On some methods of solutions of stochastic differential equations (Record no. 48750)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01736nam a2200241Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160627s1981||||xx |||||||||||||| ||und|| |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | UNM Th-29 |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Parthasarathy, K.V. |
| Relator term | author |
| 245 ## - TITLE STATEMENT | |
| Title | On some methods of solutions of stochastic differential equations |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Year of publication | 1981 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | iii; 240p. |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | 1981 |
| 502 ## - DISSERTATION NOTE | |
| Degree Type | Ph.D |
| 502 ## - DISSERTATION NOTE | |
| Name of granting institution | University of Madras |
| 520 3# - SUMMARY, ETC. | |
| Summary, etc | The main theme of this thesis is to study the Langevin equations arising in different physical contexts, in the light of Ito and Stratonovich theories. The areas of investigation broadly include fluctuation, dissipation relations, stability problems, applications of path integral techniques, and smoothing approximation methods. Stochastic differential equations driven by point processes are also considered for study. the point processes are characterised in terms of certain point functions known as cumulants and product densities. They are related to new concept of combinants and the relevance of Bell-polynomials is highlighted. A short account on 'Unified calculus' stressing canonical extension method, of McShane and its generalisation of Marcus, are discussed in the thesis. A concept of Lie Series is introduced in the investigations. A new result 'Focker-Plank equation for the stochastic system' driven by random telegraph noise, and some new results on stability theory are discussed in this thesis. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics |
| 653 10 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Stochastic Differential equations |
| 653 10 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Stochastic Processes |
| 720 1# - ADDED ENTRY--UNCONTROLLED NAME | |
| Thesis Advisor | Vasudevan, R. |
| Relator term | Thesis advisor [ths] |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://www.imsc.res.in/xmlui/handle/123456789/52 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | THESIS & DISSERTATION |
| Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Full call number | Accession Number | Uniform Resource Identifier | Koha item type |
|---|---|---|---|---|---|---|---|---|
| IMSc Library | UNM Th-29 | 56706 | http://www.imsc.res.in/xmlui/handle/123456789/52 | THESIS & DISSERTATION |