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1.
Essentials of Brownian motion and diffusion by Frank B. Knight by
  • Knight, Frank B
Series: ; | Mathematical surveys ; 18.
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .
Publication details: RI American Mathematical Society 1981
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 531.163 KNI.
Lists:

2.
Multidimensional diffusion processes by Daniel W Stroock by
  • Stroock, Daniel W
  • Varadhan, S.R.S
Series: ;
Edition:
Material type: Text Book
Current publication frequency: .Language: English
Publication details: New York: Springer, 1997
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 STR.
Lists:

3.
Introduction to the theory of random processes by I.I. Gikhman by
  • Gikhman, I. I
  • Skorokhod, A. V
Series: ;
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .Language: English
Publication details: New York Dover Publication 1996
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.23 GIK.
Lists:

4.
Mechanisms of diffusional phase transformations in metals and alloys By Hubert I. Aaronson by
  • Aaronson, Hubert I
  • Lee, Jong K
  • Enomoto, Masato
Series: ;
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .Language: English
Publication details: Boca Raton CRC Press 2010
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 530.414 AAR.

5.
Controlled Markov processes and viscosity solutions by
  • Fleming, Wendell H
  • Soner, H. Mete
Edition: 2nd ed.
Publication details: New York: Springer, 2006
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 FLE.
Lists:

6.
Stochastic resonance: a mathematical approach in the small noise limit by
  • Herrmann, Samuel…[et al.]
  • Imkeller, Peter
  • Pavlyukevich, Llya
  • Peithmann, Dierk
Publication details: USA: American Mathematical Society (AMS) 2014
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.23 HER.

7.
Ergodic control of diffusion processes by
  • Arapostathis, Ari
  • Borkar Vivek S
  • Ghosh, Mrinal K
Series: Encyclopedia of Mathematics and its Applications
Publication details: Cambridge: Cambridge University Press, 2012
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 ARA.

8.
Hybrid switching diffusions: properties and applications by
  • Yin, George G
  • Zhu, Chao
Publication details: New York: Springer, 2010
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 YIN.

9.
Stochastic differential equations and diffusion processes by
  • Ikeda, Nobuyuki
  • Watanabe, Shinzo
Edition: 2nd ed.
Publication details: Amsterdam: North Holland Publishing 1981
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 IKE.

10.
Studies in the theory of random processes by
  • Skorokhod, A. V
Series: Adiwes international series in mathematics
Publication details: Mineola: Dover Publications, 1982
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 SKO.

11.
Markov processes and differential equations: asymptotic problems by
  • Freidlin, Mark
Series: Lectures in mathematics ETH Zurich
Publication details: Switzerland: Springer, 1996
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 FRE.

12.
Positive harmonic functions and diffusion by
  • Pinsky, Ross G
Series: Cambridge studies in advanced mathematics ; 45
Publication details: Cambridge: Cambridge University Press, 1995
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 PIN.
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13.
Probability and random processes by
  • Grimmett, Geoffrey R
  • Stirzaker, David [Co-author]
Edition: 4th ed.
Publication details: Oxford: Oxford University Press, 2020
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 GRI.

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