An Introduction to stochastic differential equations (Record no. 1308340)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01900nam a2200217 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250401144418.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250401b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781470437343 |
| 037 ## - SOURCE OF ACQUISITION | |
| Terms of availability | Textual |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | RTL |
| Transcribing agency | RTL |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B2816 Q3 |
| Assigning agency | RTL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Evans, Lawrence C |
| 9 (RLIN) | 435824 |
| 245 ## - TITLE STATEMENT | |
| Title | An Introduction to stochastic differential equations |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Providence, Rhode Island |
| Name of publisher, distributor, etc. | American Mathematical Society (AMS) |
| Date of publication, distribution, etc. | 2023 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | viii, 151p. |
| Other physical details | Includes bibliography, appendix, exercises, notes and index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing. This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book). |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic differential and integral equations |
| 9 (RLIN) | 751683 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Numerical analysis Probabilistic methods, simulation |
| 9 (RLIN) | 751684 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| Koha item type | Textbook |
| Classification part | B2816 Q3 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Colon Classification (CC) | Ratan Tata Library | Ratan Tata Library | 2025-04-01 | B2816 Q3 | RT1585224 | 2025-04-01 | 2025-04-01 | Textbook |