LEADER 05681nam 2200733Ia 450 001 9910784594003321 005 20200520144314.0 010 $a1-281-00388-3 010 $a9786611003883 010 $a0-08-047536-1 035 $a(CKB)1000000000357687 035 $a(EBL)291692 035 $a(OCoLC)162131511 035 $a(SSID)ssj0000251583 035 $a(PQKBManifestationID)11227648 035 $a(PQKBTitleCode)TC0000251583 035 $a(PQKBWorkID)10175278 035 $a(PQKB)10347338 035 $a(Au-PeEL)EBL291692 035 $a(CaPaEBR)ebr10172768 035 $a(CaONFJC)MIL100388 035 $z(PPN)151034877 035 $a(MiAaPQ)EBC291692 035 $a(PPN)170240908 035 $a(EXLCZ)991000000000357687 100 $a20070123d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic processes in physics and chemistry$b[electronic resource] /$fN.G. van Kampen 205 $a3rd ed. 210 $aAmsterdam ;$aLondon $cElsevier$d2007 215 $a1 online resource (481 p.) 225 1 $aNorth-Holland personal library 300 $aPrevious ed.: Amsterdam: North-Holland, 1992. 311 $a0-444-52965-9 320 $aIncludes bibliographical references and index. 327 $aFront Cover; Stochastic Processes in Physics and Chemistry; Copyright Page; PREFACE TO THE FIRST EDITION; PREFACE TO THE SECOND EDITION; ABBREVIATED REFERENCES; PREFACE TO THE THIRD EDITION; TABLE OF CONTENTS; Chapter I. STOCHASTIC VARIABLES; 1. Definition; 2. Averages; 3. Multivariate distributions; 4. Addition of stochastic variables; 5. Transformation of variables; 6. The Gaussian distribution; 7. The central limit theorem; Chapter II. RANDOM EVENTS; 1. Definition; 2. The Poisson distribution; 3. Alternative description of random events; 4. The inverse formula; 5. The correlation functions 327 $a6. Waiting times7. Factorial correlation functions; Chapter III. STOCHASTIC PROCESSES; 1. Definition; 2. Stochastic processes in physics; 3. Fourier transformation of stationary processes; 4. The hierarchy of distribution functions; 5. The vibrating string and random fields; 6. Branching processes; Chapter IV. MARKOV PROCESSES; 1. The Markov property; 2. The Chapman-Kolmogorov equation; 3. Stationary Markov processes; 4. The extraction of a subensemble; 5. Markov chains; 6. The decay process; Chapter V. THE MASTER EQUATION; 1. Derivation; 2. The class of W-matrices; 3. The long-time limit 327 $a4. Closed, isolated, physical systems5. The increase of entropy; 6. Proof of detailed balance; 7. Expansion in eigenfunctions; 8. The macroscopic equation; 9. The adjoint equation; 10. Other equations related to the master equation; Chapter VI. ONE-STEP PROCESSES; 1. Definition; the Poisson process; 2. Random walk with continuous time; 3. General properties of one-step processes; 4. Examples of linear one-step processes; 5. Natural boundaries; 6. Solution of linear one-step processes with natural boundaries; 7. Artificial boundaries; 8. Artificial boundaries and normal modes 327 $a9. Nonlinear one-step processesChapter VII. CHEMICAL REACTIONS; 1. Kinematics of chemical reactions; 2. Dynamics of chemical reactions; 3. The stationary solution; 4. Open systems; 5. Unimolecular reactions; 6. Collective systems; 7. Composite Markov processes; Chapter VIII. THE FOKKER-PLANCK EQUATION; 1. Introduction; 2. Derivation of the Fokker-Planck equation; 3. Brownian motion; 4. The Rayleigh particle; 5. Application to one-step processes; 6. The multivariate Fokker-PIanck equation; 7. Kramers' equation; Chapter IX. THE LANGEVIN APPROACH; 1. Langevin treatment of Brownian motion 327 $a2. Applications3. Relation to Fokker-Planck equation; 4. The Langevin approach; 5. Discussion of the Ito?-Stratonovich dilemma; 6. Non-Gaussian white noise; 7. Colored noise; Chapter X. THE EXPANSION OF THE MASTER EQUATION; 1. Introduction to the expansion; 2. General formulation of the expansion method; 3. The emergence of the macroscopic law; 4. The linear noise approximation; 5. Expansion of a multivariate master equation; 6. Higher orders; Chapter XI. THE DIFFUSION TYPE; 1. Master equations of diffusion type; 2. Diffusion in an external field; 3. Diffusion in an inhomogeneous medium 327 $a4. Muitivariate diffusion equation 330 $aThe third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)D.T. Gillespie, Markov Processes (Academic Press, Sa 410 0$aNorth-Holland personal library. 606 $aStochastic processes 606 $aStatistical physics 606 $aChemistry, Physical and theoretical$xStatistical methods 615 0$aStochastic processes. 615 0$aStatistical physics. 615 0$aChemistry, Physical and theoretical$xStatistical methods. 