Stochastic differential equations : (Record no. 66679)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01708nam a22002537a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210715b2013 ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783540047582 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 OKS-B |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Oksendal, Bernt |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic differential equations : |
| Remainder of title | an introduction with applications / |
| Statement of responsibility, etc. | Bernt Oksendal |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 6th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | London |
| Name of publisher, distributor, etc. | Springer |
| Date of publication, distribution, etc. | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 379 p. |
| 365 ## - TRADE PRICE | |
| Price type code | EU |
| Price amount | 49.99. |
| 500 ## - GENERAL NOTE | |
| General note | This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. This corrected 6th printing of the 6th edition contains additional corrections and useful improvements, based in part on helpful comments from the readers. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic differential equations |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical optimization |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Engineering mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Global analysis (Mathematics) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Differential equations, Partial |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical physics |
| 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 | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | 510 | BITS Pilani Hyderabad | BITS Pilani Hyderabad | General Stack (For lending) | 15/07/2021 | 519.2 OKS-B | 42498 | 13/07/2024 | 15/07/2021 | Books |