MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03305cam a22004935i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
21819684 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
KWUST |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20230824134926.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
|---|
| fixed length control field |
m |o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
171109s2017 gw |||| o |||| 0|eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2019765404 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783319622255 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-3-319-62226-2 |
| Source of number or code |
doi |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(DE-He213)978-3-319-62226-2 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
pn |
| -- |
rda |
| Transcribing agency |
DLC |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA274. B17 2017 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT029000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBT |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBT |
| Source |
thema |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBWL |
| Source |
thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.2 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Baldi, Paolo, |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Stochastic Calculus : |
| Remainder of title |
An Introduction Through Theory and Exercises / |
| Statement of responsibility, etc. |
by Paolo Baldi. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
1st ed. 2017. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Cham : |
| Name of producer, publisher, distributor, manufacturer |
Springer International Publishing : |
| -- |
Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2017. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 627 pages |
| Other physical details |
27 illustrations, 2 illustrations in color. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Universitext, |
| International Standard Serial Number |
0172-5939 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1 Elements of probability -- 2 Stochastic processes -- 3 Brownian motion -- 4 Conditional probability -- 5 Martingales -- 6 Markov Processes -- 7 The stochastic integral -- 8 Stochastic calculus -- 9 Stochastic Differential Equations -- 10 PDE problems and diffusions -- 11 Simulation -- 12 Back to stochastic calculus -- 13 An application: finance -- Solutions of the exercises -- References -- Index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions. After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used. Stochastic Calculus will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical statements and rigorous proofs, this book is completely self-contained and suitable for lecture courses as well as self-study. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Description based on publisher-supplied MARC data. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Probabilities. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Probability Theory and Stochastic Processes. |
| Authority record control number or standard number |
https://scigraph.springernature.com/ontologies/product-market-codes/M27004 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version: |
| Title |
Stochastic calculus : an introduction through theory and exercises |
| International Standard Book Number |
9783319622255 |
| Record control number |
(DLC) 2017948389 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783319622255 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783319622279 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Universitext, |
| International Standard Serial Number |
0172-5939 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
0 |
| b |
ibc |
| c |
origres |
| d |
u |
| e |
ncip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Books |
