Stochastic Calculus (Record no. 11978)

MARC details
000 -LEADER
fixed length control field 01712nmm a2200193Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 220920s9999||||xx |||||||||||||| ||und||
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 PDF
Link text Click to Access the Online Book
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type e-Book
Suppress in OPAC
Holdings
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
      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