential equations

by Protter, Philip E.

Edition: 2nd ed. Description: xiii, 419p.Publisher: Germany Springer 2010Availability: No items available Checked out (1).

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