MARC details
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02544nam a22003377a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240625200304.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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240625b |||||||| |||| 00| 0 hin d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783030789374 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
NISER LIBRARY |
| Language of cataloging |
eng |
| Transcribing agency |
NISER LIBRARY |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.21 |
| Item number |
BHA-R |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Bhattacharya, Rabi |
| 245 ## - TITLE STATEMENT |
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| Title |
Random walk, brownian motion, and martingales |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
Switzerland : |
| Name of publisher, distributor, etc. |
Springer Nature, |
| Date of publication, distribution, etc. |
2021. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xv, 396p. |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Graduate texts in mathematics, |
| Volume/sequential designation |
292. |
| International Standard Serial Number |
2197-5612 ; |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and indexes. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.<br/><br/>Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov–Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theorythroughout.<br/><br/>Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Brownian motion processes. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Random walk mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Martingales mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Branching processes mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Markov property |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Kolmogorov-Chentsov theorem |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Navier-Stokes equations |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematical finance stochastic processes |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Waymire, Edward C. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
Table of Contents |
| Uniform Resource Identifier |
<a href="https://link.springer.com/content/pdf/bfm:978-3-030-78939-8/1">https://link.springer.com/content/pdf/bfm:978-3-030-78939-8/1</a> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
Reviews |
| Uniform Resource Identifier |
<a href="https://www.goodreads.com/book/show/59836040-random-walk-brownian-motion-and-martingales?from_search=true&from_srp=true&qid=IkxizONVbe&rank=1#CommunityReviews">https://www.goodreads.com/book/show/59836040-random-walk-brownian-motion-and-martingales?from_search=true&from_srp=true&qid=IkxizONVbe&rank=1#CommunityReviews</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Universal Decimal Classification |
| Koha item type |
NBHM Books |
