Introduction to stochastic differential equations (Record no. 1431589)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02020cam a2200253 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 17791910 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250611100354.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130626t20132013riua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781470410544 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CSL |
| Transcribing agency | CSL |
| 041 ## - LANGUAGE CODE | |
| Source of code | eng |
| Language code of text/sound track or separate title | eng |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B2811 Q3 NBHM |
| Assigning agency | CSL |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Evans, Lawrence C., |
| Relator term | author. |
| 9 (RLIN) | 435824 |
| 245 13 - TITLE STATEMENT | |
| Title | Introduction to stochastic differential equations |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Providence : |
| Name of producer, publisher, distributor, manufacturer | American Mathematical Society, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | viii, 151 p. : |
| Other physical details | ill. ; |
| Dimensions | 26 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (pages 147-148) 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.<br/><br/>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 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic differential equations. |
| 9 (RLIN) | 752016 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Numerical analysis |
| 9 (RLIN) | 713154 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Probability theory and stochastic processes |
| 9 (RLIN) | 812186 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Numerical analysis |
| 9 (RLIN) | 713154 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| Koha item type | Textual |
| Classification part | B2811 Q3 NBHM |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Colon Classification (CC) | Central Science Library | Faculty of Mathematical Sciences Library | 2025-01-06 | New India Book Agency | B2811 Q3 NBHM | SL1656196 | 2025-06-11 | 2025-06-11 | Textual |