Stochastic Calculus (Record no. 11978)
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fixed length control field | 01712nmm a2200193Ia 4500 |
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780849380716 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Item number | D938S |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Durrett, Richard. |
Relator term | Author |
Language of a work | English |
9 (RLIN) | 910 |
245 #0 - TITLE STATEMENT | |
Title | Stochastic Calculus |
Remainder of title | : A Practical Introduction |
Statement of responsibility, etc. | / by Richard Durrett. |
Medium | [Electronic Resource] |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Boca Raton |
Name of publisher, distributor, etc. | : CRC Press, |
Date of publication, distribution, etc. | 1996 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 341p. |
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
Title | Probability and Stochastics Series |
9 (RLIN) | 473 |
520 ## - SUMMARY, ETC. | |
Summary, etc. | This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Stochastic Analysis |
9 (RLIN) | 470 |
Topical term or geographic name entry element | Stochastic Processes |
9 (RLIN) | 15500 |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1761292">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1761292</a> |
Electronic format type | |
Link text | Click to Access the Online Book |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | e-Book |
Suppress in OPAC |
Withdrawn status | Lost status | Damaged status | Use restrictions | Not for loan | Collection | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type | Public note |
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e-Book For Access | Textbook | S. R. Ranganathan Learning Hub | S. R. Ranganathan Learning Hub | Online | 2022-09-20 | Infokart India Pvt. Ltd., New Delhi | 190.00 | 519.2 D938S | EB0114 | 2022-09-20 | 2022-09-20 | e-Book | Platform : EBSCO |