000 02106cam a2200421 i 4500
001 22147412
003 KWUST
005 20230824135433.0
008 210722s2022 riua b 001 0 eng
010 _a 2021032211
020 _a9781470464882
_q(paperback)
020 _z9781470467784
_q(ebook)
040 _aDLC
_beng
_erda
_cDLC
_dDLC
042 _apcc
050 0 0 _aQA274.2. A74 2022
082 0 0 _a519.2/2
_223
084 _a60G07
_a60H05
_a91G20
_a91G60
_2msc
100 1 _aArguin, Louis-Pierre,
_d1979-
_eauthor.
245 1 2 _aA first course in stochastic calculus /
_cLouis-Pierre Arguin.
264 1 _aProvidence, Rhode Island :
_bAmerican Mathematical Society,
_c[2022].
300 _axv, 270 pages :
_billustrations ;
_c26 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 0 _aPure and applied undergraduate texts,
_x1943-9334 ;
_vvolume 53
504 _aIncludes bibliographical references and index.
520 _a"The pdf contains a draft title page, draft copyright page and a draft manuscript"--
_cProvided by publisher.
650 0 _aStochastic analysis.
650 0 _aCalculus.
650 0 _aStochastic processes.
650 7 _aProbability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic processes -- General theory of processes.
_2msc
650 7 _aProbability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic analysis [See also 58J65] -- Stochastic integrals.
_2msc
650 7 _aGame theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities.
_2msc
650 7 _aGame theory, economics, social and behavioral sciences -- Mathematical finance -- Numerical methods (including Monte Carlo methods).
_2msc
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2lcc
_cBK
999 _c2516
_d2516