676 $a519.202453 686 $a33.26$2bcl 686 $a35.05$2bcl 700 $aKampen$b N. G. van$020957 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910784594003321 996 $aStochastic processes in physics and chemistry$9336408 997 $aUNINA LEADER 06030oam 22014414 450 001 9910970774803321 005 20250426110739.0 010 $a9786612843693 010 $a9781462310364 010 $a1462310362 010 $a9781452716770 010 $a1452716773 010 $a9781282843691 010 $a1282843699 010 $a9781451873030 010 $a1451873034 035 $a(CKB)3170000000055312 035 $a(EBL)1608377 035 $a(SSID)ssj0000940017 035 $a(PQKBManifestationID)11483765 035 $a(PQKBTitleCode)TC0000940017 035 $a(PQKBWorkID)10946747 035 $a(PQKB)10908467 035 $a(OCoLC)539056589 035 $a(IMF)WPIEE2009156 035 $a(MiAaPQ)EBC1608377 035 $a(IMF)WPIEA2009156 035 $aWPIEA2009156 035 $a(EXLCZ)993170000000055312 100 $a20020129d2009 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 12$aA Framework for Financial Market Development /$fRalph Chami, Sunil Sharma, Connel Fullenkamp 205 $a1st ed. 210 1$aWashington, D.C. :$cInternational Monetary Fund,$d2009. 215 $a1 online resource (60 p.) 225 1 $aIMF Working Papers 300 $a"July 2009." 311 08$a9781451917314 311 08$a1451917317 320 $aIncludes bibliographical references. 327 $aContents; I. Introduction; II. The Framework: Key Players and their Incentives; A. Borrowers; B. Lenders; C. Liquidity Providers; D. Regulators; III. The Framework: Compromises That Define Financial Instruments; A. The Space of Financial Contracts; B. The Maturity-Collateral Compromise; C. The Seniority-Control Compromise; IV. Applying the Framework: Issues in Financial Market Development; A. Nascent Financial Markets; B. The Bond Market; C. Asset-Backed Securities; D. The Equity Market; E. Derivatives; F. The Loan Market and the Role of Banks; V. Concluding Remarks; References 330 3 $aThe paper proposes a framework for examining the process of financial market development. The framework, consistent with the functional view of financial system design, is anchored in studying the incentives facing the key players in financial markets-borrowers, lenders, liquidity providers, and regulators-whose actions determine whether and how markets develop. While different financial instruments embody different concessions by borrowers and lenders, the framework emphasizes the two main compromises: the tradeoffs between maturity and collateral, and between seniority and control. The framework is used to analyze the sequencing of financial market development. 410 0$aIMF Working Papers; Working Paper ;$vNo. 2009/156 606 $aBanks and banking 606 $aCapital market 606 $aFinancial instruments 606 $aForeign exchange market 606 $aAsymmetric and Private Information$2imf 606 $aBonds$2imf 606 $aCapital market$2imf 606 $aCorporate Finance and Governance$2imf 606 $aCurrent Heterodox Approaches: Institutional$2imf 606 $aEconomic Development: Financial Markets$2imf 606 $aEvolutionary$2imf 606 $aFinance$2imf 606 $aFinance: General$2imf 606 $aFinancial institutions$2imf 606 $aFinancial Instruments$2imf 606 $aFinancial instruments$2imf 606 $aFinancial Markets and the Macroeconomy$2imf 606 $aFinancial markets$2imf 606 $aFinancial sector development$2imf 606 $aFinancial services industry$2imf 606 $aGeneral Financial Markets: General (includes Measurement and Data)$2imf 606 $aGeneral Financial Markets: Government Policy and Regulation$2imf 606 $aInstitutional Investors$2imf 606 $aInstitutions: Design, Formation, and Operations$2imf 606 $aInvestment & securities$2imf 606 $aInvestments: Bonds$2imf 606 $aInvestments: General$2imf 606 $aNon-bank Financial Institutions$2imf 606 $aPension Funds$2imf 606 $aSaving and Capital Investment$2imf 606 $aSecurities markets$2imf 606 $aSecurities$2imf 607 $aUnited States$2imf 615 0$aBanks and banking. 615 0$aCapital market. 615 0$aFinancial instruments. 615 0$aForeign exchange market. 615 7$aAsymmetric and Private Information 615 7$aBonds 615 7$aCapital market 615 7$aCorporate Finance and Governance 615 7$aCurrent Heterodox Approaches: Institutional 615 7$aEconomic Development: Financial Markets 615 7$aEvolutionary 615 7$aFinance 615 7$aFinance: General 615 7$aFinancial institutions 615 7$aFinancial Instruments 615 7$aFinancial instruments 615 7$aFinancial Markets and the Macroeconomy 615 7$aFinancial markets 615 7$aFinancial sector development 615 7$aFinancial services industry 615 7$aGeneral Financial Markets: General (includes Measurement and Data) 615 7$aGeneral Financial Markets: Government Policy and Regulation 615 7$aInstitutional Investors 615 7$aInstitutions: Design, Formation, and Operations 615 7$aInvestment & securities 615 7$aInvestments: Bonds 615 7$aInvestments: General 615 7$aNon-bank Financial Institutions 615 7$aPension Funds 615 7$aSaving and Capital Investment 615 7$aSecurities markets 615 7$aSecurities 676 $a332.64;332.6450113 700 $aChami$b Ralph$01815826 701 $aFullenkamp$b Connel$01816463 701 $aSharma$b Sunil$0125664 712 02$aIMF Institute. 712 02$aInternational Monetary Fund. 801 0$bDcWaIMF 906 $aBOOK 912 $a9910970774803321 996 $aA Framework for Financial Market Development$94372554 997 $aUNINA