MARC details
| 000 -LEADER |
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| fixed length control field |
05172nam a22004094a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20250919005418.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
150818s2011 enka b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781107008007 |
| Qualifying information |
hardback |
| Terms of availability |
RM431.96 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
110700800X |
| Qualifying information |
hardback |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201602051057 |
| Level of effort used to assign nonsubject heading access points |
rosli |
| Level of effort used to assign subject headings |
201602051056 |
| Level of effort used to assign classification |
rosli |
| Level of effort used to assign subject headings |
201601280824 |
| Level of effort used to assign classification |
hamudah |
| y |
08-18-2015 |
| z |
hamudah |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Modifying agency |
YDX |
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BTCTA |
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YDXCP |
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UKMGB |
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CDX |
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BWX |
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IG# |
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PUL |
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IUL |
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BDX |
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ZCU |
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OCLCO |
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COO |
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OCLCF |
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OCLCQ |
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UKM ]e rda |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
QA274.2.B337 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
QA274.2 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.B337 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bass, Richard F. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Stochastic processes / |
| Statement of responsibility, etc. |
Richard F. Bass. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
Cambridge : |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2011 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 390 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
26 cm. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
unmediated |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
volume |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Cambridge series in statistical and probabilistic mathematics ; |
| Volume/sequential designation |
33 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
1. Basic notions -- 2. Brownian motion -- 3. Martingales -- 4. Markov properties of Brownian motion -- 5. The Poisson process -- 6. Construction of Brownian motion -- 7. Path properties of Brownian motion -- 8. The continuity of paths -- 9. Continuous semimartingales -- 10. Stochastic integrals -- 11. It{u3BE7}s formula -- 12. Some applications of It{u3BE7}s formula -- 13. The Girsanov theorem -- 14. Local times -- 15. Skorokhod embedding -- 16. The general theory of processes -- 17. Processes with jumps -- 18. Poisson point processes -- 19. Framework for Markov processes -- 20. Markov properties -- 21. Applications of the Markov properties -- 22. Transformations of Markov processes -- 23. Optimal stopping -- 24. Stochastic differential equations -- 25. Weak solutions of SDEs -- 26. The Ray-Knight theorems -- 27. Brownian excursions -- 28. Financial mathematics -- 29. Filtering -- 30. Convergence of probability measures -- 31. Skorokhod representation -- 32. The space C[0, 1] -- 33. Gaussian processes -- 34. The space D[0, 1] -- 35. Applications of weak convergence -- 36. Semigroups -- 37. Infinitesimal generators -- 38. Dirichlet forms -- 39. Markov processes and SDEs -- 40. Solving partial differential equations -- 41. One-dimensional diffusions -- 42. Ly processes -- Appendices: A. Basic probability; B. Some results from analysis; C. Regular conditional probabilities; D. Kolmogorov extension theorem. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black-Scholes formula for the pricing of derivatives in financial mathematics, the Kalman-Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature'-- |
| Assigning source |
Provided by publisher. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'In a first course on probability one typically works with a sequence of random variables X1,X2, ... For stochastic processes, instead of indexing the random variables by the non-negative integers, we index them by t G [0, oo) and we think of Xt as being the value at time t. The random variable could be the location of a particle on the real line, the strength of a signal, the price of a stock, and many other possibilities as well. We will also work with increasing families of s -fields {J-t}, known as filtrations. The s -field J-t is supposed to represent what we know up to time t. 1.1 Processes and s -fields Let (Q., J-, P) be a probability space. A real-valued stochastic process (or simply a process) is a map X from [0, oo) x Q. to the reals. We write Xt = Xt = X(t,?). We will impose stronger measurability conditions shortly, but for now we require that the random variables Xt be measurable with respect to J- for each t 0. A collection of s -fields J-t such that J-t C J- for each t and J-s C J-t if s t is called a filtration. Define J-t+ = P\e0J-t+e. A filtration is right continuous if J-t+ = J-t for all t 0'-- |
| Assigning source |
Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stochastic analysis. |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Cover image |
| Uniform Resource Identifier |
<a href="http://assets.cambridge.org/97811070/08007/cover/9781107008007.jpg">http://assets.cambridge.org/97811070/08007/cover/9781107008007.jpg</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b16194433 |
| b |
2019-11-12 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
QA274.2.B337 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003591868 |
| 990 ## - EQUIVALENCES OR CROSS-REFERENCES [LOCAL, CANADA] |
|---|
| Link information for 9XX fields |
rk4 |
| 991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT) |
|---|
| a |
Fakulti Sains dan Teknologi |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
PERPUSTAKAAN TUN SERI LANANG |
| Operator's initials, OID (RLIN) |
2015-05-08 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b16194433 |
