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Random walk, brownian motion, and martingales (Record no. 35074)

MARC details
000 -LEADER
fixed length control field 02544nam a22003377a 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240625200304.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240625b |||||||| |||| 00| 0 hin d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783030789374
040 ## - CATALOGING SOURCE
Original cataloging agency NISER LIBRARY
Language of cataloging eng
Transcribing agency NISER LIBRARY
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.21
Item number BHA-R
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Bhattacharya, Rabi
245 ## - TITLE STATEMENT
Title Random walk, brownian motion, and martingales
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Switzerland :
Name of publisher, distributor, etc. Springer Nature,
Date of publication, distribution, etc. 2021.
300 ## - PHYSICAL DESCRIPTION
Extent xv, 396p.
490 ## - SERIES STATEMENT
Series statement Graduate texts in mathematics,
Volume/sequential designation 292.
International Standard Serial Number 2197-5612 ;
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and indexes.
520 ## - SUMMARY, ETC.
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
Topical term or geographic name as entry element Brownian motion processes.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Random walk mathematics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Martingales mathematics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Branching processes mathematics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Markov property
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Kolmogorov-Chentsov theorem
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Navier-Stokes equations
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical finance stochastic processes
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Waymire, Edward C.
856 ## - ELECTRONIC LOCATION AND ACCESS
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
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)
Source of classification or shelving scheme Universal Decimal Classification
Koha item type NBHM Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Universal Decimal Classification     SMS Library SMS Library 28/05/2024   519.21 BHA-R N434 25/06/2024 25/06/2024 NBHM Books
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