National Science Library of Georgia

Lectures on stochastic analysis : (Record no. 516821)

MARC details
000 -LEADER
fixed length control field 02012nam a22003498i 4500
001 - CONTROL NUMBER
control field CR9780511623752
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200124160222.0
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 090916s1987||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780511623752 (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780521333665 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780521336451 (paperback)
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 QA274.75
Item number .S85 1987
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2/33
Edition number 19
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Stroock, Daniel W.,
Relator term author.
245 10 - TITLE STATEMENT
Title Lectures on stochastic analysis :
Remainder of title diffusion theory /
Statement of responsibility, etc Daniel W. Stroock.
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 1987.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (ix, 128 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 London Mathematical Society student texts ;
Volume number/sequential designation 6
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 ## - SUMMARY, ETC.
Summary, etc This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions. In order to emphasize the intuitive aspects of probabilistic techniques, diffusion theory is presented as a natural generalization of the flow generated by a vector field. Essential to the development of this idea is the introduction of martingales and the formulation of diffusion theory in terms of martingales. The book will make valuable reading for advanced students in probability theory and analysis and will be welcomed as a concise account of the subject by research workers in these fields.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Diffusion processes.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
International Standard Book Number 9780521333665
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title London Mathematical Society student texts ;
Volume number/sequential designation 6.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1017/CBO9780511623752">https://doi.org/10.1017/CBO9780511623752</a>

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