Stochastic analysis : (Record no. 39121)
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000 -LEADER | |
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fixed length control field | nam a22 7a 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 190304b2017 xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781107140516 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.22 MAT-H |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Matsumoto, Hiroyuki |
245 ## - TITLE STATEMENT | |
Title | Stochastic analysis : |
Remainder of title | Itô and Malliavin calculus in tandem / |
Statement of responsibility, etc. | Hiroyuki Matsumoto and Aetsuo Taniguchi |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc. | New York |
Name of publisher, distributor, etc. | Cambridge University Press |
Date of publication, distribution, etc. | 2017 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 346 p. |
365 ## - TRADE PRICE | |
Price type code | GBP |
Price amount | 49.99. |
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
Title | Cambridge studies in advanced mathematics. |
Volume/sequential designation | 159. |
500 ## - GENERAL NOTE | |
General note | Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Stochastic analysis |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Taniguchi, Setsuo |
952 ## - LOCATION AND ITEM INFORMATION (KOHA) | |
Withdrawn status |
Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
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Dewey Decimal Classification | 510 | BITS Pilani Hyderabad | BITS Pilani Hyderabad | General Stack (For lending) | 04/03/2019 | 49.99 | 519.22 MAT-H | 37726 | 13/07/2024 | 04/03/2019 | Books |