MARC details
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02340nam 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 |
20250226101343.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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250224b |||||||| |||| 00| 0 hin d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781493936816 |
| 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 |
COH-S |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Cohen, Samuel N. |
| 245 ## - TITLE STATEMENT |
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| Title |
Stochastic calculus and applications |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
2nd edition |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
New York, NY : |
| Name of publisher, distributor, etc. |
Birkhäuser, |
| Date of publication, distribution, etc. |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiii, 666 pages : |
| Other physical details |
illustrations |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Probability and its applications, |
| International Standard Serial Number |
2297-0371 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry.<br/><br/>New features of this edition include:<br/><br/>End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index.<br/><br/>"Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."–Zentralblatt (from review of the First Edition) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Computer science |
| General subdivision |
Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Differential equations, Partial |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Economics, Mathematical |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Electrical engineering |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probabilities |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stochastic analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Quantitative finance |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Elliott, Robert J. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
Table of content |
| Uniform Resource Identifier |
<a href="https://link.springer.com/content/pdf/bfm:978-1-4939-2867-5/1">https://link.springer.com/content/pdf/bfm:978-1-4939-2867-5/1</a> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
Reviews |
| Uniform Resource Identifier |
<a href="https://www.goodreads.com/book/show/33280474-stochastic-calculus-and-applications?ref=nav_sb_ss_1_13#CommunityReviews">https://www.goodreads.com/book/show/33280474-stochastic-calculus-and-applications?ref=nav_sb_ss_1_13#CommunityReviews</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Universal Decimal Classification |
| Koha item type |
Book |
