Problems and solutions in stochastic calculus with applications (Record no. 1432855)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02154cam a2200277 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 23536762 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250624104930.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250624b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781800615601 |
| 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 R5 |
| Assigning agency | CSL |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Albin, Patrik, |
| Relator term | author. |
| 9 (RLIN) | 814383 |
| 245 10 - TITLE STATEMENT | |
| Title | Problems and solutions in stochastic calculus with applications |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New Jersey : |
| Name of publisher, distributor, etc. | World Scientific, |
| Date of publication, distribution, etc. | 2025. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 471 p. |
| Other physical details | : color illustrations |
| Dimensions | ; 24 cm. |
| 500 ## - GENERAL NOTE | |
| General note | Includes index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "Problems and Solution in Stochastic Calculus exposes readers to distinct simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus with Applications (3rd Edition) by Fima Klebaner. The current book is authored by three active researchers in the fields of probability, stochastic processes, and their applications in financial mathematics, mathematical biology, and more. The book features problems rooted in their ongoing research. Mathematical finance and biology feature pre-eminently, but the ideas and techniques can equally apply to fields such as engineering and economics. The problems set forth are accessible to students new to the subject, with most of the problems and their solutions centring on a single idea or technique at a time to enhance the ease of learning. While the majority of problems are relatively straightforward, more complex questions are also set in order to challenge the reader as their understanding grows. The book is suitable for either self-study or for instructors, and there are numerous opportunities to generate fresh problems by modifying the ones presented, facilitating a deeper grasp of the material"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic analysis. |
| 9 (RLIN) | 733453 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic processes. |
| 9 (RLIN) | 417726 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Calculus. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hamza, Kais |
| Relator term | author. |
| 9 (RLIN) | 814384 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Klebaner, Fima C. |
| Relator term | author. |
| 9 (RLIN) | 814385 |
| 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 R5 |
| 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 | Central Science Library | 2024-11-20 | Ashutosh technical books | B2811 R5 | SL1656113 | 2025-06-24 | 2025-06-24 | Textual |