Stochastic Processes (Record no. 7451)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01835nam a2200289Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251120121712.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220909b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781107008007 |
| 037 ## - SOURCE OF ACQUISITION | |
| Terms of availability | Textual |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CSL |
| Language of cataloging | eng |
| Transcribing agency | CSL |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B2811 Q1 |
| Assigning agency | CSL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bass, Richard F |
| Relator term | author |
| 9 (RLIN) | 852575 |
| 245 #0 - TITLE STATEMENT | |
| Title | Stochastic Processes |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cambridge : |
| Name of publisher, distributor, etc. | Cambridge university press , |
| Date of publication, distribution, etc. | 2011 . |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xv,390p. |
| 490 ## - SERIES STATEMENT | |
| Series statement | cambridge series in statistical and probabilistic mathematica |
| 500 ## - GENERAL NOTE | |
| General note | Included References 385-386p.; Index 387-390p. |
| 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 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Brownian motion. |
| 9 (RLIN) | 852576 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Probability theory. |
| 9 (RLIN) | 852577 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic analysis. |
| 9 (RLIN) | 852578 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Statistics. |
| 9 (RLIN) | 852579 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Classification part | B2811 Q1 |
| Koha item type | Textual |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| 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) | Central Science Library | Central Science Library | 2012-06-28 | B2811 Q1 | SL1558536 | 2022-09-12 | 2022-09-12 | Textual |