Stochastic processes / (Record no. 517950)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03578nam a22003498i 4500 |
| 001 - CONTROL NUMBER | |
| control field | CR9780511997044 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200124160235.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m|||||o||d|||||||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110110s2011||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780511997044 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9781107008007 (hardback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.2 |
| Item number | .B375 2011 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2/32 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bass, Richard F., |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic processes / |
| Statement of responsibility, etc | Richard F. Bass. |
| 264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R) | |
| Place of production, publication, distribution, manufacture (R) | Cambridge : |
| Name of producer, publisher, distributor, manufacturer (R) | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xv, 390 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - Content Type (R) | |
| Content type term (R) | text |
| Content type code (R) | txt |
| Source (NR) | rdacontent |
| 337 ## - Media Type (R) | |
| Media type term (R) | computer |
| Media type code (R) | c |
| Source (NR) | rdamedia |
| 338 ## - Carrier Type (R) | |
| Carrier type term (R) | online resource |
| Carrier type code (R) | cr |
| Source (NR) | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| სერიის ცნობა | Cambridge series on statistical and probabilistic mathematics ; |
| Volume number/sequential designation | 33 |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Basic notions -- 2. Brownian motion -- 3. Martingales -- 4. Markov properties of Brownian motion -- 5. The Poisson process -- 6. Construction of Brownian motion -- 7. Path properties of Brownian motion -- 8. The continuity of paths -- 9. Continuous semimartingales -- 10. Stochastic integrals -- 11. Itô's formula -- 12. Some applications of Itô's formula -- 13. The Girsanov theorem -- 14. Local times -- 15. Skorokhod embedding -- 16. The general theory of processes -- 17. Processes with jumps -- 18. Poisson point processes -- 19. Framework for Markov processes -- 20. Markov properties -- 21. Applications of the Markov properties -- 22. Transformations of Markov processes -- 23. Optimal stopping -- 24. Stochastic differential equations -- 25. Weak solutions of SDEs -- 26. The Ray-Knight theorems -- 27. Brownian excursions -- 28. Financial mathematics -- 29. Filtering -- 30. Convergence of probability measures -- 31. Skorokhod representation -- 32. The space C[0, 1] -- 33. Gaussian processes -- 34. The space D[0, 1] -- 35. Applications of weak convergence -- 36. Semigroups -- 37. Infinitesimal generators -- 38. Dirichlet forms -- 39. Markov processes and SDEs -- 40. Solving partial differential equations -- 41. One-dimensional diffusions -- 42. Lévy processes -- Appendices: A. Basic probability; B. Some results from analysis; C. Regular conditional probabilities; D. Kolmogorov extension theorem. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black-Scholes formula for the pricing of derivatives in financial mathematics, the Kalman-Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| International Standard Book Number | 9781107008007 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Cambridge series on statistical and probabilistic mathematics ; |
| Volume number/sequential designation | 33. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1017/CBO9780511997044">https://doi.org/10.1017/CBO9780511997044</a> |
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